US_Policy_Uncertainty_Data.xlsx [Legacy Three Component EPU] US EPU (Monthly, Daily, Categorical) columns: Three_Component_Index, News_Based_Policy_Uncert_Index, FedStateLocal_Ex_disagreement, CPI_disagreement, Tax_expiration
Indexed data from Global Macro & Markets covering US_Policy_Uncertainty_Data.xlsx [Legacy Three Component EPU] US EPU (Monthly, Daily, Categorical) columns: Three_Component_Index, News_Based_Policy_Uncert_Index, FedStateLocal_Ex_disagreement, CPI_disagreement, Tax_expiration. Reporting frequency is monthly.
Monthly
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