News and narratives: A cointegration analysis of Russian economic policy uncertainty

نویسندگان

چکیده

Russia has become more integrated and dependent on global developments over the last decades, despite being ruled by an increasingly autocratic regime. We perform a cointegration analysis monthly dataset spanning from 2001 to 2021, with limited set of variables reflecting both domestic international developments. Results point significant interactions between these two dimensions, mostly short-term. Kremlin may employ media control as discretionary policy instrument influence popular support for incumbent, but this works slowly is hardly sustainable in long-term.

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ژورنال

عنوان ژورنال: Economics Letters

سال: 2023

ISSN: ['1873-7374', '0165-1765']

DOI: https://doi.org/10.1016/j.econlet.2023.111094