Luciano Cohan

This dataset includes monthly indices of Economic Policy Uncertainty for 22 countries plus two GDP-weighted indices of Global Economic Policy Uncertainty. The data series cover the period from January 1997 to the present for all countries, and they go back to earlier years for certain countries.
Sources for each country can be found above:
- Australia, Brazil, Canada, France, Germany, India, Italy, Mexico, South Korea, Russia, United Kingdom, United States: Baker, Bloom and Davis (2016).
- Chile: Cerda, Silva and Valente (2016).
- China: Baker, Bloom, Davis and Wang (2013).
- Colombia: Gil and Silva (2018)
- Global: Davis (2016).
- Greece: Hardouvelis, Karalas, Karanastasis and Samartzis (2018).
- Ireland: Zalla (2016).
- Japan: Arbatli, Davis, Ito and Miake (2019).
- The Netherlands: Kroese, Kok and Parlevliet (2015)
- Singapore: Davis (2016).
- Spain: Ghirelli, Perez, and Urtasun (2019).
- Sweden: Armelius, Hull, and Köhler (2017).

Economic Policy Uncertainty Index (EPU)

Datasets

Activity - Global - EPU - Economic Policy Uncertainty Index