NEW ECONOMIC POLICY UNCERTAINTY INdex for KOREA

Category-specific Policy Uncertainty Indices for Korea

Category-specific Policy Uncertainty Indices

In addition to the new overall EPU index, monthly category-specific policy uncertainty indices from January 1990 are available in the following four categories: i) Monetary policy, ii) Fiscal policy, iii) Trade policy, and iv) Foreign exchange rate policy. The terms used for each policy are reported in Tables A2-A5. For more details, please refer to Cho and Kim (2023) "Macroeconomic Effects of Uncertainty Shocks: Evidence from Korea", Journal of Asian Economics 84, 101571. A lot of effort has been put to construct these data and we would appreciate that you acknowledge using our data in your research and cite our paper.