A century of economic policy uncertainty through the French-Canadian lens

Publication
Economics Letters, 205, 109938

Historical archives break the standard EPU recipe: issues are often digitised as whole editions rather than individual articles, and source availability shifts over the century. The paper proposes a token-distance-based triple detection and a dynamic normalisation across sources, and shows the resulting index nowcasts Canadian and Quebec macroeconomic variables better than the existing Canadian EPU.

Built with archives from Bibliothèque et Archives nationales du Québec and a research collaboration with Radio-Canada. Download the index.

Related