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"
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, February 26, 2020.