Article in Journal
On the Measurement of Economic Policy Uncertainty - An Approach Based on Press Releases
Niels Gillmann
ifo Institut, Dresden, 2021
ifo Dresden berichtet, 2021, 28, Nr. 6, 23-25
ifo Institut, Dresden, 2021
ifo Dresden berichtet, 2021, 28, Nr. 6, 23-25
This paper shows two different techniques to quantify economic policy uncertainty using press releases. The first approach is based on keywords and the second approach is based on machine learning. The resulting indices are similar, but also have a few.