Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
The EPU Categorical Data include a range of sub-indexes based solely on news data. These are derived using results from the Access World News database of over 2,000 US newspapers.
For further explanation, please see the source page on Categorical EPU data.
Baker, Scott R., Bloom, Nick and Davis, Stephen J., Economic Policy Uncertainty Index: Categorical Index: Sovereign debt, currency crises [EPUSOVDEBT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EPUSOVDEBT, June 2, 2020.