Several alternative news-based Economic Policy Uncertainty indices have been developer for Spain and a few other … assessments of uncertainty spillovers in Europe. Therefore, not all EPU indices are the same. …

This paper proposes a novel approach to decompose the Economic Policy Uncertainty indices of European countries into … VAR model, we assess how common and country-specific uncertainty shocks influence economic activity, prices, and monetary … identifications. Therefore, our findings imply that policymakers should focus on uncertainty shocks that are synchronized across …