aggregates. Unexpected shocks in LA EPU significantly dampen commercial relationships between Spain and LA countries. Spanish …

shocks in LA EPU dampen signicantly the commercial relationship between Spain and LA countries. Spanish firms decrease their …

is applied to a corpus of French-language news to construct a century-long historical EPU index for the Canadian province … of Quebec. The relevance of the index is shown in a macroeconomic nowcasting experiment …

We develop and make available a new Cryptocurrency Uncertainty Index (UCRY) based on news coverage. Our UCRY Index … (UCRY Policy). We show that the constructed index has distinct movements around major events in cryptocurrency space. We … suggest that this index captures uncertainty beyond Bitcoin, and can be used for academic, policy, and practice …

An index number is a scalar-valued function of price and perhaps quantity data that supports the assessment of the … state or trend of an economy. Many researchers over the past 250 years have proposed diverse mathematical forms for index … numbers, and discussed criteria for their validity. In this paper we propose an additional criterion for evaluating an index …

We construct an Economic Policy Uncertainty (EPU) index for Malta based on the methodology of Baker, Bloom and Davis … (2015) using articles published between 2004 and 2022 from four Maltese news portals. The index spikes during general … crises, and the COVID-19 pandemic. To validate our index, we first analyse the behaviour of the time series by assessing the …

This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper …

uncertainty that impacts individual decisions for Turkey. We extract a Twitter-based Economic Policy Uncertainty (TEPU) Index … general public. We track the behavior of the constructed index in relation to economic and political events that are thought …