The Government-sourced Catergorial Economic Policy Uncertainty database for Vietnam
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This file describes the content of the The Government-sourced Catergorial Economic Policy Uncertainty (GOVCEPU) database for Vietnam
TERM OF USE
Please review and reference the following papers when using this data:
GOVERNMENT-SOURCED CATEGORICAL ECONOMIC POLICY UNCERTAINTY
FEB-RN Research Paper No. 104/2025
Published in International Review of Economics and Finance (2026).
DOI: https://doi.org/10.1016/j.iref.2026.105966
Authors: FBNet-AVSE research team
Khanh (Harry) Hoang, Lincoln University (khanh.hoang@lincoln.ac.nz) – Corresponding author
Linh Pham, Lake Forest College (lpham@lakeforest.edu)
Thanh Ngo, Massey University (t.ngo@massey.ac.nz)
Thuy Dao, IPAG Business School (thuy.dao@ipag.fr)
Hung Do, Massey University (H.Do@massey.ac.nz)
Hieu Doan, Saigon Securities Corporation (doanhieuneu@gmail.com)
An Duong, Ho Chi Minh University of Banking (andtt@hub.edu.vn)
Oanh Ha, National Economics University (oanhhk@neu.edu.vn)
Nhan Huynh, Griffith University (davidhuynh.mq@gmail.com)
Phuong Le, Université Paris-Saclay & Ho Chi Minh University of Banking (nguyen-minh-phuong.le@universite-paris-saclay.fr)
Trung Le, Banking Academy Vietnam (trunglh@hvnh.edu.vn)
Chi Mai, Ho Chi Minh University of Banking (chimh@hub.edu.vn)
Thoi Mai, Universidade de Lisboa (thoimai@iseg.ulisboa.pt)
Nga Nguyen, University Of The West of Scotland (nga.nguyen@uws.ac.uk)
Giang Phung, ISC Paris Business School (giang.phungth@gmail.com)
Tam Nguyen, Nottingham Trent University (tam.nguyen02@ntu.ac.uk)
Thao Nguyen, Nottingham Trent University (thao.nguyen@ntu.ac.uk)
Thao (Tony) Nguyen, Edith Cowan University & Thuongmai University (thao.nh@tmu.edu.vn)
Ha Truong, RMIT University (ha.truong@rmit.edu.au)
Diem Vo, RMIT University Vietnam (diem.vo@rmit.edu.vn)
Harris Vu, Auckland University of Technology (harris.vu@aut.ac.nz)
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DATA DESCRIPTION
Please read the Methodology and Data section of the abovementioned paper for the complete details of how the data and variables are constructed.
There are some basic notes about the variables as below:
**Variables**
year_month: date variable
month: month variable
year: calendar year variable
mpu: government-soured monetary policy uncertainty variable, generated from textual analysis of articles from the official website of the State Bank of Vietnam (SBV)
mpu_vnn: news-based monetary policy uncertainty variable, generated from textual analysis of articles from the website of Vietnamnet
mpu_cff: news-based monetary policy uncertainty variable, generated from textual analysis of articles from the website of CafeF
fpu: government-soured fiscal policy uncertainty variable, generated from textual analysis of articles from the official website of the Ministry of Finance (MOF)
fpu_vnn: news-based fiscal policy uncertainty variable, generated from textual analysis of articles from the website of Vietnamnet
fpu_cff: news-based fical policy uncertainty variable, generated from textual analysis of articles from the website of CafeF
tpu: government-soured trade policy uncertainty variable, generated from textual analysis of articles from the official website of the Ministry of Industrials and Trade (MOIT)
tpu_vnn: news-based trade policy uncertainty variable, generated from textual analysis of articles from the website of Vietnamnet
tpu_cff: news-based trade policy uncertainty variable, generated from textual analysis of articles from the website of CafeF
**Data coverage**
The current dataset covers all available articles from 200X to June 2025. Please follow-up for further annual update.