Economic policy uncertainty signals (US daily + global monthly, z-score regime gauges, US-vs-world divergence)

Name: Economic policy uncertainty signals (US daily + global monthly, z-score regime gauges, US-vs-world divergence)
Creator: Economic Policy Uncertainty Signals (derived)
License: https://fred.stlouisfed.org/legal
Keywords: uncertainty, policy, sentiment, risk, volatility, momentum, anomaly-detection, forecasting, signals, fred

Value-added policy-uncertainty signals derived from FRED's mirror of the Baker/Bloom/Davis Economic Policy Uncertainty indices (policyuncertainty.com): daily US EPU (1985 -> present) and monthly global EPU (1997 -> present). Each row carries change volatility, ~3-month momentum, year-over-year change, a trailing-1y uncertainty z-score with an elevated-uncertainty flag, 3-sigma anomaly flags, naive-drift 1-month forecasts, a per-date cross-series volatility rank, and the US-vs-world uncertainty divergence gauge. All computation is local pandas/numpy; no paid models or APIs.

Source: Economic Policy Uncertainty Signals (derived)15,593 rowsUpdated: 9/22/2026

uncertaintypolicysentimentriskvolatilitymomentumanomaly-detectionforecastingsignalsfred

Quality

91.8

Attribution

Baker, Bloom & Davis Economic Policy Uncertainty indices via FRED; derived signals by Frontier Data Hub

Schema

Column	Type	Description
date	string	Observation date (FRED API field date; YYYY-MM-DD).
country	string
country_code	string
series_id	string	FRED series ID: USEPUINDXD (daily US EPU) or GEPUCURRENT (monthly global EPU); resolves to the series page at https://fred.stlouisfed.org/series/<id>.
series_label	string	Official FRED series title as published for the series.
value	float	Economic Policy Uncertainty index value as published (index points; higher = more policy-related economic uncertainty); see the series notes and policyuncertainty.com for methodology.
volatility_30d	float
momentum_3m	float
yoy_change_pct	float
uncertainty_z_1y	float
elevated_flag	integer
anomaly_flag	integer
forecast_1m	float
rank	integer
us_global_divergence	float

Sample rows

date	country	country_code	series_id	series_label	value	volatility_30d	momentum_3m	yoy_change_pct	uncertainty_z_1y	forecast_1m	rank	us_global_divergence
1985-01-01	United States	USA	USEPUINDXD	Economic Policy Uncertainty Index for United States	103.83	—	—	—	—	—	—	—
1985-01-02	United States	USA	USEPUINDXD	Economic Policy Uncertainty Index for United States	296.43	—	—	—	—	—	—	—
1985-01-03	United States	USA	USEPUINDXD	Economic Policy Uncertainty Index for United States	56.06	—	—	—	—	—	—	—
1985-01-04	United States	USA	USEPUINDXD	Economic Policy Uncertainty Index for United States	118.45	—	—	—	—	—	—	—
1985-01-05	United States	USA	USEPUINDXD	Economic Policy Uncertainty Index for United States	88.56	—	—	—	—	—	—	—

Download sample data

Download the full sample snapshot for this dataset (sample rows, not the complete dataset).

Download sample CSV Download sample JSON

Use with an LLM

Point any LLM at the metadata endpoint — the documentation above is machine-readable too (JSON-LD + Croissant).

cURL

curl "https://datazimuts.com/v1/datasets/epu_signals/economic_policy_uncertainty_signals" | jq '{title, rows, columns_count, license}'

Python

import requests

ds = requests.get("https://datazimuts.com/v1/datasets/epu_signals/economic_policy_uncertainty_signals").json()
print(ds["title"], ds["rows"], "rows")

# Sample rows for an LLM context window
for row in ds.get("sample_rows", [])[:5]:
    print(row)

API endpoint: https://datazimuts.com/v1/datasets/epu_signals/economic_policy_uncertainty_signals

Tip: fetch /llms.txt for the full machine-readable catalog.