A Century of Economic Policy Uncertainty Through the French-Canadian Lens
arXiv:2106.05240 · doi:10.1016/j.econlet.2021.109938
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.