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A Century of Economic Policy Uncertainty Through the French-Canadian Lens

David Ardia, Keven Bluteau and Alaa Kassem

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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.

Date: 2021-06, Revised 2021-10
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Published in Economics Letters, 2021, volume 205, 109938

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Journal Article: A century of Economic Policy Uncertainty through the French–Canadian lens (2021) Downloads
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