Table Data - Equity Market Volatility Tracker: Food And Drug Policy
| Title | Equity Market Volatility Tracker: Food And Drug Policy |
|---|---|
| Series ID | EMVFOODDRUG |
| 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 2024-10-01 |
| Last Updated | 2024-11-11 8:01 AM CST |
| 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' |
| DATE | VALUE |
|---|---|
| 1985-01-01 | 0.08074 |
| 1985-02-01 | 0.00000 |
| 1985-03-01 | 0.00000 |
| 1985-04-01 | 0.00000 |
| 1985-05-01 | 0.13203 |
| 1985-06-01 | 0.06578 |
| 1985-07-01 | 0.00000 |
| 1985-08-01 | 0.00000 |
| 1985-09-01 | 0.21846 |
| 1985-10-01 | 0.18797 |
| 1985-11-01 | 0.14364 |
| 1985-12-01 | 0.00000 |
| 1986-01-01 | 0.06576 |
| 1986-02-01 | 0.08079 |
| 1986-03-01 | 0.20022 |
| 1986-04-01 | 0.06526 |
| 1986-05-01 | 0.00000 |
| 1986-06-01 | 0.24357 |
| 1986-07-01 | 0.07286 |
| 1986-08-01 | 0.00000 |
| 1986-09-01 | 0.00000 |
| 1986-10-01 | 0.19214 |
| 1986-11-01 | 0.25043 |
| 1986-12-01 | 0.17490 |
| 1987-01-01 | 0.29699 |
| 1987-02-01 | 0.29422 |
| 1987-03-01 | 0.21068 |
| 1987-04-01 | 0.28630 |
| 1987-05-01 | 0.11610 |
| 1987-06-01 | 0.05519 |
| 1987-07-01 | 0.10781 |
| 1987-08-01 | 0.26096 |
| 1987-09-01 | 0.14695 |
| 1987-10-01 | 0.27444 |
| 1987-11-01 | 0.33773 |
| 1987-12-01 | 0.16362 |
| 1988-01-01 | 0.10966 |
| 1988-02-01 | 0.11031 |
| 1988-03-01 | 0.05045 |
| 1988-04-01 | 0.38601 |
| 1988-05-01 | 0.22070 |
| 1988-06-01 | 0.15202 |
| 1988-07-01 | 0.18014 |
| 1988-08-01 | 0.37770 |
| 1988-09-01 | 0.25165 |
| 1988-10-01 | 0.51811 |
| 1988-11-01 | 0.30431 |
| 1988-12-01 | 0.19918 |
| 1989-01-01 | 0.43737 |
| 1989-02-01 | 0.22805 |
| 1989-03-01 | 0.27323 |
| 1989-04-01 | 0.32258 |
| 1989-05-01 | 0.25044 |
| 1989-06-01 | 0.14999 |
| 1989-07-01 | 0.20833 |
| 1989-08-01 | 0.36929 |
| 1989-09-01 | 0.14685 |
| 1989-10-01 | 0.09477 |
| 1989-11-01 | 0.20084 |
| 1989-12-01 | 0.20101 |
| 1990-01-01 | 0.19286 |
| 1990-02-01 | 0.17767 |
| 1990-03-01 | 0.08910 |
| 1990-04-01 | 0.14933 |
| 1990-05-01 | 0.33611 |
| 1990-06-01 | 0.24509 |
| 1990-07-01 | 0.45091 |
| 1990-08-01 | 0.28566 |
| 1990-09-01 | 0.10092 |
| 1990-10-01 | 0.35984 |
| 1990-11-01 | 0.14152 |
| 1990-12-01 | 0.21546 |
| 1991-01-01 | 0.36465 |
| 1991-02-01 | 0.19489 |
| 1991-03-01 | 0.32467 |
| 1991-04-01 | 0.38342 |
| 1991-05-01 | 0.36552 |
| 1991-06-01 | 0.21946 |
| 1991-07-01 | 0.17139 |
| 1991-08-01 | 0.26256 |
| 1991-09-01 | 0.47447 |
| 1991-10-01 | 0.51514 |
| 1991-11-01 | 0.54406 |
| 1991-12-01 | 0.25472 |
| 1992-01-01 | 0.66207 |
| 1992-02-01 | 0.96063 |
| 1992-03-01 | 0.46006 |
| 1992-04-01 | 0.37354 |
| 1992-05-01 | 0.15958 |
| 1992-06-01 | 0.49115 |
| 1992-07-01 | 0.14868 |
| 1992-08-01 | 0.30741 |
| 1992-09-01 | 0.23434 |
| 1992-10-01 | 0.39387 |
| 1992-11-01 | 0.28901 |
| 1992-12-01 | 0.38862 |
| 1993-01-01 | 0.84663 |
| 1993-02-01 | 0.23847 |
| 1993-03-01 | 0.60492 |
| 1993-04-01 | 0.21814 |
| 1993-05-01 | 0.45923 |
| 1993-06-01 | 0.39603 |
| 1993-07-01 | 0.28627 |
| 1993-08-01 | 0.17059 |
| 1993-09-01 | 0.23064 |
| 1993-10-01 | 0.05150 |
| 1993-11-01 | 0.32167 |
| 1993-12-01 | 0.47759 |
| 1994-01-01 | 0.31018 |
| 1994-02-01 | 0.10713 |
| 1994-03-01 | 0.35962 |
| 1994-04-01 | 0.05741 |
| 1994-05-01 | 0.30377 |
| 1994-06-01 | 0.24642 |
| 1994-07-01 | 0.22853 |
| 1994-08-01 | 0.30625 |
| 1994-09-01 | 0.16886 |
| 1994-10-01 | 0.15016 |
| 1994-11-01 | 0.15692 |
| 1994-12-01 | 0.20324 |
| 1995-01-01 | 0.21769 |
| 1995-02-01 | 0.25125 |
| 1995-03-01 | 0.27291 |
| 1995-04-01 | 0.21640 |
| 1995-05-01 | 0.21652 |
| 1995-06-01 | 0.11555 |
| 1995-07-01 | 0.24346 |
| 1995-08-01 | 0.34416 |
| 1995-09-01 | 0.16159 |
| 1995-10-01 | 0.16445 |
| 1995-11-01 | 0.23555 |
| 1995-12-01 | 0.06061 |
| 1996-01-01 | 0.26500 |
| 1996-02-01 | 0.31384 |
| 1996-03-01 | 0.69772 |
| 1996-04-01 | 0.17554 |
| 1996-05-01 | 0.05567 |
| 1996-06-01 | 0.29939 |
| 1996-07-01 | 0.49980 |
| 1996-08-01 | 0.43812 |
| 1996-09-01 | 0.22174 |
| 1996-10-01 | 0.27747 |
| 1996-11-01 | 0.54065 |
| 1996-12-01 | 0.35626 |
| 1997-01-01 | 0.21927 |
| 1997-02-01 | 0.10975 |
| 1997-03-01 | 0.42121 |
| 1997-04-01 | 0.44395 |
| 1997-05-01 | 0.26205 |
| 1997-06-01 | 0.42063 |
| 1997-07-01 | 0.23056 |
| 1997-08-01 | 0.52505 |
| 1997-09-01 | 0.34708 |
| 1997-10-01 | 0.30094 |
| 1997-11-01 | 0.36368 |
| 1997-12-01 | 0.67509 |
| 1998-01-01 | 0.42663 |
| 1998-02-01 | 0.15686 |
| 1998-03-01 | 0.18030 |
| 1998-04-01 | 0.19571 |
| 1998-05-01 | 0.65110 |
| 1998-06-01 | 0.31229 |
| 1998-07-01 | 0.78665 |
| 1998-08-01 | 0.05476 |
| 1998-09-01 | 0.36645 |
| 1998-10-01 | 0.36016 |
| 1998-11-01 | 0.50931 |
| 1998-12-01 | 0.41693 |
| 1999-01-01 | 0.45207 |
| 1999-02-01 | 0.32320 |
| 1999-03-01 | 0.25419 |
| 1999-04-01 | 0.28897 |
| 1999-05-01 | 0.38581 |
| 1999-06-01 | 0.35003 |
| 1999-07-01 | 0.22173 |
| 1999-08-01 | 0.23701 |
| 1999-09-01 | 0.32336 |
| 1999-10-01 | 0.36702 |
| 1999-11-01 | 0.36990 |
| 1999-12-01 | 0.10575 |
| 2000-01-01 | 0.29272 |
| 2000-02-01 | 0.17571 |
| 2000-03-01 | 0.90406 |
| 2000-04-01 | 0.30541 |
| 2000-05-01 | 0.05718 |
| 2000-06-01 | 0.22957 |
| 2000-07-01 | 0.33143 |
| 2000-08-01 | 0.21295 |
| 2000-09-01 | 0.26799 |
| 2000-10-01 | 0.31690 |
| 2000-11-01 | 0.72842 |
| 2000-12-01 | 0.31637 |
| 2001-01-01 | 0.16555 |
| 2001-02-01 | 0.16803 |
| 2001-03-01 | 0.20906 |
| 2001-04-01 | 0.21097 |
| 2001-05-01 | 0.16248 |
| 2001-06-01 | 0.16250 |
| 2001-07-01 | 0.28109 |
| 2001-08-01 | 0.38938 |
| 2001-09-01 | 0.06478 |
| 2001-10-01 | 0.30882 |
| 2001-11-01 | 0.23157 |
| 2001-12-01 | 0.11882 |
| 2002-01-01 | 0.35519 |
| 2002-02-01 | 0.81466 |
| 2002-03-01 | 0.15636 |
| 2002-04-01 | 0.40060 |
| 2002-05-01 | 0.48366 |
| 2002-06-01 | 0.76217 |
| 2002-07-01 | 0.91891 |
| 2002-08-01 | 0.52556 |
| 2002-09-01 | 0.49952 |
| 2002-10-01 | 0.37585 |
| 2002-11-01 | 0.34109 |
| 2002-12-01 | 0.55888 |
| 2003-01-01 | 0.60487 |
| 2003-02-01 | 0.18183 |
| 2003-03-01 | 0.16118 |
| 2003-04-01 | 0.21479 |
| 2003-05-01 | 0.32019 |
| 2003-06-01 | 0.58355 |
| 2003-07-01 | 0.27954 |
| 2003-08-01 | 0.26994 |
| 2003-09-01 | 0.26702 |
| 2003-10-01 | 0.40496 |
| 2003-11-01 | 0.38347 |
| 2003-12-01 | 0.15903 |
| 2004-01-01 | 0.31718 |
| 2004-02-01 | 0.20785 |
| 2004-03-01 | 0.29022 |
| 2004-04-01 | 0.05154 |
| 2004-05-01 | 0.26133 |
| 2004-06-01 | 0.15666 |
| 2004-07-01 | 0.16657 |
| 2004-08-01 | 0.20639 |
| 2004-09-01 | 0.15322 |
| 2004-10-01 | 0.34925 |
| 2004-11-01 | 0.31419 |
| 2004-12-01 | 0.56692 |
| 2005-01-01 | 0.47028 |
| 2005-02-01 | 0.33179 |
| 2005-03-01 | 0.04809 |
| 2005-04-01 | 0.30675 |
| 2005-05-01 | 0.05120 |
| 2005-06-01 | 0.10452 |
| 2005-07-01 | 0.33111 |
| 2005-08-01 | 0.22835 |
| 2005-09-01 | 0.04791 |
| 2005-10-01 | 0.13622 |
| 2005-11-01 | 0.10356 |
| 2005-12-01 | 0.39172 |
| 2006-01-01 | 0.17043 |
| 2006-02-01 | 0.05057 |
| 2006-03-01 | 0.27915 |
| 2006-04-01 | 0.14603 |
| 2006-05-01 | 0.15820 |
| 2006-06-01 | 0.05697 |
| 2006-07-01 | 0.17287 |
| 2006-08-01 | 0.16752 |
| 2006-09-01 | 0.29573 |
| 2006-10-01 | 0.14396 |
| 2006-11-01 | 0.13135 |
| 2006-12-01 | 0.56431 |
| 2007-01-01 | 0.13532 |
| 2007-02-01 | 0.35565 |
| 2007-03-01 | 0.55162 |
| 2007-04-01 | 0.54083 |
| 2007-05-01 | 0.82025 |
| 2007-06-01 | 0.79216 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 0.41659 |
| 2007-09-01 | 0.15014 |
| 2007-10-01 | 0.34170 |
| 2007-11-01 | 0.23996 |
| 2007-12-01 | 0.46287 |
| 2008-01-01 | 0.85315 |
| 2008-02-01 | 0.92640 |
| 2008-03-01 | 0.33203 |
| 2008-04-01 | 0.28091 |
| 2008-05-01 | 0.23720 |
| 2008-06-01 | 0.26577 |
| 2008-07-01 | 0.16906 |
| 2008-08-01 | 0.18307 |
| 2008-09-01 | 0.18676 |
| 2008-10-01 | 0.06104 |
| 2008-11-01 | 0.42081 |
| 2008-12-01 | 0.41574 |
| 2009-01-01 | 0.41710 |
| 2009-02-01 | 0.06417 |
| 2009-03-01 | 0.23944 |
| 2009-04-01 | 0.11050 |
| 2009-05-01 | 0.11837 |
| 2009-06-01 | 0.19463 |
| 2009-07-01 | 0.27373 |
| 2009-08-01 | 0.16428 |
| 2009-09-01 | 0.05245 |
| 2009-10-01 | 0.10648 |
| 2009-11-01 | 0.11493 |
| 2009-12-01 | 0.10108 |
| 2010-01-01 | 0.11745 |
| 2010-02-01 | 0.11095 |
| 2010-03-01 | 0.21460 |
| 2010-04-01 | 0.17085 |
| 2010-05-01 | 0.27539 |
| 2010-06-01 | 0.22726 |
| 2010-07-01 | 0.28986 |
| 2010-08-01 | 0.15947 |
| 2010-09-01 | 0.05196 |
| 2010-10-01 | 0.24812 |
| 2010-11-01 | 0.34122 |
| 2010-12-01 | 0.00000 |
| 2011-01-01 | 0.22906 |
| 2011-02-01 | 0.00000 |
| 2011-03-01 | 0.29368 |
| 2011-04-01 | 0.00000 |
| 2011-05-01 | 0.11884 |
| 2011-06-01 | 0.05925 |
| 2011-07-01 | 0.06705 |
| 2011-08-01 | 0.15199 |
| 2011-09-01 | 0.06344 |
| 2011-10-01 | 0.18031 |
| 2011-11-01 | 0.18169 |
| 2011-12-01 | 0.13511 |
| 2012-01-01 | 0.12088 |
| 2012-02-01 | 0.07118 |
| 2012-03-01 | 0.00000 |
| 2012-04-01 | 0.11767 |
| 2012-05-01 | 0.26739 |
| 2012-06-01 | 0.20534 |
| 2012-07-01 | 0.00000 |
| 2012-08-01 | 0.00000 |
| 2012-09-01 | 0.06103 |
| 2012-10-01 | 0.05595 |
| 2012-11-01 | 0.10882 |
| 2012-12-01 | 0.10198 |
| 2013-01-01 | 0.09104 |
| 2013-02-01 | 0.03931 |
| 2013-03-01 | 0.00000 |
| 2013-04-01 | 0.05046 |
| 2013-05-01 | 0.24850 |
| 2013-06-01 | 0.24405 |
| 2013-07-01 | 0.10483 |
| 2013-08-01 | 0.15467 |
| 2013-09-01 | 0.11431 |
| 2013-10-01 | 0.11149 |
| 2013-11-01 | 0.06608 |
| 2013-12-01 | 0.17080 |
| 2014-01-01 | 0.05714 |
| 2014-02-01 | 0.10658 |
| 2014-03-01 | 0.11911 |
| 2014-04-01 | 0.18365 |
| 2014-05-01 | 0.40934 |
| 2014-06-01 | 0.32734 |
| 2014-07-01 | 0.00000 |
| 2014-08-01 | 0.11122 |
| 2014-09-01 | 0.00000 |
| 2014-10-01 | 0.06093 |
| 2014-11-01 | 0.12866 |
| 2014-12-01 | 0.06081 |
| 2015-01-01 | 0.13528 |
| 2015-02-01 | 0.30466 |
| 2015-03-01 | 0.00000 |
| 2015-04-01 | 0.13589 |
| 2015-05-01 | 0.05828 |
| 2015-06-01 | 0.11662 |
| 2015-07-01 | 0.42854 |
| 2015-08-01 | 0.30861 |
| 2015-09-01 | 0.21995 |
| 2015-10-01 | 0.26369 |
| 2015-11-01 | 0.07031 |
| 2015-12-01 | 0.37245 |
| 2016-01-01 | 0.08448 |
| 2016-02-01 | 0.10193 |
| 2016-03-01 | 0.00000 |
| 2016-04-01 | 0.07306 |
| 2016-05-01 | 0.29125 |
| 2016-06-01 | 0.19179 |
| 2016-07-01 | 0.17915 |
| 2016-08-01 | 0.00000 |
| 2016-09-01 | 0.08444 |
| 2016-10-01 | 0.00000 |
| 2016-11-01 | 0.00000 |
| 2016-12-01 | 0.19952 |
| 2017-01-01 | 0.00000 |
| 2017-02-01 | 0.00000 |
| 2017-03-01 | 0.19003 |
| 2017-04-01 | 0.59162 |
| 2017-05-01 | 0.00000 |
| 2017-06-01 | 0.00000 |
| 2017-07-01 | 0.11040 |
| 2017-08-01 | 0.47176 |
| 2017-09-01 | 0.25864 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.12291 |
| 2017-12-01 | 0.27274 |
| 2018-01-01 | 0.00000 |
| 2018-02-01 | 0.24542 |
| 2018-03-01 | 0.00000 |
| 2018-04-01 | 0.20802 |
| 2018-05-01 | 0.12757 |
| 2018-06-01 | 0.11329 |
| 2018-07-01 | 0.23508 |
| 2018-08-01 | 0.11267 |
| 2018-09-01 | 0.15408 |
| 2018-10-01 | 0.23773 |
| 2018-11-01 | 0.00000 |
| 2018-12-01 | 0.15093 |
| 2019-01-01 | 0.59154 |
| 2019-02-01 | 0.00000 |
| 2019-03-01 | 0.44194 |
| 2019-04-01 | 0.15543 |
| 2019-05-01 | 0.00000 |
| 2019-06-01 | 0.27679 |
| 2019-07-01 | 0.00000 |
| 2019-08-01 | 0.58544 |
| 2019-09-01 | 0.00000 |
| 2019-10-01 | 0.10630 |
| 2019-11-01 | 0.00000 |
| 2019-12-01 | 0.78707 |
| 2020-01-01 | 0.13185 |
| 2020-02-01 | 0.66969 |
| 2020-03-01 | 1.80104 |
| 2020-04-01 | 0.87885 |
| 2020-05-01 | 1.46307 |
| 2020-06-01 | 0.37236 |
| 2020-07-01 | 0.00000 |
| 2020-08-01 | 0.16303 |
| 2020-09-01 | 0.46169 |
| 2020-10-01 | 0.34390 |
| 2020-11-01 | 1.07069 |
| 2020-12-01 | 0.84802 |
| 2021-01-01 | 0.68612 |
| 2021-02-01 | 0.32151 |
| 2021-03-01 | 0.64088 |
| 2021-04-01 | 0.16128 |
| 2021-05-01 | 0.15337 |
| 2021-06-01 | 0.51051 |
| 2021-07-01 | 0.00000 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.29819 |
| 2022-01-01 | 0.29074 |
| 2022-02-01 | 0.15771 |
| 2022-03-01 | 0.00000 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.00000 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.43471 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.00000 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.14049 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.37032 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.66266 |
| 2024-08-01 | 0.31524 |
| 2024-09-01 | 0.66395 |
| 2024-10-01 | 0.58549 |
