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EURQ a new indicator of economic and political uncertainty

Maria Elena Bontempi, Roberto Golinelli, Michele Frigeri, and Matteo Squadrani defined a new indicator of economic and political uncertainty (EURQ, economic uncertainty related queries) based on the "big data" of internet searches for specific keywords. The indicator has been included in the Economic Policy Uncertainty Index website edited by Steven Davis (Chicago University), Nick Bloom (Stanford University) and Scott Baker (Northwestern University), the most influential in the world for the literature studying uncertainty. EURQ is available for the US and Italy; under construction for France, Germany, and the UK.

The index is also available from the Website Uncertainty EURQ

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