A Century of Economic Policy Uncertainty Through the French-Canadian Lens
9 Pages Posted: 17 Mar 2021 Last revised: 12 Oct 2021
Date Written: February 1, 2021
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.
Keywords: Economic uncertainty, Policy uncertainty, Canada, Quebec, token-distance-based triple, issues, nowcasting, Sentometrics
JEL Classification: C43, C53, D8, E60
Suggested Citation: Suggested Citation