For additional details, including an analysis of the performance of the model, see:
Baker, Scott, Nicholas Bloom and Steven Davis (2012), “Measuring Economic Policy Uncertainty,” (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf)
Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
Baker, Scott R., Bloom, Nick and Davis, Stephen J., Economic Policy Uncertainty Index for Canada [CANEPUINDXM], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/CANEPUINDXM/, July 28, 2015.