---
title: Global Economic Policy Uncertainty Index
url: https://www.ml-quant.com/papers/repec/gam-jmathe-v-11-y-2023-i-15-p-3268-d-1202191/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jmathe:v:11:y:2023:i:15:p:3268-:d:1202191
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F11%2F15%2F3268%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A11%3Ay%3A2023%3Ai%3A15%3Ap%3A3268-%3Ad%3A1202191
featured: 2023-08-02
citations: unknown
topic: Other
---


# Global Economic Policy Uncertainty Index

The research introduces a new global economic policy uncertainty index, combining Principal Component Analysis and Random Matrix Theory, which surpasses current models in detecting global events without requiring additional economic data.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F2227-7390%2F11%2F15%2F3268%2Fpdf%3Bh%3Drepec%3Agam%3Ajmathe%3Av%3A11%3Ay%3A2023%3Ai%3A15%3Ap%3A3268-%3Ad%3A1202191
- Identifier: RePEc:gam:jmathe:v:11:y:2023:i:15:p:3268-:d:1202191
- Released: 2023-08-02
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Other

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