A century of Economic Policy Uncertainty through the French–Canadian lens

A novel token-distance-based triple approach is proposed for identifying EPU mentions in textual documents. The method is applied to a corpus of French-language news to construct a century-long historical EPU index for the Canadian province of Quebec. The relevance of the index is shown in a macroeconomic nowcasting experiment. •A novel approach is proposed for identifying EPU mentions in textual documents.•A century-long historical EPU index for the Canadian province of Quebec is constructed.•The relevance of the index is shown in a nowcasting experiment.