Main reference paper:  Salisu, Afees and Salisu, Sulaiman and Salisu, Subair, A News-Based Economic Policy Uncertainty Index for Nigeria (April 16, 2023). Available at SSRN: https://ssrn.com/abstract=4420077 (use the link below)

Additional references: 

Ahir, H., Bloom, N., & Furceri, D. (2022). The world uncertainty index (No. w29763). National Bureau of economic research.

Baker, S. R., Bloom, N., & Davis, S. J. (2016). Measuring economic policy uncertainty. The Quarterly Journal of Economics, 131(4), 1593-1636.

Baker, S. R., Bloom, N., Davis, S. J., & Terry, S. J. (2020). Covid-induced economic uncertainty (No. w26983). National Bureau of Economic Research.

Narayan, P. K., Iyke, B. N., & Sharma, S. S. (2021). New Measures of the COVID-19 Pandemic: A New Time-Series Dataset. Asian Economics Letters, 2(2). https://doi.org/10.46557/001c.23491