Geopolitical Risk Index - Sample

Dario Caldara and Matteo Iacoviello construct a monthly index of Geopolitical Risk (GPR Index) counting the occurrence of words related to geopolitical tensions in leading international newspapers –measuring frequency of articles in leading newspapers discussing rising geopolitical tensions. The source provides GPR indices covering the period from January 1985 to the present for the globe and 43 selected economies. The GPR index spikes around the Gulf War, after 9/11, during the 2003 Iraq invasion, during the 2014 Russia-Ukraine crisis, and after the Paris terrorist attacks. Geopolitical risks are often cited by policy-makers, investors, and media as key determinants of economic decisions.

Data and Geographical Coverage
The source provides the Benchmark Geopolitical Risk Index for the globe. The data also includes country-specific GPR indices in form of percent of articles satisfying the search categories for 43 economies

The Benchmark Index (GPR) uses 10 newspapers and starts in 1985; The Historical Index (GPRH) uses 3 newspapers and starts in 1900.

The country-specific GPR index reflects automated text-search results of the electronic archives of three U.S newspapers: The New York Times, Chicago Tribune and The Washington Post. For each of the 39 countries, Caldara and Iacoviello calculate the country-specific index by counting the monthly share of all newspaper articles from 1900 to 2020 (or 1985 to 2020 for the Recent Index) that both (1) meet the criterion for inclusion in the GPR index and (2) mention the name of the country or its major cities. Each index is expressed as a monthly share of newspaper articles. The resulting indices capture the U.S. perspective on risks posed by, or involving, the country in question.

The data sample includes part of the available data within World Trend Plus database.

WORLD TREND PLUS DATABASE:

Designed to be a single access point for benchmarking and reference data, CEIC World Trend Plus Database provides robust and in-depth insights into the performance of global economies

Content:

Easy Cross-Country Comparison via Global Economic Monitor and ASEAN Economic Monitor, offering a series of normalized data with extended history
CEIC Leading indicators and S&P Headline Purchasing Managers’ Indices providing an insight into future economic development

Country and Regional Macroeconomic Forecasts sourced from large international institutions such as IMF, World Bank and United Nations, as well as FocusEconomics Consensus Estimates coming from market participants
Major Commodity prices and indices, supply and demand metrics, as well as forecasts for Americas, MENA and Asia

Clear picture of the latest industry trends through International Associations data from sources such as Bank of International Settlement, OPEC, UNCTAD etc.

Dario Caldara与Matteo Iacoviello构建了月度地缘政治风险指数（Geopolitical Risk Index，GPR指数），该指数通过统计国际主流报纸中与地缘政治紧张局势相关的词汇出现频次，衡量报道地缘政治局势升级的文章占比。该数据源提供了1985年1月至今的全球及43个选定经济体的GPR指数。GPR指数会在海湾战争、9·11事件后、2003年伊拉克战争期间、2014年俄乌危机以及巴黎恐怖袭击后出现显著峰值。地缘政治风险常被政策制定者、投资者与媒体视为经济决策的关键影响因素。

数据与地理覆盖范围
该数据源提供全球基准地缘政治风险指数。数据还包含针对43个经济体的国别GPR指数，以符合搜索分类的文章占比形式呈现。
基准GPR指数采用10家报纸作为数据源，起始时间为1985年；历史GPR指数（GPRH）采用3家报纸作为数据源，起始时间为1900年。
国别GPR指数基于3家美国报纸的电子档案自动文本搜索结果构建：《纽约时报》《芝加哥论坛报》与《华盛顿邮报》。针对39个国家，Caldara与Iacoviello通过统计1900年至2020年（近期指数则为1985年至2020年）内，同时满足以下两个条件的月度文章占比来计算国别指数：(1) 符合GPR指数的纳入标准；(2) 提及该国国名或其主要城市。所有指数均以月度文章占比形式表示，所得指数反映了美国视角下目标国家所引发或涉及的风险。
本数据集样本包含CEIC World Trend Plus数据库中的部分可用数据。

CEIC World Trend Plus数据库
该数据库旨在打造基准与参考数据的单一访问入口，可为全球经济体的运行表现提供全面且深入的洞察。

内容模块：
1. 依托全球经济监测与东盟经济监测工具实现便捷跨国比较，提供一系列具备长历史跨度的标准化数据；
2. CEIC领先指标与标普整体采购经理人指数（Purchasing Managers’ Index，PMI），助力研判未来经济发展趋势；
3. 源自国际货币基金组织（IMF）、世界银行、联合国等大型国际机构，以及FocusEconomics市场共识预测的国别与区域宏观经济预测数据；
4. 覆盖美洲、中东与北非（MENA）及亚洲地区的主要大宗商品价格与指数、供需指标及相关预测；
5. 通过国际清算银行（Bank of International Settlement，BIS）、石油输出国组织（Organization of the Petroleum Exporting Countries，OPEC）、联合国贸易和发展会议（United Nations Conference on Trade and Development，UNCTAD）等来源的国际协会数据，清晰呈现最新行业趋势。

搜集汇总

背景与挑战

背景概述

该数据集是月度地缘政治风险指数（GPR Index），通过分析国际报纸文章中的关键词频率来量化全球及43个经济体的地缘政治紧张程度，覆盖时间从1985年至今（部分历史数据可追溯至1900年）。其特点包括指数在重大危机事件（如海湾战争、9/11）期间显著上升，且国家特定指数基于美国报纸视角构建，适用于政策制定和投资分析。数据集源自CEIC World Trend Plus数据库，支持经济比较和预测。