Graph and download economic data for Economic Policy Uncertainty Index for United States (USEPUINDXM) from Jan 1985 to Nov 2025 about academic data, uncertainty, indexes, and USA.

Economic Policy Uncertainty for United States was 245.45000 Index in November of 2025, according to the United States Federal Reserve. Historically, Economic Policy Uncertainty for United States reached a record high of 1026.38000 in January of 2024 and a record low of 3.32000 in August of 2015. Trading Economics provides the current actual value, an historical data chart and related indicators for Economic Policy Uncertainty for United States - last updated from the United States Federal Reserve on December of 2025.

The Global Economic Policy Uncertainty (GEPU) index was at its highest in May 2020, when the COVID-19 pandemic brought global economic uncertainty. The index was also **** after the Russian invasion of Ukraine in February 2022. Moreover, the index rose sharply in November 2024 after Donald Trump was re-elected as President of the United States. Trump promised to impose trade tariffs against a range of countries, and did so against Canada, Mexico, and China in February 2024. The GEPU index is constructed by measuring how often the leading newspapers mention economic policy uncertainty in their articles.

Key information about Australia Economic Policy Uncertainty Index

• Australia Economic Policy Uncertainty Index was reported at 138.651 Index in Nov 2025.
• This records a decrease from the previous number of 183.733 Index for Oct 2025.
• Australia Economic Policy Uncertainty Index data is updated monthly, averaging 152.592 Index from Jan 1997 to Nov 2025, with 347 observations.
• The data reached an all-time high of 617.236 Index in Apr 2025 and a record low of 25.662 Index in Jan 2007.
• Australia Economic Policy Uncertainty Index data remains active status in CEIC and is reported by Economic Policy Uncertainty.
• The data is categorized under World Trend Plus’s Economic Policy Uncertainty Index – Table: Economic Policy Uncertainty Index: By Country.

In 2020, almost half of Americans believed that cash or money markets funds were the best financial defense against economic uncertainty. Only ***** percent of Americans thought that index funds were good at providing necessary financial security. The COVID-19 pandemic has caused significant uncertainty and volatility across the global economy, and the majority of adults were uncertain about their country's ability to recover as of **********.

Graph and download economic data for Global Economic Policy Uncertainty Index: Current Price Adjusted GDP (GEPUCURRENT) from Jan 1997 to Sep 2025 about uncertainty, adjusted, GDP, indexes, and price.

United States - Equity Market-related Economic Uncertainty was 177.68000 Index in October of 2025, according to the United States Federal Reserve. Historically, United States - Equity Market-related Economic Uncertainty reached a record high of 3023.89000 in October of 1987 and a record low of 4.80000 in May of 2010. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Equity Market-related Economic Uncertainty - last updated from the United States Federal Reserve on November of 2025.

In a 2023 survey, ** percent of percent of respondents considered the impact of economic uncertainty on cloud usage and spend in Europe to be somewhat higher than planned, and ** percent saw it as significantly higher than planned. On the other hand, economic uncertainty did not seem to have a particular impact on cloud usage and spend in Europe for ** percent of respondents.

The paper proposes a method of constructing text-based country-specific measures for economic policy uncertainty. To avoid problems of translation and human validation costs, we apply natural language processing and sentiment analysis to construct such measures for Russia. We compare our measure with that developed earlier using direct translations from English and human validation. In this comparison, our measure does equally well at evaluating the uncertainty related to key events that affected Russia between 1994 and 2018 and performs better at detecting the effects of uncertainty in Russia’s industrial production. Data used to construct uncertainty indexes We have constructed the EPU using data from four daily newspapers available electronically, which are : 1. Kommersant (Oct 1992 – Feb 2018), 579 997 articles 2. Moskovskiy Komsomolets (Jan 2005 – Feb 2018), 143 758 articles 3. Novaya Gazeta (Feb 2004 – Feb 2018), 63 884 articles 4. Vedomosti (Dec 2003 – Feb 2018), 342 309 articles These newspapers represent a good spectrum of the newspapers aimed at different categories of readers. Kommersant is a daily of broad circulation that is primarily but loosely associated with information and news on business and commerce for a wide group of readers. According to https://www.kommersant.ru/about/kommersant, 23 January 2020, its daily circulation is around 100,000 — 110,000 copies. Moskovskiy Komsomolets is a popular newspaper addressed at a general audience with a print circulation of around 700,000 copies, according to https://ria.ru/20091211/198562973.html. Vedomosti is a business daily aimed at students and professionals, with quite limited circulation. According to the Russian Wikipedia page https://ru.wikipedia.org/wiki/ведомости, its daily circulation is 75,000 copies. Novaya Gazeta is regarded as relatively independent and sometimes critical towards the Russian government. It is not a proper daily, as it has been published in 2019 three times a week. Its reported circulation in August 2009 was 104,700 (https://web.archive.org/web/20090822153334/http://www.pressaudit.ru/registry ). There are four csv files, one for each newspaper, named *-sent2.csv with the following data: - date - article's number of words in economy category - number of words in policy category - number of words in uncertainty category - document id - number of the LDA topic (15 latent topics) - name of the LDA topic (15 latent topics) - number of the LDA topic (30 topics, 20 for Kommersant) - name of the LDA topic (30 topics, 20 for Kommersant) - *20/50 - article's number of words in word2vec dictionary in categories uncertainty, policy and economy, 20 or 50 words with smallest cosine distance - pos/neg/sent - percentage of words with positive/negative inclination and sent=pos-neg. - 1 for standard sentiment lexicons, 2 for Covid-augmented lexicons Uncertainty indexes and macroeconomic data Data description File U_data: data for different uncertainty indices Symbols are as in the Appendix in the paper: Pairs of uncertainty indices symbols of columns U computed for all newspapers U U computed for Kommersant only U(Kom.) U under homogeneity of journalistic style U(Hom.) U under heterogeneity of journalistic style U(Het.) U computed with the use of Loukash. lexicons U(Louk.) U computed with the use of Kaggle lexicons U(Kag.) U weighed by negative sentiments only U- Other files with micro data are stored in files named by the following convention: RU_s_LDA_VINTAGE_LEXICON where integers s, LDA,VIVTAGE and LEXICON describes the different ways of computing sentimentso, topic modelling, vintage of data and sentiment lexicons applied. The files contain monthly data, mainly the frequencies of the appearance of the articles selected by different methods and weighted by different sentiment indicators. In detail: Excel_data_recomp_s, where s=0,..,6, and: s=0: indices are weighted by crude sentiment frequencies. s=1: indices are weighted by 1+- crude sentiment frequencies. s= 2: as for s=1, but the sentiments are rescaled. s=3 as for s=1, but sentiments are values of exponential distribution . s=4 Valance is used as measures of sentiments; see Ferrara E, Yang Z (2015) ‘Measuring Emotional Contagion in Social Media’. PLoS ONE 10 e0142390. doi:10.1371/journal.pone.0142390. Valance is computed from the sentiment ratios, that is, as if s=0. It is, of course, possible to combine valence with switch_sent 1, 2 and 3 . if s=5 and s=6, weights are classified, according to the SentiStrength methodology, where the classes are set according to the quantiles of the frequency of sentiments. There are 4 quantile points used for dividing the sentiments into classes: 0.15; 0.5; 0.75;0.9 . s=5 classes are set according to the quantiles computed for all journals (assumption of the homogeneity of readers' perception). s=6 quantiles are computed separately for each journal and lexicon (assumption of heterogeneity of readers' perception). In...

United States - Economic Policy Uncertainty : Categorical : Financial Regulation was 318.72670 Index in March of 2025, according to the United States Federal Reserve. Historically, United States - Economic Policy Uncertainty : Categorical : Financial Regulation reached a record high of 877.54595 in September of 2008 and a record low of 0.00000 in February of 1985. Trading Economics provides the current actual value, an historical data chart and related indicators for United States - Economic Policy Uncertainty : Categorical : Financial Regulation - last updated from the United States Federal Reserve on November of 2025.

This data repository is associated with the paper: Morris,J., J. Reilly, S. Paltsev, A. Sokolov and K. Cox (2022): Representing socio-economic uncertainty in human system models. Earth's Future, In press.

Graph and download economic data for Equity Market-related Economic Uncertainty Index (WLEMUINDXD) from 1985-01-01 to 2025-11-10 about academic data, uncertainty, equity, stock market, and indexes.

ABSTRACT Objective: this article aims to help unravel if and how economic uncertainty interacts with the informational structure of sentiment. Methods: the empirical strategy is based on a non-linear and non-parametric causality test to investigate the interaction between variables as distributions. This article builds primarily on the literature on expectation formation. Results: it was found that uncertainty based on the media (ex-ante) precedes sentiment, at most, until the second moment of its distribution. In addition, sentiment helps predict the informational structure of fundamental uncertainty (ex-post) and higher order moments of ex-ante uncertainty. Conclusion: sentiment can be considered a channel for uncertainty through the tone of expectations and erroneous expectations. Ex-ante uncertainty measures can also help calibrate the rational cost-benefit calculation of attention by acting as a leading indicator of the increasing value of information.

The file contains the data, codes, the main results.

A global game developer survey in 2023 found that over **** of respondents dealt with economic uncertainty by *****************************************. Almost the same share of respondents claimed to handle situations like these by **************************************** to keep existing players engaged.

Supplementary information files for the article Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises

Abstract: This paper studies the US and global economic fundamentals that exacerbate emerging stock markets volatility and can be considered as systemic risk factors increasing financial stability vulnerabilities. We apply the bivariate HEAVY system of daily and intra-daily volatility equations enriched with powers, leverage, and macro-effects that improve its forecasting accuracy significantly. Our macro-augmented asymmetric power HEAVY model estimates the inflammatory effect of US uncertainty and infectious disease news impact on equities alongside global credit and commodity factors on emerging stock index realized volatility. Our study further demonstrates the power of the economic uncertainty channel, showing that higher US policy uncertainty levels increase the leverage effects and the impact from the common macro-financial proxies on emerging markets’ financial volatility. Lastly, we provide evidence on the crucial role of both financial and health crisis events (the 2008 global financial turmoil and the recent Covid-19 pandemic) in raising markets’ turbulence and amplifying the volatility macro-drivers impact, as well.

Graph and download economic data for Economic Policy Uncertainty Index for Germany (DEEPUINDXM) from Jan 1993 to Nov 2025 about academic data, uncertainty, Germany, and indexes.

This data is mainly used to analyze the risk correlation among economic uncertainly,geopolitical risk and energy price,and can also be applied to the TVP-VAR model to analyze the correlation between different variables using the time-varying parameter model,which has great potential for reuse. The risk relationship between economic uncertainly.At the same time,since it is macroeconomic data,it does not involve any moral and ethical issues., , , # Economic uncertainty, geopolitical risk and U.S. energy price risk spillover: An empirical study based on the risk spillover model

Economic uncertainty, geopolitical risk and U.S. Energy Price risk spillover: An empirical study based on the Risk spillover model

Description of the data and file structure

The data set consists of the economic uncertainty index for the United States from 2009 to the end of 2023, the geopolitical risk index, and the time series data of major energy prices

Data potential This data is mainly used to analyze the risk correlation among economic uncertainty, geopolitical risk and energy price, and can also be applied to the TVP-VAR model to analyze the correlation between different variables using the time-varying parameter model, which has great potential for reuse. The risk relationship between economic uncertainty, geopolitical risk and energy price can be analyzed more accurately. At the same time, since it is macroeconomic data, it does not ...

During a July 2020 survey fielded in Mexico, ** percent of respondents said they felt very much or somewhat identified with the statement suggesting that their attention to the prices of products and services they consume had increased as a result of the economic uncertainty generated by the coronavirus. For further information about the coronavirus (COVID-19) pandemic, please visit our dedicated Fact and Figures page.

Economic Policy Uncertainty for United States was 202.34303 Index in October of 2025, according to the United States Federal Reserve. Historically, Economic Policy Uncertainty for United States reached a record high of 460.11432 in April of 2025 and a record low of 57.20262 in February of 2007. Trading Economics provides the current actual value, an historical data chart and related indicators for Economic Policy Uncertainty for United States - last updated from the United States Federal Reserve on November of 2025.