Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

The Global Economic Policy Uncertainty Index is a GDP-weighted average of national EPU indices for 20 countries: Australia, Brazil, Canada, Chile, China, France, Germany, Greece, India, Ireland, Italy, Japan, Mexico, the Netherlands, Russia, South Korea, Spain, Sweden, the United Kingdom, and the United States..

For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2016), "Measuring Economic Policy Uncertainty"