We quantify and study state-level economic policy uncertainty. Tapping digital archives for nearly 3,500 local … newspapers, we construct three monthly indexes for each state: one that captures state and local sources of policy uncertainty … uncertainty much more than the average election. The COVID-19 pandemic drove huge increases in policy uncertainty and unemployment …

production and consumer price index under the high and low levels of uncertainty. The full sample results from our analysis … periods of high economic uncertainty. Furthermore, this approach also allows us to uncover asymmetric effects of economic … policy uncertainty and lending rate on macroeconomic indicators. The impacts of interest rate and domestic and foreign (US …

We examine the Exchange Rate Volatility (ERV) response to the Economic Policy Uncertainty (EPU) shocks from a panel VAR …

Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate …