Trade Policy Uncertainty and Market Volatility

Download Trade Policy Uncertainty Data

This page links to trade policy uncertainty and market volatility measures developed in our research.

US Monthly Trade Policy Uncertainty Index

Our US Trade Policy Uncertainty Index is one of the category-specific Economic Policy Uncertainty (EPU) indexes developed in "Measuring Economic Policy Uncertainty" by Scott R. Baker, Nick Bloom and Steven J. Davis. It reflects the frequency of articles in American newspapers that discuss policy-related economic uncertainty and also contain one or more references to trade policy. For index construction details, please visit the US Categorical EPU Indices page.

Trade Policy Share of US Equity Market Volatility

This measure reports the percentage of articles about equity market volatility in leading American newspapers that discuss trade policy matters. For an explanation of how we construct this measure, please visit our page about Equity Market Volatility (EMV) or read "Policy News and Equity Market Volatility" by Scott R. Baker, Nick Bloom, Steven J. Davis and Kyle Kost.

Japan Monthly Trade Policy Uncertainty Index

Our Japan Trade Policy Uncertainty Index is one of the category-specific Economic Policy Uncertainty (EPU) indexes developed in "Policy Uncertainty in Japan" by Elif Arbatli, Steven J. Davis, Arata Ito and Naoko Miake. It reflects the frequency of articles in Japanese newspapers that discuss policy-related economic uncertainty and also contain one or more references to trade policy. For index construction details, please visit the Japan Monthly Index page.