The AI-GPR Index

A daily measure of geopolitical risk constructed using large language models, covering 1960 to present.

Matteo Iacoviello  ·  Jonathan Tong

Last updated: April 30, 2026 with data through April 30, 2026.

May 5, 2026 minor update: added regional Oil GPR data and interactive chart.

April 24, 2026 minor update: country and event-type data revised; bilateral index expanded to 1,000 country pairs; bilateral charts redesigned.

April 30, 2026 minor update: add country indexes by event type.

About the Index

The AI-GPR Index is an advanced metric designed to measure geopolitical risk through the lens of artificial intelligence. By using large language models to interpret newspaper coverage from major outlets like The New York Times and The Washington Post, the index moves past simple keyword matching to focus on the semantic meaning of international events. It scores articles based on their geopolitical relevance and intensity, offering a comprehensive, data-driven look at global risk patterns from the mid-20th century to the present day.

The index is constructed at daily frequency using articles from the New York Times, Washington Post, and Chicago Tribune, spanning 1960 through 2026.

AI-GPR

The main index. Aggregates LLM-assigned geopolitical risk scores across all newspaper articles on each date, normalized by total newspaper article count. Captures the overall level of geopolitical risk as perceived in the news.

GPR Original (Keyword-Based)

A keyword-based GPR index constructed using the Caldara and Iacoviello (2022) proximity search methodology on the same three newspapers. Counts articles matching specific combinations of geopolitical and risk-related terms. Extended back to 1960.

Oil Disruptions GPR

A sub-index identifying articles that discuss oil or energy supply disruptions driven by geopolitical events. Constructed using a second LLM classification layer applied to high-GPR articles containing oil-related keywords.

Methodology

Articles matching a broad keyword filter are scored by GPT-4o-mini on a 0–1 scale reflecting the intensity of geopolitical risk content. All indices are normalized to a mean of 100 over 1985–2019. See the paper for full details.

Interactive Chart

Use the range slider below the chart to zoom into specific periods. Hover over the chart for exact values. Double-click to reset zoom.

GPR by Event Type

Note: Each series shows the monthly AI-GPR index for articles classified under the given event type. Smoothing reflects a trailing moving average. Scaling uses the same monthly factors as the overall AI-GPR index (mean = 100, 1985–2019).

Oil GPR by Region

Note: Each regional series uses the same 1985–2019 normalization as the aggregate Oil GPR index. A value of 30 when Oil GPR = 100 means 30% of oil-disruption sentiment that month mentions that region. An article citing multiple regions contributes to each, so regional values can sum to more than the aggregate.

Country GPR Index (top 150 countries)

Note: The AI-GPR Country Index uses machine learning to identify specific countries and roles (Initiator, Respondent, Spillover) within news text associated with geopolitical risk. Select “View by Event Type” to see the breakdown by event category for the selected country. Smoothing reflects a trailing moving average. Country-level data are available through April 2026. Scaling uses the same monthly factors as the overall AI-GPR index (mean=100, 1985-2019), so that values are comparable to the aggregate index.

Bilateral GPR Indexes

Note: The bilateral index measures geopolitical risk in articles where both countries appear together as initiator and respondent (in either direction). Top pairs are ranked by total cumulative sentiment across the full sample. Scaled using the same monthly factors of the overall AI-GPR index (mean = 100, 1985–2019), so that values are comparable across pairs and to the aggregate index. Bilateral data are available through April 2026.

Downloads

Main Index

File Description Download
ai_gpr_data_daily.csv Daily AI-GPR index, 1960–present ↓ CSV
ai_gpr_data_monthly.csv Monthly AI-GPR index and components, 1960–present (includes regional Oil GPR series) ↓ CSV
AI_GPR_PAPER.pdf Working paper describing the methodology ↓ PDF

Country Decompositions

File Description Download
ai_gpr_eventtype_monthly.csv Monthly GPR by event type (8 event categories) ↓ CSV
ai_gpr_country_monthly.csv Monthly GPR by country and role (150 countries × 4 roles: all / initiator / respondent / spillover) ↓ CSV
ai_gpr_country_eventtype_monthly.csv Monthly GPR by country and event type (150 countries × 8 event categories) ↓ CSV
ai_gpr_bilateral_monthly.csv Monthly bilateral GPR for top 1,000 country pairs; all pairs accessible in interactive chart ↓ CSV

Citation

If you use the AI-GPR Index, please let us know, and cite:

Iacoviello, Matteo and Jonathan Tong (2026). “The AI-GPR Index: Measuring Geopolitical Risk using Artificial Intelligence.” Working Paper, Federal Reserve Board of Governors.
Download Paper (PDF)

Contact: matteo.iacoviello@frb.gov  ·  jtong45@wisc.edu  ·  www.matteoiacoviello.com