We construct three alternative indices of economic policy uncertainty (EPU) for Spain based on newspaper coverage 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.
- EPU index based on local (Spanish) press: see our paper "A new economic policy index for Spain. For more information, visit the dedicated page on the Policy Uncertainty website
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This index can be downloaded from this link
(10 KB) - EPU index based on foreign (English-speaking) press.
- EPU index based on all press (pooling Spanish and English-speaking press).
More details about the EPU indices 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 English-speaking 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 three indices will be regularly updated on this webpage, and can be downloaded from this link (18 KB) .
