Dooyeon Cho and Husang Kim construct a new Korea economic policy uncertainty index based on 13 Korean major newspapers. In addition to the new overall EPU index, monthly
category-specific policy uncertainty indices from January 1990 are available in the following four categories: i) Monetary policy, ii) Fiscal policy,
iii) Trade policy, and iv) Foreign Exchange (FX) policy. For more details, please refer to Cho and Kim (2023), "Macroeconomic Effects of Uncertainty Shocks: Evidence from Korea," Journal of Asian Economics 84, 101571. Data can be downloaded from one of the following links below and will be updated each month.
policyuncertainty.com [Official EPU Index Webpage primarily managed by Steven J. Davis at the University of Chicago Booth School of Business]
The following articles, coauthored with my colleagues or students, employ the newly proposed Korea EPU index or category-specific policy uncertainty indices in the analysis:
Effects of Monetary Policy Uncertainty on Debt Financing: Evidence from Korean Heterogeneous Firms (with Pullip Im), Journal of International Money and Finance 139, 102960, 2023.
Dynamic Spillovers of Economic Policy Uncertainty across the US, Europe, and East Asia (with Husang Kim and Kyung-woo Lee), Global Economic Review 52, 187-201, 2023.
Macroeconomic Effects of Uncertainty Shocks: Evidence from Korea (with Husang Kim), Journal of Asian Economics 84, 101571, 2023.
Effects of Fiscal Policy Uncertainty and Asymmetric Spillovers: Evidence from Korea (with Yeonjin Song), Working Paper
Economic Policy Uncertainty and Speculative Bubbles in the Cryptocurrency Market: Evidence from Korea (with Kyung-woo Lee), Revise & Resubmit