Diakonova, Marina; Ghirelli, Corinna; Wu, Juan Quiñónez - In: Latin American journal of central banking : LAJCB 7 (2026) 2, pp. 1-38
The advent of Big Data and computational tools has transformed macroeconomic analysis, introducing real-time, high-frequency text-based indicators such as the economic policy uncertainty (EPU) index pioneered by Baker et al. (2016). However, constructing the EPU index for developing economies...