IACOVIELLO: GPR PROJECT
construct an Index of Geopolitical Risk (GPR Index) counting the
occurrence of words related to geopolitical tensions in leading
Cite as: Caldara, Dario and Matteo Iacoviello, “Measuring Geopolitical Risk,” working paper, Board of Governors of the Federal Reserve Board,
A useful summary is in our slides (September 2016) for the workshop on "Macroeconomics of Uncertainty and Volatility"
Our data updated until the end of March 2017 using the latest methodology (described in the paper above) can be found here