A century of Economic Policy Uncertainty through the French–Canadian lens

David Ardia, Keven Bluteau and Alaa Kassem

Economics Letters, 2021, vol. 205, issue C

Abstract: A novel token-distance-based triple approach is proposed for identifying EPU mentions in textual documents. The method is applied to a corpus of French-language news to construct a century-long historical EPU index for the Canadian province of Quebec. The relevance of the index is shown in a macroeconomic nowcasting experiment.

Keywords: Economic uncertainty; Policy uncertainty; Canada; Quebec; Token-distance-based triple; Issues; Nowcasting; Sentometrics (search for similar items in EconPapers)
JEL-codes: C43 C53 D8 E60 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Working Paper: A Century of Economic Policy Uncertainty Through the French-Canadian Lens (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002159

DOI: 10.1016/j.econlet.2021.109938

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