Measuring economic policy uncertainty in China

Yun Huang, Sheung Kan LUK*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

50 Citations (Scopus)

Abstract

We construct a new monthly index of Economic Policy Uncertainty for China in 2000–2018 based on Chinese newspapers. Different from the existing index, ours uses information from multiple local newspapers, and foreshadows declines in equity price, employment and output. Media censorship does not seem to have qualitative impact to our index. Moreover, we develop a daily uncertainty index and several policy-specific uncertainty indices for public use.

Original languageEnglish
Article number101367
JournalChina Economic Review
Volume59
DOIs
Publication statusPublished - Feb 2020

Scopus Subject Areas

  • Finance
  • Economics and Econometrics

User-Defined Keywords

  • Chinese economy
  • Economic policy uncertainty
  • Media bias

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