Update to the Belgian (french and dutch) EPU Index

We have made an update to the Belgian Economic Policy Uncertainty index.

This update makes it that the index is much more localized to Belgium and thus less affected by international events (that have no impact on Belgium). Moreover, we have made some changes that take into account some specificity of the dutch language.

Overall, this results into a more aligned and correlated french and dutch specific EPU index. This update also eliminates unwarranted disparities between the EPU index of each language.

Download the data here

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Assistant Professor of Finance

My research interests are related to the quantification of textual data to enhance economic and financial decisions.