EPU Belgium

Monthly averages of the smoothed daily series, Belgium and its Dutch-language component. The series ends in June 2022.

What it measures

Economic policy uncertainty for Belgium, derived daily from major Belgian newspapers in French and Dutch. The construction detects articles containing triplets of words — one about the economy, one about policy, one about uncertainty — with the keyword sets defined by a combination of expert judgment and NLP. Three series are provided: Flanders, Wallonia, and Belgium as a whole. A 30-day moving average of the daily index is the series most commonly used.

A November 2021 revision made the index more local to Belgium — and so less driven by international events with no Belgian impact — and handled several specificities of Dutch. The French- and Dutch-language indices are more closely aligned as a result.

Coverage

Frequency Daily
Period 3 January 2000 – 22 June 2022
Region Flanders, Wallonia, Belgium
Sources Major Belgian newspapers, French and Dutch language
Series Belgium, Dutch-language and French-language, each daily and smoothed
Format .csv, semicolon-separated, comma as decimal mark

The series is not currently maintained: it ends on 22 June 2022. Earlier descriptions of this index said it was updated daily, which has not been the case since then.

How to cite

Algaba, A., Borms, S., Boudt, K., Van Pelt, J. (2020). The economic policy uncertainty index for Flanders, Wallonia and Belgium. Bank- en Financiewezen 2020/6. Article · Preprint

BibTeX is on the How to cite page.

Terms

Free for academic research. By downloading you agree to cite the reference above, to place https://sentometrics-research.com in a footnote so others can find the data, and to assume all risk associated with its use.

Download

Gzipped CSV, one header row, ISO 8601 dates. No decompression step needed:

read.csv(gzfile(url("https://sentometrics-research.com/data/epu-belgium/epu-belgium-daily.csv.gz")))

See the folder README for every column, and what differs from the archived original.

Original as published — the file this is derived from, byte for byte: Sentometrics_Belgium_EPU.csv. It will move to a Zenodo deposit with a citable DOI.

Full licence