Data for: Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty

Published: 31 March 2020| Version 1 | DOI: 10.17632/p35tpdmg4d.1
Fangzhou Xie


The data file is in .tsv format, with the tab character ("\t") delimiting data entries. 'svdsum' refers to the EPU data I have generated in this paper, 'news' refers to Baker's original data, and 'arz' refers the automatically generated EPU by Andrés Azqueta-Gavaldón.