Tracking uncertainty across the globe

Below is the latest update of the World Uncertainty Index (figure 1) and World Trade Uncertainty Index (figure 2). These indexes are constructed by Hites Ahir (IMF), Nick Bloom (Stanford University) and Davide Furceri (IMF).

To read how the index is constructed, see the paper here and also see the dataset here. The dataset includes the aggregate index (the index at the global level, by income group, and by region), as well as the country specific index (143 countries) from 1996Q1 to 2019Q3. It also contains a beta version of the historical index for about 80 countries starting from the 1950s.

See the coverage of the index in the press: Bloomberg, The Economist, Financial Times, Reuters, and Wall Street Journal.

Figure 1.


Figure 2.

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