A Century of Economic Policy Uncertainty Through the French-Canadian Lens

9 Pages Posted: 17 Mar 2021 Last revised: 12 Oct 2021

See all articles by David Ardia

David Ardia

HEC Montreal - Department of Decision Sciences

Keven Bluteau

Université de Sherbrooke - Faculty of Administration

Alaa Kassem

HEC Montreal - Department of Decision Sciences

Date Written: February 1, 2021

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.

Keywords: Economic uncertainty, Policy uncertainty, Canada, Quebec, token-distance-based triple, issues, nowcasting, Sentometrics

JEL Classification: C43, C53, D8, E60

Suggested Citation

Ardia, David and Bluteau, Keven and Kassem, Alaa, A Century of Economic Policy Uncertainty Through the French-Canadian Lens (February 1, 2021). Economics Letters, Volume 205, August 2021, 109938, Available at SSRN: https://ssrn.com/abstract=3773702 or http://dx.doi.org/10.2139/ssrn.3773702

David Ardia (Contact Author)

HEC Montreal - Department of Decision Sciences ( email )

3000 Côte-Sainte-Catherine Road
Montreal, QC H2S1L4
Canada

Keven Bluteau

Université de Sherbrooke - Faculty of Administration ( email )

Sherbrooke, Québec J1K 2R1
Canada

Alaa Kassem

HEC Montreal - Department of Decision Sciences ( email )

3000 Côte-Sainte-Catherine Road
Montreal, QC H2S1L4
Canada

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