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

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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.

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