NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. Title: Equity Market Volatility Tracker: Fiscal Policy Series ID: EMVFISCALPOL Source: Baker, Scott R., Bloom, Nick, Davis, Stephen J. Release: Economic Policy Uncertainty (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Monthly Units: Index Date Range: 1985-01-01 to 2024-03-01 Last Updated: 2024-04-08 8:02 AM CDT Notes: The Equity Market Volatility tracker moves with the VIX and with the realized volatility of returns on the S&P 500. For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2019), 'Policy News and Stack Market Volatility' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) DATE VALUE 1985-01-01 4.60235 1985-02-01 5.01391 1985-03-01 5.20941 1985-04-01 4.06342 1985-05-01 5.01716 1985-06-01 3.35498 1985-07-01 4.09600 1985-08-01 3.60452 1985-09-01 5.09750 1985-10-01 5.07529 1985-11-01 4.59634 1985-12-01 4.93827 1986-01-01 4.40561 1986-02-01 5.00913 1986-03-01 7.27463 1986-04-01 4.37224 1986-05-01 5.13717 1986-06-01 5.17579 1986-07-01 5.82898 1986-08-01 5.70117 1986-09-01 6.75380 1986-10-01 5.57201 1986-11-01 5.69738 1986-12-01 5.36367 1987-01-01 7.12772 1987-02-01 4.82515 1987-03-01 5.89909 1987-04-01 6.41310 1987-05-01 5.74706 1987-06-01 5.79483 1987-07-01 4.47427 1987-08-01 4.27966 1987-09-01 4.11468 1987-10-01 20.69277 1987-11-01 22.06531 1987-12-01 12.32620 1988-01-01 11.73389 1988-02-01 7.00492 1988-03-01 4.38897 1988-04-01 6.45191 1988-05-01 6.95205 1988-06-01 6.89154 1988-07-01 5.64424 1988-08-01 5.34173 1988-09-01 4.32835 1988-10-01 7.40892 1988-11-01 7.15122 1988-12-01 5.97540 1989-01-01 8.03667 1989-02-01 6.21450 1989-03-01 3.68858 1989-04-01 4.47008 1989-05-01 4.10721 1989-06-01 4.54972 1989-07-01 4.63536 1989-08-01 4.58972 1989-09-01 5.09063 1989-10-01 6.39709 1989-11-01 5.47288 1989-12-01 6.08056 1990-01-01 5.11091 1990-02-01 5.68556 1990-03-01 4.14296 1990-04-01 4.18119 1990-05-01 3.86530 1990-06-01 3.33320 1990-07-01 5.18550 1990-08-01 4.52299 1990-09-01 4.89449 1990-10-01 8.27623 1990-11-01 5.09463 1990-12-01 5.17098 1991-01-01 5.93859 1991-02-01 5.84656 1991-03-01 4.05841 1991-04-01 4.49145 1991-05-01 4.28185 1991-06-01 5.59621 1991-07-01 4.74175 1991-08-01 4.93620 1991-09-01 4.85016 1991-10-01 4.37868 1991-11-01 7.94331 1991-12-01 6.36794 1992-01-01 8.05521 1992-02-01 7.34596 1992-03-01 6.33865 1992-04-01 5.12284 1992-05-01 4.62779 1992-06-01 5.18432 1992-07-01 6.09592 1992-08-01 3.95244 1992-09-01 5.34285 1992-10-01 6.35111 1992-11-01 5.82829 1992-12-01 3.88617 1993-01-01 7.11167 1993-02-01 8.16758 1993-03-01 7.47899 1993-04-01 5.83530 1993-05-01 5.85521 1993-06-01 5.77068 1993-07-01 5.38189 1993-08-01 7.10781 1993-09-01 5.93887 1993-10-01 4.48054 1993-11-01 4.77140 1993-12-01 5.41271 1994-01-01 6.51368 1994-02-01 4.55297 1994-03-01 5.39428 1994-04-01 7.86469 1994-05-01 5.11351 1994-06-01 5.02701 1994-07-01 5.42756 1994-08-01 5.10414 1994-09-01 5.06576 1994-10-01 6.10670 1994-11-01 4.96898 1994-12-01 8.38351 1995-01-01 7.45585 1995-02-01 7.16070 1995-03-01 5.45829 1995-04-01 5.19371 1995-05-01 3.41022 1995-06-01 4.10205 1995-07-01 5.47790 1995-08-01 4.58883 1995-09-01 4.63225 1995-10-01 6.19445 1995-11-01 7.41973 1995-12-01 9.33395 1996-01-01 10.93108 1996-02-01 6.65338 1996-03-01 8.37259 1996-04-01 4.85674 1996-05-01 5.17767 1996-06-01 7.00570 1996-07-01 8.18419 1996-08-01 5.94598 1996-09-01 4.82278 1996-10-01 6.60374 1996-11-01 5.34646 1996-12-01 9.02531 1997-01-01 9.09964 1997-02-01 6.96927 1997-03-01 8.05572 1997-04-01 8.43499 1997-05-01 7.02295 1997-06-01 8.78066 1997-07-01 9.68370 1997-08-01 7.61330 1997-09-01 7.18953 1997-10-01 11.48600 1997-11-01 9.97534 1997-12-01 8.82806 1998-01-01 11.89240 1998-02-01 7.47719 1998-03-01 6.76141 1998-04-01 9.73665 1998-05-01 9.61624 1998-06-01 9.47290 1998-07-01 11.38018 1998-08-01 13.96285 1998-09-01 14.50111 1998-10-01 13.78908 1998-11-01 11.88379 1998-12-01 9.48524 1999-01-01 14.97479 1999-02-01 7.81063 1999-03-01 9.09999 1999-04-01 8.52476 1999-05-01 6.65521 1999-06-01 6.75050 1999-07-01 8.25931 1999-08-01 7.46593 1999-09-01 6.68278 1999-10-01 8.80859 1999-11-01 6.18260 1999-12-01 6.13337 2000-01-01 7.31801 2000-02-01 5.21263 2000-03-01 6.21540 2000-04-01 11.05578 2000-05-01 11.77920 2000-06-01 7.00199 2000-07-01 6.24194 2000-08-01 5.32366 2000-09-01 5.09178 2000-10-01 9.50702 2000-11-01 8.85310 2000-12-01 11.38948 2001-01-01 9.65718 2001-02-01 6.66535 2001-03-01 10.13918 2001-04-01 8.91350 2001-05-01 7.85301 2001-06-01 5.09159 2001-07-01 8.82631 2001-08-01 7.17574 2001-09-01 15.15924 2001-10-01 10.91166 2001-11-01 9.08903 2001-12-01 8.61464 2002-01-01 11.07004 2002-02-01 7.44833 2002-03-01 5.00348 2002-04-01 5.95177 2002-05-01 5.32025 2002-06-01 7.85618 2002-07-01 19.03462 2002-08-01 13.20472 2002-09-01 11.11431 2002-10-01 10.04056 2002-11-01 9.20948 2002-12-01 10.22750 2003-01-01 13.14210 2003-02-01 8.24315 2003-03-01 9.24123 2003-04-01 9.34333 2003-05-01 8.05804 2003-06-01 8.01056 2003-07-01 8.10660 2003-08-01 6.64053 2003-09-01 5.39379 2003-10-01 5.48944 2003-11-01 4.98510 2003-12-01 4.98308 2004-01-01 6.87225 2004-02-01 4.36478 2004-03-01 4.88537 2004-04-01 5.77194 2004-05-01 4.86075 2004-06-01 4.49089 2004-07-01 6.10755 2004-08-01 4.79860 2004-09-01 4.90310 2004-10-01 5.83746 2004-11-01 5.70770 2004-12-01 6.75156 2005-01-01 4.70283 2005-02-01 6.52526 2005-03-01 5.19322 2005-04-01 6.49298 2005-05-01 4.35229 2005-06-01 5.38299 2005-07-01 4.25708 2005-08-01 5.08077 2005-09-01 3.30557 2005-10-01 3.99567 2005-11-01 3.00327 2005-12-01 4.30897 2006-01-01 5.16978 2006-02-01 3.69172 2006-03-01 4.00116 2006-04-01 3.99142 2006-05-01 4.27134 2006-06-01 4.27294 2006-07-01 4.84029 2006-08-01 3.74129 2006-09-01 3.94302 2006-10-01 4.46265 2006-11-01 3.89672 2006-12-01 4.84369 2007-01-01 4.46557 2007-02-01 3.75973 2007-03-01 6.25165 2007-04-01 5.63360 2007-05-01 5.37722 2007-06-01 6.75670 2007-07-01 6.19964 2007-08-01 7.81108 2007-09-01 6.15579 2007-10-01 5.22320 2007-11-01 4.89515 2007-12-01 7.35454 2008-01-01 11.57078 2008-02-01 6.89656 2008-03-01 7.30465 2008-04-01 5.52450 2008-05-01 4.83893 2008-06-01 4.47381 2008-07-01 7.21319 2008-08-01 4.85124 2008-09-01 15.31433 2008-10-01 23.92947 2008-11-01 12.38371 2008-12-01 10.33402 2009-01-01 11.08297 2009-02-01 11.22889 2009-03-01 11.49290 2009-04-01 7.01687 2009-05-01 6.62848 2009-06-01 5.83893 2009-07-01 5.80308 2009-08-01 5.64020 2009-09-01 4.87755 2009-10-01 5.96268 2009-11-01 5.22910 2009-12-01 4.34624 2010-01-01 8.57403 2010-02-01 6.32400 2010-03-01 4.88221 2010-04-01 6.77708 2010-05-01 8.26184 2010-06-01 7.78380 2010-07-01 8.69585 2010-08-01 5.74080 2010-09-01 6.49521 2010-10-01 5.85563 2010-11-01 7.62057 2010-12-01 6.20140 2011-01-01 8.07422 2011-02-01 5.23762 2011-03-01 6.98965 2011-04-01 6.92687 2011-05-01 5.70412 2011-06-01 7.58450 2011-07-01 15.62165 2011-08-01 31.15749 2011-09-01 11.48280 2011-10-01 11.96030 2011-11-01 11.74945 2011-12-01 10.80891 2012-01-01 10.03266 2012-02-01 7.40273 2012-03-01 5.99847 2012-04-01 5.70679 2012-05-01 7.35335 2012-06-01 7.18687 2012-07-01 7.20410 2012-08-01 7.41173 2012-09-01 7.50652 2012-10-01 7.32940 2012-11-01 9.08677 2012-12-01 10.24910 2013-01-01 9.51356 2013-02-01 9.90581 2013-03-01 9.06626 2013-04-01 5.60074 2013-05-01 6.11299 2013-06-01 5.80832 2013-07-01 5.66109 2013-08-01 5.10418 2013-09-01 8.74507 2013-10-01 12.43103 2013-11-01 5.08802 2013-12-01 5.63628 2014-01-01 5.82878 2014-02-01 3.89033 2014-03-01 4.70492 2014-04-01 4.95865 2014-05-01 4.44429 2014-06-01 3.60078 2014-07-01 3.81163 2014-08-01 4.61547 2014-09-01 4.19482 2014-10-01 6.94552 2014-11-01 5.33927 2014-12-01 4.68273 2015-01-01 7.77843 2015-02-01 4.63080 2015-03-01 3.13825 2015-04-01 4.48427 2015-05-01 3.67194 2015-06-01 4.02329 2015-07-01 6.78528 2015-08-01 7.02087 2015-09-01 6.15869 2015-10-01 5.33971 2015-11-01 4.71090 2015-12-01 5.43774 2016-01-01 5.49124 2016-02-01 5.40245 2016-03-01 4.22048 2016-04-01 3.79894 2016-05-01 3.49497 2016-06-01 5.37021 2016-07-01 3.13516 2016-08-01 2.86666 2016-09-01 2.36430 2016-10-01 4.46051 2016-11-01 8.14914 2016-12-01 5.88574 2017-01-01 8.19357 2017-02-01 7.84764 2017-03-01 6.74606 2017-04-01 7.09944 2017-05-01 4.06184 2017-06-01 4.07568 2017-07-01 4.52635 2017-08-01 6.48672 2017-09-01 4.56926 2017-10-01 4.83061 2017-11-01 6.26819 2017-12-01 9.81849 2018-01-01 8.76865 2018-02-01 14.60275 2018-03-01 8.30747 2018-04-01 7.17672 2018-05-01 6.88883 2018-06-01 4.07845 2018-07-01 5.52436 2018-08-01 5.29527 2018-09-01 8.62843 2018-10-01 8.20157 2018-11-01 9.58146 2018-12-01 19.47012 2019-01-01 17.74617 2019-02-01 6.27022 2019-03-01 7.21828 2019-04-01 6.83884 2019-05-01 8.06261 2019-06-01 7.33482 2019-07-01 6.80944 2019-08-01 11.41610 2019-09-01 5.41444 2019-10-01 2.87000 2019-11-01 5.85071 2019-12-01 9.75965 2020-01-01 4.35113 2020-02-01 5.69233 2020-03-01 21.28499 2020-04-01 13.70999 2020-05-01 10.03249 2020-06-01 10.61213 2020-07-01 8.08862 2020-08-01 11.57516 2020-09-01 4.61691 2020-10-01 11.52053 2020-11-01 7.64780 2020-12-01 6.95379 2021-01-01 8.06190 2021-02-01 7.39463 2021-03-01 8.97228 2021-04-01 6.45121 2021-05-01 7.36197 2021-06-01 7.65772 2021-07-01 4.48956 2021-08-01 6.54703 2021-09-01 10.64209 2021-10-01 8.38989 2021-11-01 3.56955 2021-12-01 6.85835 2022-01-01 6.10563 2022-02-01 7.88563 2022-03-01 4.42230 2022-04-01 5.23627 2022-05-01 8.32843 2022-06-01 5.30267 2022-07-01 6.53219 2022-08-01 4.45991 2022-09-01 5.13176 2022-10-01 7.96963 2022-11-01 5.62795 2022-12-01 6.37637 2023-01-01 6.19323 2023-02-01 5.15063 2023-03-01 6.54035 2023-04-01 6.85503 2023-05-01 12.06947 2023-06-01 5.95715 2023-07-01 4.87470 2023-08-01 5.05762 2023-09-01 6.77526 2023-10-01 4.28085 2023-11-01 6.40275 2023-12-01 7.40636 2024-01-01 5.66576 2024-02-01 6.27840 2024-03-01 5.14704