EPU indexes for Spain based on boolean searches

We construct 3 alternative indexes of economic policy uncertainty (EPU) for Spain based on different newspaper coverages from January 1997 to the present. The construction of the index follows closely the procedure in "Measuring Economic Policy Uncertainty" by Scott R. Baker, Nicholas Bloom and Steven J. Davis.

  1. EPU index based on local (Spanish) press: see our paper "A new economic policy index for Spain. For more information, visit the dedicated page in the PolicyUncertainty websiteOpens in new window.
  2. EPU index based on foreign (Anglo-Saxon) press.
  3. EPU index based on all press (pooling Spanish and Anglo-Saxon press).

More details about the  EPU indexes based on foreign press and all press can be found in  Andres-Escayola et al. (2022). The press coverages considered in this paper are as follows:

  • The Anglophone press: Los Angeles Times, The Boston Globe, The Globe and Mail, The New York Times, The Telegraph U.K., The Times U.K., Chicago Tribune, The Guardian U.K., The Wall Street Journal, The Washington Post, The Economist;
  • The Spanish press: El País, El Mundo, Expansión, ABC, Cinco Días, El Economista, La Vanguardia.

These 3 indexes will be regularly updated in this webpage, and can be downloaded from this link File XLSX: Opens in new window (31 KB) .