With the Selection tool, click on a text frame containing a headline and go to Object > Drop Shadow. Tick Drop Shadow at the top of the dialogue window, and set both X Offset and Y Offset to zero.

Click OK and then go to Object > Feather. Tick Feather at the top of the dialogue window, set the Feather Width to an oversized value such as 20mm, and choose Diffused from the Corners pop-up. Click OK. The oversized feather value causes the text to vanish, leaving the blurry, transparent drop shadow still fully visible behind it. You can re-edit the text at any time using the Type tool, and even save the effect as an Object Style.