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Why do many titles and headlines read: "Why Europe should become...", NOT "Why should Europe become..."; "How an inventor lost...", NOT "How did an inventor lose..."; "How the photocopier changed...", NOT "How did the photocopier change..."? Are such headlines correct at all?

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    'Why should Europe become ..." invites an answer, a discussion. 'Why Europe should become ...' means 'We'll tell you why Europe should become ...'. – Edwin Ashworth Feb 20 '15 at 19:44
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    Because headlines aren't questions -- they're titles; labels for the stories they head. The uninverted form of a Wh-clause is an embedded question, and refers to the answer of the question -- or to what the question would be if inversion were performed. I.e, How an inventor lost his way is the content of the story; it answers the question "How did an inventor lose his way?". – John Lawler Feb 20 '15 at 19:49
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Headline writing and editing is a special craft within the English language writing racket (field, work, vocation, activity). The phrasing is unique to headline writing, and the examples you cite are correct (first examples). News readers on radio and television (and the web) have another dialect of English in which many things that have clearly already happened are expressed as though they are happening right now. "Iowa widget makers go on strike over benefits" is the spoken headline or teaser, whereas we all know they HAVE GONE on strike. It's just a special area of the language that evidently got that way through the quest for a quick, short-hand way of getting ideas clearly across in the minimum time and space.

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