Economic Policy Uncertainty Index

Open Dataset
Creators:
Scott R. Baker, Nicholas Bloom, and Steven J. Davis
Publication Date:
2016-01-01
Data Category:
Dataset Description:
The Economic Policy Uncertainty (EPU) Index measures uncertainty related to economic policy using three components: newspaper coverage of policy uncertainty, expiring tax code provisions, and disagreement among economic forecasters. The index is available at monthly frequency for the U.S. and many other countries.
Publications Citing This Dataset:
The Impact of Uncertainty on Investment: Empirical Challenges and a New Estimator, Delong Li and Yiguo Sun, 20 February 2023, https://www.cambridge.org/core/journals/journal-of-financial-and-quantitative-analysis/article/impact-of-uncertainty-on-investment-empirical-challenges-and-a-new-estimator/2545F9F137BF0D1A0E03FCE91A8B2E3E, https://doi.org/10.1017/S0022109023000169
Variables:
Details:
EPU index Investment
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