去年的论文，写完贡献下数据：经济政策不确定性指数Econimic Policy Uncertainty Index (EPU Index)
1. 首先放上官方外网地址，数据可免费下载：https://www.policyuncertainty.com/index.html

该指数基于文献：Baker, S., Bloom, N. and Davis, S., 2016. Measuring Economic Policy Uncertainty*. TheQuarterly Journal of Economics, 131(4), pp.1593-1636.

上面这篇比较长，主要讲的是生成指数的原理，指数具体应用可以参考以下文献，更有助于写论文时数据处理计算的理解。文献我就不传啦，大家自行用学校账户在各个渠道下载就行：
(1) Pástor, L. and Veronesi, P., 2012. Uncertainty about Government Policy and StockPrices. The Journal of Finance, 67(4), pp.1219-1264.

(2) Pástor, Ľ. and Veronesi, P., 2013. Political uncertainty and risk premia. Journal ofFinancial Economics, 110(3), pp.520-545.

(3) Kelly, B., Pástor, Ľ. and Veronesi, P., 2016. The Price of Political Uncertainty: Theoryand Evidence from the Option Market. The Journal of Finance, 71(5), pp.2417-2480.

(4) 还有一篇是Jonathan Brogaard和Andrew Detzel的The Asset Pricing Implications ofGovernment Economic Policy Uncertainty (June 2014)


2. 上传的附件有5个:
(1) 全球EPU指数1997-2020年6月(因为论文是那时候写的)，涵盖21个国家: Australia, Brazil, Canada, Chile, China, Colombia, France, Germany, Greece, India, Ireland, Italy, Japan, Mexico, the Netherlands, Russia, South Korea, Spain, Sweden, the United Kingdom, and the United States.


(2) 对于影响全球指数GEPU Index的大事件注释，例如9/11、Trump选举、英国脱欧公投等。


(3) US Monthly EPU Index 美国月度EPU指数，主要由三大因素构成，具体可看官网详细介绍。数据如下：


(4) 对于影响USA EPU Index的大事件注释。


(5) USA Categorical EPU data，是只基于新闻数据的10项副指数：Economic Policy Uncertainty; Monetary policy Fiscal Policy (Taxes OR Spending); Taxes; Government spending; Health care; National security; Entitlement programs; Regulation FinancialRegulation; Trade policy; Sovereign debt, currency crises。


3. 中国EPU指数链接：https://www.policyuncertainty.com/china_epu.html

官网还有其他国家和各个类型的经济政策不确定性指数，大家请自行按需求寻找，都是可以免费下载的！