SY_uncertainty_data.xlsx

	A	B	C	D	E	F	G	H	J
1	DATE	U	BEU	PGU	SGU	RPFU	EEDU	MFELBU
2	1970-Q1	103.0514611	102.0289214	100.6902696	100	100.6902696	102.0289214	100	U = General Uncertainty Index
3	1970-Q2	100.360049	100	100.360049	100.360049	100	100	100	BEU = Business and Economic Uncertainty
4	1970-Q3	102.2882976	101.9402415	100	100	100	101.9402415	100	PGU = Politics and Government Uncertainty
5	1970-Q4	102.0674387	101.0406393	100.3422665	100	100.3422665	101.0406393	100	SGU = Security and Geopolitical Uncertainty
6	1971-Q1	102.194059	101.4788109	100	100	100	100.7635628	100.7152481	RPFU = Regulation, Political, and Fiscal Uncertainty
7	1971-Q2	101.7220413	101.0091813	100	100	100	100.6708749	100.3383064	EEDU = Economic, Expectation, and Demand Uncertainty
8	1971-Q3	107.4578709	100.5290445	101.6017757	100.5363656	101.0654101	100.5290445	100	MFELBU = Monetary, Food, Energy, Lending, and Business Uncertainty
9	1971-Q4	100.6439049	100.6439049	100	100	100	100.6439049	100
10	1972-Q1	101.7536909	100.7006278	100	100	100	100.3533694	100.3472584	For using the data, please cite as Saltzman, B. and Yung, J. (2018). A Machine Learning Approach to Identifying Different Types of Uncertainty. Economics Letters, 171: 58-62.
11	1972-Q2	100.7228308	100	100.3612195	100	100.3612195	100	100
12	1972-Q3	102.1022652	101.0364635	100.3339679	100	100.3339679	100.3685277	100.6679357
13	1972-Q4	102.0098681	100.6685967	100	100	100	100.3311807	100.3374161
14	1973-Q1	101.9440107	101.9440107	100	100	100	100.6384051	101.3056055	Details on the construction of the index can be found in the
15	1973-Q2	102.2515396	101.2791077	100.3250764	100	100.3250764	100.9540313	100.3250764	Online Appendix
16	1973-Q3	107.1483671	103.5751073	100	100	100	101.9495547	101.6255526
17	1973-Q4	103.867143	101.916982	100.6456195	100	100.6456195	101.2713625	100.6456195
18	1974-Q1	102.8645084	103.1569651	100	100	100	102.2986552	100.8583099
19	1974-Q2	104.2745826	102.7487578	100	100	100	100.9208092	101.8279485
20	1974-Q3	100.2952727	100.2952727	100	100	100	100.2952727	100
21	1974-Q4	102.1990407	102.4504701	100	100	100	101.9100902	100.5403799
22	1975-Q1	101.7474565	100.8763689	100	100	100	100.5827349	100.293634
23	1975-Q2	101.1433287	101.1260649	100.2772003	100	100.2772003	100.2772003	100.8488646
24	1975-Q3	103.1334667	102.5593759	101.1317633	100.2794311	100.8523323	101.9852852	100.5740907
25	1975-Q4	101.3951998	100.8391374	100	100	100	100.5594249	100.2797125
26	1976-Q1	103.1224084	102.3448437	100	100	100	101.5672791	100.7775646
27	1976-Q2	103.3534012	101.9636812	100	100	100	101.9636812	100
28	1976-Q3	101.6838081	100.5680108	100.2783809	100	100.2783809	100.2806545	100.2873563
29	1976-Q4	103.8159605	101.913535	100.8137444	100	100.8137444	100.8137879	101.0997471
30	1977-Q1	105.5440007	102.6740649	101.3160825	100	101.3160825	102.1263073	100.5477576
31	1977-Q2	103.3627491	102.5220618	100.5505547	100	100.5505547	101.9715071	100.5505547
32	1977-Q3	106.3114206	103.139796	103.742193	100	103.742193	101.9951585	101.1446375
33	1977-Q4	101.9555429	101.6802655	100	100	100	100.8401328	100.8401328
34	1978-Q1	105.4115448	103.5864837	100	100	100	102.6761683	100.9103154
35	1978-Q2	103.2124519	102.6303628	100.8757749	100	100.8757749	101.7493055	100.8810573
36	1978-Q3	104.8286804	103.9512913	100.4417351	100	100.4417351	103.5095562	100.4417351
37	1978-Q4	101.7400888	102.0300195	100	100	100	101.7400888	100.2899307
38	1979-Q1	104.0104827	102.3999055	100	100	100	100.7893283	101.6105772
39	1979-Q2	101.4767808	101.1771284	100	100	100	100.8828463	100.2942821
40	1979-Q3	101.6605779	101.6605779	100	100	100	101.6605779	100
41	1979-Q4	101.9935981	101.1395542	100	100	100	100.5701916	100.5693626
42	1980-Q1	103.0407525	102.6098294	100	100	100	101.7398863	100.8699431
43	1980-Q2	102.7697384	102.7697384	100	100	100	101.3834859	101.3862525
44	1980-Q3	102.1663133	102.6129811	100	100	100	101.3064906	101.3064906
45	1980-Q4	101.277495	101.6997923	100	100	100	101.6997923	100
46	1981-Q1	102.4209004	101.2147639	100.4077971	100	100.4077971	101.2147639	100
47	1981-Q2	100.4090649	100	100.4090649	100.4090649	100	100	100
48	1981-Q3	101.1920408	101.1920408	100	100	100	100.788457	100.4035838
49	1981-Q4	103.7117567	102.9666183	100	100	100	101.4833092	101.4833092
50	1982-Q1	101.4798793	101.4971712	100	100	100	101.1185555	100.3786158
51	1982-Q2	102.2014001	101.8404153	100	100	100	101.8404153	100
52	1982-Q3	100.733031	100.733031	100	100	100	100.733031	100
53	1982-Q4	102.2121956	101.4727742	100.3727449	100	100.3727449	101.1060978	100.3666764
54	1983-Q1	100	100	100	100	100	100	100
55	1983-Q2	101.137299	101.533967	100	100	100	101.137299	100.396668
56	1983-Q3	102.3912555	102.3986061	100	100	100	101.0673116	101.3312946
57	1983-Q4	101.588941	101.588941	100.7944705	100	100.7944705	100.7944705	100.7944705
58	1984-Q1	100.3938558	100	100	100	100	100	100
59	1984-Q2	101.6611158	101.2396018	100.4215141	100	100.4215141	101.2396018	100
60	1984-Q3	100.8145171	101.2156403	100	100	100	101.2156403	100
61	1984-Q4	102.6626852	101.3398867	100.8875617	100	100.8875617	100.8875617	100.452325
62	1985-Q1	102.4318525	100.4024145	102.029438	100	102.029438	100.4024145	100
63	1985-Q2	103.031967	101.7299766	100.4351989	100	100.4351989	101.298384	100.4315926
64	1985-Q3	102.1132452	102.0964743	100	100	100	101.2444678	100.8520065
65	1985-Q4	102.9731238	104.2482693	100.8589589	100	100.8589589	104.2482693	100
66	1986-Q1	103.3512064	102.094504	100.8378016	100	100.8378016	101.6756032	100.4189008
67	1986-Q2	101.6710222	100.8355111	101.2498986	100	101.2498986	100.8355111	100
68	1986-Q3	101.2463012	101.6540983	100	100	100	100.8270491	100.8270491
69	1986-Q4	102.8256094	101.5909338	101.2678556	100.4226185	100.8452371	101.2014954	100.3894384
70	1987-Q1	101.1862396	100.7908264	100	100	100	100.3954132	100.3954132
71	1987-Q2	100.8371003	100.4185501	100	100	100	100.4185501	100
72	1987-Q3	102.4899796	101.6630634	100.4111504	100	100.4111504	101.6630634	100
73	1987-Q4	102.5138264	101.6757439	100	100	100	101.2571237	100.4186202
74	1988-Q1	101.2542855	101.2542855	100	100	100	100.8361903	100.4180952
75	1988-Q2	100.2736952	100	100	100	100	100	100
76	1988-Q3	100.7960516	100.7960516	100	100	100	100.7960516	100
77	1988-Q4	103.5086824	101.9438931	100.3791038	100.3791038	100	101.1614985	100.7823947
78	1989-Q1	102.3963009	101.9949632	100	100	100	101.1966848	100.7982784
79	1989-Q2	102.4796132	102.4801936	100	100	100	101.2398066	101.240387
80	1989-Q3	102.4241743	102.0172401	100	100	100	101.610306	100.4069342
81	1989-Q4	102.8967132	102.4891156	100	100	100	100.8260777	101.6630379
82	1990-Q1	101.471975	101.471975	100	100	100	101.1121074	100.3598676
83	1990-Q2	104.3854334	102.3799785	100.8021819	100.401091	100.401091	100.3878073	101.9921712
84	1990-Q3	106.8740588	104.85179	100.8072525	100	100.8072525	103.6367737	101.2150163
85	1990-Q4	105.1720219	103.9720219	100.8	100.8	100	103.9720219	100
86	1991-Q1	102.3322079	101.9381347	100.3940731	100.3940731	100	101.9381347	100
87	1991-Q2	101.6092412	102.3957758	100	100	100	102.3957758	100
88	1991-Q3	102.1423723	101.8774225	100	100	100	101.6159436	100.2614789
89	1991-Q4	102.5333559	101.6889039	100	100	100	101.6889039	100
90	1992-Q1	100.8183704	100.8183704	100	100	100	100.8183704	100
91	1992-Q2	103.5237054	102.3526212	100.3973299	100	100.3973299	101.181537	101.1710842
92	1992-Q3	103.1535624	102.3342847	100.538329	100	100.538329	101.5606243	100.7736604
93	1992-Q4	100	100	100	100	100	100	100
94	1993-Q1	105.7919834	102.2914636	103.5005199	100	103.5005199	102.2914636	100
95	1993-Q2	105.0096731	104.2379259	100.7717472	100	100.7717472	102.3286086	101.9093173
96	1993-Q3	101.5513711	100.7708877	101.3031685	100	101.3031685	100.2552909	100.5155968
97	1993-Q4	100.78125	100	100	100	100	100	100
98	1994-Q1	101.5553921	100.7117438	100.3998401	100	100.3998401	100.3558719	100.3558719
99	1994-Q2	100.760664	100.3813301	100	100	100	100.3813301	100
100	1994-Q3	102.0129871	101.0017264	101.0112607	100.254007	100.7572537	101.0017264	100