Equity Market-related Economic Uncertainty Index (WLEMUINDXD)

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Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Daily, 7-Day

Notes:

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)