Research on Economic Policy Uncertainty

Our Work

"Measuring Economic Policy Uncertainty"

     - Guide to Hand-Coding Newspaper Articles

"What Triggers Stock Market Jumps?"

"Fluctuations in Uncertainty"

"Why Has U.S. Policy Uncertainty Risen Since 1960?"

     - Data

Financial Applications

The items listed here apply our policy uncertainty measures to questions of interest for investors and finance professionals. This list is meant to be an illustrative, not exhaustive, sample of analyses utilizing our work in the financial industry.

28 October 2014, Tomasz Piotr Wisniewski and Brendan John Lambe, "Does Economic Policy Uncertainty Drive CDS Spreads?"

27 June 2014, Goldman Sachs, "The Return of Political Polarization?"

7 March 2014, Goldman Sachs, "Keeping the Faith in Cap-ex Recovery"

24 October 2013, Goldman Sachs, "Back to Fed Basics"

11 October 2013, Goldman Sachs Global Economics, Commodities and Strategy Research, "The Debt Limit: Are There Some Lines Congress Won't Cross?"

9 October 2013, Wells Fargo, "Looking for Certainty in an Uncertain World"

2 October 2013, Goldman Sachs Global Economics, Commodities and Strategy Research, "Still-firm data are a bulwark against politicians at the gate"

25 September 2013, Goldman Sachs, "Business investment - restrained growth in a subdued recovery"

19 June 2013, Cornerstone, "US Research Quarterly"

29 May 2013, Institutional Investor, "Examining the Contradictions of RORO"

17 April 2013, Instinet, "The uncertainty that matters - the drag on the market"

12 November 2012, Goldman Sachs, "The Buzz: Links between policy uncertainty and equity volatility"

23 October 2012, Deutsche Bank, "Economic Policy Uncertainty Could Be Turning a Corner: Vol Next?"

19 October 2012, Goldman Sachs, "Policy Uncertainty: Is Now the Time?"

17 October 2012, Bloomberg Financial Conditions Watch, "Improving Global Financial Conditions - A Catalyst for Stronger Global Growth in 2013?"

2 September 2012, Nomura, "Russia, Value, Organic GARP, Dividends, Tech, Financials"

22 August 2012, Citibank, "Riding Global Waves of Uncertainty: Asia's Ongoing Journey"

31 June 2012, Fidelity, "Quarterly Market Update"

17 April 2012, State Street Bank - Mr. Risk, "Quantifying Uncertainty"

21 March 2012, BBVA, "Uncertainty: Models and Impacts"

Congressional and Fed Testimony

27 May 2014, House Revenue Committee, "Stop-Gap Budget Options Put State on Wrong Path"

24 September 2013, Mark Zandi, The Impact of Political Uncertainty on Jobs and the Economy, Before the Senate Committee on Budget

24 September 2013, Chad Stone, Testimony of Chad Stone, Chief Economist, Center on Budget and Policy Priorities, Before the Senate Committee on Budget

24 April 2013, Kevin Hasset, Testimony to Congress

13 February 2013, Casey Mulligan, Testimony to Congress

22 January 2013, Simon Johnson, Testimony to Congress

31 August 2012, Ben Bernanke, Speech at Jackson Hole

20 September 2012, Olympia Snow, Presentation to the US Senate

20 September 2012, John Taylor, Testimony to Congress - Committee of Judiciary

10 July 2012, John Goodman, Testimony to Congress

18 April 2012, Aparna Mathur, Testimony to Congress

If you have research or analysis using our Economic Policy Uncertainty Index and would like to be included on this list, please let us know.