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...Uncertainty over investigating the assumptions annotations and text measurements of economic policy katherine a keith christoph teichmann university massachusetts amherst bloomberg kkeith cs umass edu cteichmann net brendano connor edgarmeij brenocon emeij abstract pers thorsrud have recently been used as new alternative data sources methods applications are inextricably in one such application linked science particular do baker et al aim to construct an main this paper we exam epu index whereby they quan ine estab tify aggregate level that is inuencing lishedeconomicindexthatmeasureseconomic from keyword occurrences see table for examples news which shown cor theyoperationalize proportion relate with rm investment employment articles match keywords related excess market returns has had substantive im economy pact both private sector academia theindexhashadimpactbothontheprivatesec yet revisit extend original au thors tor nancial ndinteresting methodological re companies haver fred sea...