Measuring economic policy uncertainty in China

By Yundong Huang, Paul Luk. 2020

634 citations recorded by the source corpus.

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.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0eb918608abbf9af8cf41d5a2cbd7b685ccfd397

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gazi Salah Uddin
2. Ahmet Sensoy
3. Olivier Kraaijeveld
4. J. Smedt

In Finance

1. Gazi Salah Uddin
2. Ahmet Sensoy

Citations in the corpus

• Green credit policy and firm performance: What we learn from China (2021, methodology): “Furthermore, Huang and Luk (2020) have further improved this index according to the situation in China.”