Catalog / Economic Policy Uncertainty (Scott R. Baker, Nicholas Bloom, Steven J. Davis)

epu

Economic Policy Uncertainty (Scott R. Baker, Nicholas Bloom, Steven J. Davis)

Name: Economic Policy Uncertainty (Scott R. Baker, Nicholas Bloom, Steven J. Davis)
Creator: Economic Policy Uncertainty
License: https://creativecommons.org/licenses/by/4.0/

Open · redistributedCreative Commons Attribution 4.0 (CC BY 4.0)Macroeconomics

Redistributable. This source is served as canonical Parquet under the license below, with attribution and provenance preserved.

Coverage

Series catalogued

Temporal coverage

1976-01-01 – 2026-05-01

Licensing & provenance

License: Creative Commons Attribution 4.0 (CC BY 4.0)
License URL: https://creativecommons.org/licenses/by/4.0/
Required attribution: Economic Policy Uncertainty Index, Baker, Bloom & Davis (policyuncertainty.com), licensed under CC BY 4.0.
Redistribution: Permitted (served here)
Commercial use: Yes
Modification: Permitted
Provider homepage: https://www.policyuncertainty.com/
Provider terms: https://www.policyuncertainty.com/

How to cite

Economic Policy Uncertainty (Scott R. Baker, Nicholas Bloom, Steven J. Davis). Retrieved from https://www.policyuncertainty.com/. Compiled and redistributed by the Elkassabgi Data Library.

Processing: Retrieved from the official source, normalized to a long {series_key, obs_date, value} schema (period-start dates), de-duplicated, and stored as zstd Parquet. Compiled and redistributed by the Elkassabgi Data Library.

Access & mirrors

Download: Select & download epu series as CSV →
API: Get a free API key, then GET /v1/series/<id>.csv
Canonical landing: https://econdatalibrary.com/epu
Update cadence: monthly
Automated refresh: live — this database is on the daily update run
Update strategy: overwrite if changed
Storage layout: Single Parquet: data/clean_full/epu/epu.parquet, columns series_key (EPU:{clean_colname}:{code}; All_Country file uses EPU:epu:{country}), obs_date (date32, 1st-of-month), value (float64). No raw cache, no per-country files. Side logs _epu_log.txt / _epu_err.txt. Tiny annual/monthly index source.

Full description

Economic Policy Uncertainty (EPU) Index ingest. Source: https://www.policyuncertainty.com/ Authors: Baker, Bloom & Davis License: Free for academic use Coverage: 25+ countries, monthly news-based economic policy uncertainty indices, some going back to 1985 or earlier. Downloads country-level EPU indices from policyuncertainty.com. Also includes global EPU aggregates and equity-market-specific VIX variants. series_key: EPU:{country_code} e.g. EPU:USA Output: data/clean_full/epu/epu.parquet Run: python jobs/ingest_epu.py

Structured metadata

schema.org/Dataset (Google Dataset Search)

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Croissant (ML-ready, schema.org JSON-LD)

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Part of the Econ Data Library catalog · metadata generated 2026-08-02 from the central registry · browse all datasets