Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
For additional details, including an analysis of the performance of the model, see:
Baker, Scott, Nicholas Bloom and Steven Davis (2012), “Measuring Economic Policy Uncertainty,” (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf)
Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market-related Economic Uncertainty Index [WLEMUINDXD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/WLEMUINDXD, March 23, 2017.