Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
The monthly news-based Economic Policy Uncertainty Index is based on newspapers in the United States.
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"
Baker, Scott R., Bloom, Nick and Davis, Stephen J., Economic Policy Uncertainty Index: News-Based Index for the United States [USEPUNEWSINDXM], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/USEPUNEWSINDXM, June 2, 2020.