Links

Example Python Scripts

If you are interested in constructing your own text-based measures, see a programming guide here: https://github.com/mschwedeler/firmlevelrisk

Additional Measures of Uncertainty

For additional measures of aggregate economic policy uncertainty and other useful indices please visit www.policyuncertainty.com/

Interesting Applications of our Measures

• "The Global Impact of Brexit Uncertainty" by Hassan, Hollander, van Lent, and Tahoun

• "Firm-level Political Risk and Credit Markets" by Gad, Nikolaev, Tahoun, and van Lent

• "Macroeconomic effects of political risk shocks” by Hacioglu Hoke

• "Follow the Money" by Grotteria

• "Is Firm-level Political Exposure Priced?" by Gorbatikov, van Lent, Naik, Sharma, and Tahoun

Work in Progress

• "Tax Policy Uncertainty" by Gallemore, Hollander, Jacob, and Zheng

• "Country Risk" by Hassan, Schreger, Schwedeler, and Tahoun

• "Firm-level climate change exposure" by Sautner, van Lent, Vilkov, and Zhang (data link)