Table Data - Equity Market Volatility Tracker: Government Spending Deficits And Debt
| Title | Equity Market Volatility Tracker: Government Spending Deficits And Debt |
|---|---|
| Series ID | EMVGOVTSPEND |
| 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 | 0.72669 |
| 1985-02-01 | 0.97043 |
| 1985-03-01 | 0.16538 |
| 1985-04-01 | 0.28515 |
| 1985-05-01 | 0.59414 |
| 1985-06-01 | 0.26314 |
| 1985-07-01 | 0.40960 |
| 1985-08-01 | 0.41913 |
| 1985-09-01 | 0.65539 |
| 1985-10-01 | 1.31582 |
| 1985-11-01 | 1.00545 |
| 1985-12-01 | 1.02613 |
| 1986-01-01 | 1.44662 |
| 1986-02-01 | 1.29268 |
| 1986-03-01 | 0.66740 |
| 1986-04-01 | 0.06526 |
| 1986-05-01 | 0.27768 |
| 1986-06-01 | 0.30446 |
| 1986-07-01 | 0.58290 |
| 1986-08-01 | 0.47510 |
| 1986-09-01 | 0.55133 |
| 1986-10-01 | 0.38428 |
| 1986-11-01 | 0.37565 |
| 1986-12-01 | 0.40811 |
| 1987-01-01 | 0.95036 |
| 1987-02-01 | 0.52959 |
| 1987-03-01 | 0.26335 |
| 1987-04-01 | 0.85890 |
| 1987-05-01 | 0.69661 |
| 1987-06-01 | 0.60708 |
| 1987-07-01 | 0.80860 |
| 1987-08-01 | 0.41753 |
| 1987-09-01 | 0.39187 |
| 1987-10-01 | 7.40988 |
| 1987-11-01 | 9.11883 |
| 1987-12-01 | 2.78158 |
| 1988-01-01 | 3.12538 |
| 1988-02-01 | 1.59955 |
| 1988-03-01 | 0.35314 |
| 1988-04-01 | 0.71688 |
| 1988-05-01 | 1.10350 |
| 1988-06-01 | 0.50673 |
| 1988-07-01 | 0.66050 |
| 1988-08-01 | 0.37770 |
| 1988-09-01 | 0.65429 |
| 1988-10-01 | 1.13983 |
| 1988-11-01 | 1.42010 |
| 1988-12-01 | 0.94611 |
| 1989-01-01 | 1.64014 |
| 1989-02-01 | 0.96923 |
| 1989-03-01 | 0.36430 |
| 1989-04-01 | 0.46083 |
| 1989-05-01 | 0.40070 |
| 1989-06-01 | 0.24998 |
| 1989-07-01 | 0.93749 |
| 1989-08-01 | 0.63307 |
| 1989-09-01 | 0.39159 |
| 1989-10-01 | 0.80556 |
| 1989-11-01 | 1.15483 |
| 1989-12-01 | 1.10556 |
| 1990-01-01 | 0.91611 |
| 1990-02-01 | 0.47380 |
| 1990-03-01 | 0.57912 |
| 1990-04-01 | 0.29866 |
| 1990-05-01 | 0.50417 |
| 1990-06-01 | 0.39214 |
| 1990-07-01 | 1.07092 |
| 1990-08-01 | 0.76177 |
| 1990-09-01 | 1.21101 |
| 1990-10-01 | 2.31323 |
| 1990-11-01 | 0.42455 |
| 1990-12-01 | 0.53864 |
| 1991-01-01 | 0.98977 |
| 1991-02-01 | 0.51969 |
| 1991-03-01 | 0.21645 |
| 1991-04-01 | 0.43819 |
| 1991-05-01 | 0.41774 |
| 1991-06-01 | 0.38405 |
| 1991-07-01 | 0.22852 |
| 1991-08-01 | 0.94523 |
| 1991-09-01 | 0.36903 |
| 1991-10-01 | 0.51514 |
| 1991-11-01 | 0.92491 |
| 1991-12-01 | 0.71321 |
| 1992-01-01 | 1.76553 |
| 1992-02-01 | 1.07364 |
| 1992-03-01 | 0.61342 |
| 1992-04-01 | 0.48027 |
| 1992-05-01 | 0.69151 |
| 1992-06-01 | 0.70943 |
| 1992-07-01 | 0.89209 |
| 1992-08-01 | 0.48308 |
| 1992-09-01 | 0.79674 |
| 1992-10-01 | 1.67393 |
| 1992-11-01 | 1.34870 |
| 1992-12-01 | 0.29146 |
| 1993-01-01 | 1.12884 |
| 1993-02-01 | 1.43082 |
| 1993-03-01 | 1.59478 |
| 1993-04-01 | 0.49082 |
| 1993-05-01 | 0.63144 |
| 1993-06-01 | 0.33945 |
| 1993-07-01 | 0.91607 |
| 1993-08-01 | 0.51176 |
| 1993-09-01 | 0.63425 |
| 1993-10-01 | 0.36050 |
| 1993-11-01 | 0.21445 |
| 1993-12-01 | 0.63679 |
| 1994-01-01 | 0.56865 |
| 1994-02-01 | 0.32139 |
| 1994-03-01 | 0.41099 |
| 1994-04-01 | 0.80369 |
| 1994-05-01 | 0.20252 |
| 1994-06-01 | 0.19714 |
| 1994-07-01 | 0.39993 |
| 1994-08-01 | 0.66354 |
| 1994-09-01 | 0.50658 |
| 1994-10-01 | 0.35038 |
| 1994-11-01 | 0.78458 |
| 1994-12-01 | 0.66052 |
| 1995-01-01 | 1.68709 |
| 1995-02-01 | 0.69094 |
| 1995-03-01 | 0.92791 |
| 1995-04-01 | 0.54101 |
| 1995-05-01 | 0.37891 |
| 1995-06-01 | 0.51998 |
| 1995-07-01 | 0.79125 |
| 1995-08-01 | 0.51624 |
| 1995-09-01 | 0.91568 |
| 1995-10-01 | 1.75418 |
| 1995-11-01 | 3.47432 |
| 1995-12-01 | 3.51538 |
| 1996-01-01 | 5.23367 |
| 1996-02-01 | 1.44366 |
| 1996-03-01 | 1.39543 |
| 1996-04-01 | 0.64366 |
| 1996-05-01 | 0.38972 |
| 1996-06-01 | 0.41914 |
| 1996-07-01 | 0.81217 |
| 1996-08-01 | 1.25179 |
| 1996-09-01 | 0.27717 |
| 1996-10-01 | 0.83240 |
| 1996-11-01 | 1.26153 |
| 1996-12-01 | 0.89066 |
| 1997-01-01 | 1.64451 |
| 1997-02-01 | 0.76827 |
| 1997-03-01 | 0.47387 |
| 1997-04-01 | 0.49944 |
| 1997-05-01 | 0.99579 |
| 1997-06-01 | 0.52579 |
| 1997-07-01 | 0.97990 |
| 1997-08-01 | 1.15512 |
| 1997-09-01 | 0.54541 |
| 1997-10-01 | 1.50472 |
| 1997-11-01 | 1.03910 |
| 1997-12-01 | 1.24631 |
| 1998-01-01 | 1.59987 |
| 1998-02-01 | 0.78432 |
| 1998-03-01 | 0.54091 |
| 1998-04-01 | 1.46784 |
| 1998-05-01 | 0.95161 |
| 1998-06-01 | 0.78073 |
| 1998-07-01 | 0.83909 |
| 1998-08-01 | 1.25939 |
| 1998-09-01 | 1.98932 |
| 1998-10-01 | 1.74936 |
| 1998-11-01 | 1.07520 |
| 1998-12-01 | 0.93810 |
| 1999-01-01 | 3.27750 |
| 1999-02-01 | 1.18506 |
| 1999-03-01 | 0.55922 |
| 1999-04-01 | 0.72244 |
| 1999-05-01 | 0.28936 |
| 1999-06-01 | 0.55004 |
| 1999-07-01 | 0.83147 |
| 1999-08-01 | 0.35552 |
| 1999-09-01 | 0.53893 |
| 1999-10-01 | 0.57675 |
| 1999-11-01 | 0.47558 |
| 1999-12-01 | 0.52874 |
| 2000-01-01 | 1.11234 |
| 2000-02-01 | 0.93710 |
| 2000-03-01 | 0.39553 |
| 2000-04-01 | 0.85514 |
| 2000-05-01 | 2.17286 |
| 2000-06-01 | 1.09047 |
| 2000-07-01 | 0.77334 |
| 2000-08-01 | 0.69208 |
| 2000-09-01 | 0.48238 |
| 2000-10-01 | 0.95070 |
| 2000-11-01 | 1.00858 |
| 2000-12-01 | 1.07567 |
| 2001-01-01 | 0.66221 |
| 2001-02-01 | 0.72815 |
| 2001-03-01 | 1.04528 |
| 2001-04-01 | 0.58017 |
| 2001-05-01 | 0.75822 |
| 2001-06-01 | 0.21666 |
| 2001-07-01 | 0.89950 |
| 2001-08-01 | 0.89001 |
| 2001-09-01 | 4.27568 |
| 2001-10-01 | 2.93380 |
| 2001-11-01 | 1.91043 |
| 2001-12-01 | 1.54469 |
| 2002-01-01 | 1.59835 |
| 2002-02-01 | 0.40733 |
| 2002-03-01 | 0.46908 |
| 2002-04-01 | 0.62951 |
| 2002-05-01 | 0.85984 |
| 2002-06-01 | 1.11394 |
| 2002-07-01 | 2.29728 |
| 2002-08-01 | 1.64238 |
| 2002-09-01 | 2.06052 |
| 2002-10-01 | 1.39601 |
| 2002-11-01 | 1.53491 |
| 2002-12-01 | 1.73253 |
| 2003-01-01 | 2.85937 |
| 2003-02-01 | 1.33345 |
| 2003-03-01 | 1.61184 |
| 2003-04-01 | 1.28874 |
| 2003-05-01 | 1.17402 |
| 2003-06-01 | 0.58355 |
| 2003-07-01 | 1.00634 |
| 2003-08-01 | 0.86381 |
| 2003-09-01 | 0.58744 |
| 2003-10-01 | 0.58494 |
| 2003-11-01 | 0.57520 |
| 2003-12-01 | 0.84818 |
| 2004-01-01 | 0.74009 |
| 2004-02-01 | 0.93531 |
| 2004-03-01 | 0.38696 |
| 2004-04-01 | 0.41228 |
| 2004-05-01 | 0.36586 |
| 2004-06-01 | 0.62664 |
| 2004-07-01 | 0.55523 |
| 2004-08-01 | 0.51598 |
| 2004-09-01 | 0.20430 |
| 2004-10-01 | 0.84818 |
| 2004-11-01 | 1.04728 |
| 2004-12-01 | 0.87616 |
| 2005-01-01 | 1.04507 |
| 2005-02-01 | 0.99538 |
| 2005-03-01 | 0.28851 |
| 2005-04-01 | 0.56238 |
| 2005-05-01 | 0.30722 |
| 2005-06-01 | 0.57488 |
| 2005-07-01 | 0.23650 |
| 2005-08-01 | 0.34252 |
| 2005-09-01 | 0.43116 |
| 2005-10-01 | 0.45405 |
| 2005-11-01 | 0.41424 |
| 2005-12-01 | 0.44768 |
| 2006-01-01 | 0.56811 |
| 2006-02-01 | 0.15171 |
| 2006-03-01 | 0.23263 |
| 2006-04-01 | 0.24338 |
| 2006-05-01 | 0.52733 |
| 2006-06-01 | 0.22789 |
| 2006-07-01 | 0.40336 |
| 2006-08-01 | 0.16752 |
| 2006-09-01 | 0.44359 |
| 2006-10-01 | 0.52784 |
| 2006-11-01 | 0.21892 |
| 2006-12-01 | 0.18810 |
| 2007-01-01 | 0.45107 |
| 2007-02-01 | 0.30484 |
| 2007-03-01 | 0.45968 |
| 2007-04-01 | 0.45069 |
| 2007-05-01 | 0.36456 |
| 2007-06-01 | 0.27959 |
| 2007-07-01 | 0.36165 |
| 2007-08-01 | 0.62489 |
| 2007-09-01 | 0.50047 |
| 2007-10-01 | 0.14644 |
| 2007-11-01 | 0.47992 |
| 2007-12-01 | 0.51430 |
| 2008-01-01 | 2.13286 |
| 2008-02-01 | 0.61760 |
| 2008-03-01 | 0.90122 |
| 2008-04-01 | 0.60863 |
| 2008-05-01 | 0.47440 |
| 2008-06-01 | 0.31007 |
| 2008-07-01 | 0.67624 |
| 2008-08-01 | 0.45766 |
| 2008-09-01 | 1.61859 |
| 2008-10-01 | 3.11327 |
| 2008-11-01 | 2.88553 |
| 2008-12-01 | 1.42538 |
| 2009-01-01 | 2.50261 |
| 2009-02-01 | 2.37411 |
| 2009-03-01 | 1.97534 |
| 2009-04-01 | 0.82876 |
| 2009-05-01 | 0.94693 |
| 2009-06-01 | 0.97316 |
| 2009-07-01 | 0.76644 |
| 2009-08-01 | 0.71187 |
| 2009-09-01 | 0.73425 |
| 2009-10-01 | 0.90505 |
| 2009-11-01 | 0.80448 |
| 2009-12-01 | 0.96022 |
| 2010-01-01 | 0.88089 |
| 2010-02-01 | 2.27442 |
| 2010-03-01 | 0.80476 |
| 2010-04-01 | 1.53766 |
| 2010-05-01 | 3.13950 |
| 2010-06-01 | 2.27264 |
| 2010-07-01 | 1.79714 |
| 2010-08-01 | 1.11627 |
| 2010-09-01 | 1.09120 |
| 2010-10-01 | 1.09173 |
| 2010-11-01 | 1.81984 |
| 2010-12-01 | 1.04271 |
| 2011-01-01 | 2.11877 |
| 2011-02-01 | 0.98205 |
| 2011-03-01 | 1.35094 |
| 2011-04-01 | 2.88158 |
| 2011-05-01 | 1.96079 |
| 2011-06-01 | 3.37747 |
| 2011-07-01 | 11.39777 |
| 2011-08-01 | 21.12630 |
| 2011-09-01 | 6.09032 |
| 2011-10-01 | 5.52938 |
| 2011-11-01 | 6.41980 |
| 2011-12-01 | 5.06667 |
| 2012-01-01 | 3.92845 |
| 2012-02-01 | 2.27776 |
| 2012-03-01 | 1.34660 |
| 2012-04-01 | 1.52966 |
| 2012-05-01 | 2.07231 |
| 2012-06-01 | 2.25873 |
| 2012-07-01 | 2.42587 |
| 2012-08-01 | 2.53234 |
| 2012-09-01 | 3.11246 |
| 2012-10-01 | 3.18913 |
| 2012-11-01 | 6.47501 |
| 2012-12-01 | 7.08769 |
| 2013-01-01 | 6.09960 |
| 2013-02-01 | 3.61641 |
| 2013-03-01 | 5.12441 |
| 2013-04-01 | 1.16051 |
| 2013-05-01 | 1.78917 |
| 2013-06-01 | 1.95238 |
| 2013-07-01 | 1.31044 |
| 2013-08-01 | 1.75295 |
| 2013-09-01 | 3.82954 |
| 2013-10-01 | 9.64380 |
| 2013-11-01 | 1.85019 |
| 2013-12-01 | 2.22035 |
| 2014-01-01 | 1.88578 |
| 2014-02-01 | 1.11914 |
| 2014-03-01 | 0.65512 |
| 2014-04-01 | 1.16314 |
| 2014-05-01 | 0.76021 |
| 2014-06-01 | 0.38190 |
| 2014-07-01 | 0.41690 |
| 2014-08-01 | 0.77851 |
| 2014-09-01 | 0.61524 |
| 2014-10-01 | 0.97481 |
| 2014-11-01 | 0.90060 |
| 2014-12-01 | 0.60815 |
| 2015-01-01 | 1.14986 |
| 2015-02-01 | 0.36559 |
| 2015-03-01 | 0.23246 |
| 2015-04-01 | 0.27177 |
| 2015-05-01 | 0.75770 |
| 2015-06-01 | 0.46647 |
| 2015-07-01 | 0.71424 |
| 2015-08-01 | 1.38874 |
| 2015-09-01 | 1.17308 |
| 2015-10-01 | 0.92291 |
| 2015-11-01 | 0.28125 |
| 2015-12-01 | 0.52143 |
| 2016-01-01 | 0.67585 |
| 2016-02-01 | 0.50967 |
| 2016-03-01 | 0.25840 |
| 2016-04-01 | 0.58445 |
| 2016-05-01 | 0.19417 |
| 2016-06-01 | 1.53435 |
| 2016-07-01 | 1.16449 |
| 2016-08-01 | 0.00000 |
| 2016-09-01 | 0.67552 |
| 2016-10-01 | 0.89210 |
| 2016-11-01 | 2.75464 |
| 2016-12-01 | 1.59613 |
| 2017-01-01 | 2.07432 |
| 2017-02-01 | 1.98954 |
| 2017-03-01 | 1.23519 |
| 2017-04-01 | 1.06492 |
| 2017-05-01 | 0.38684 |
| 2017-06-01 | 0.66092 |
| 2017-07-01 | 0.88319 |
| 2017-08-01 | 1.41529 |
| 2017-09-01 | 0.77591 |
| 2017-10-01 | 0.53673 |
| 2017-11-01 | 0.61453 |
| 2017-12-01 | 1.09094 |
| 2018-01-01 | 0.48047 |
| 2018-02-01 | 3.43594 |
| 2018-03-01 | 1.31171 |
| 2018-04-01 | 0.31203 |
| 2018-05-01 | 1.02057 |
| 2018-06-01 | 0.79303 |
| 2018-07-01 | 1.05786 |
| 2018-08-01 | 0.56333 |
| 2018-09-01 | 0.77040 |
| 2018-10-01 | 2.02068 |
| 2018-11-01 | 0.91252 |
| 2018-12-01 | 7.24469 |
| 2019-01-01 | 10.94347 |
| 2019-02-01 | 2.00647 |
| 2019-03-01 | 1.17849 |
| 2019-04-01 | 0.46628 |
| 2019-05-01 | 1.38576 |
| 2019-06-01 | 1.66071 |
| 2019-07-01 | 0.51071 |
| 2019-08-01 | 1.17088 |
| 2019-09-01 | 0.73168 |
| 2019-10-01 | 0.42518 |
| 2019-11-01 | 0.60007 |
| 2019-12-01 | 1.73155 |
| 2020-01-01 | 0.52741 |
| 2020-02-01 | 0.50226 |
| 2020-03-01 | 3.43834 |
| 2020-04-01 | 1.75769 |
| 2020-05-01 | 0.83604 |
| 2020-06-01 | 0.74471 |
| 2020-07-01 | 0.77775 |
| 2020-08-01 | 1.63030 |
| 2020-09-01 | 1.07728 |
| 2020-10-01 | 3.78286 |
| 2020-11-01 | 1.37660 |
| 2020-12-01 | 1.52644 |
| 2021-01-01 | 1.88683 |
| 2021-02-01 | 2.25054 |
| 2021-03-01 | 1.60219 |
| 2021-04-01 | 1.12896 |
| 2021-05-01 | 1.38037 |
| 2021-06-01 | 1.02103 |
| 2021-07-01 | 0.97071 |
| 2021-08-01 | 0.51687 |
| 2021-09-01 | 2.19599 |
| 2021-10-01 | 3.22688 |
| 2021-11-01 | 0.57113 |
| 2021-12-01 | 1.49095 |
| 2022-01-01 | 0.43612 |
| 2022-02-01 | 1.26170 |
| 2022-03-01 | 0.26802 |
| 2022-04-01 | 0.79337 |
| 2022-05-01 | 0.75713 |
| 2022-06-01 | 0.66283 |
| 2022-07-01 | 0.31864 |
| 2022-08-01 | 0.21756 |
| 2022-09-01 | 0.48874 |
| 2022-10-01 | 0.14490 |
| 2022-11-01 | 0.41180 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 1.81265 |
| 2023-02-01 | 0.53282 |
| 2023-03-01 | 0.33540 |
| 2023-04-01 | 1.91303 |
| 2023-05-01 | 5.77975 |
| 2023-06-01 | 2.11383 |
| 2023-07-01 | 1.39277 |
| 2023-08-01 | 1.68587 |
| 2023-09-01 | 1.12921 |
| 2023-10-01 | 0.85617 |
| 2023-11-01 | 0.22078 |
| 2023-12-01 | 0.37032 |
| 2024-01-01 | 1.41644 |
| 2024-02-01 | 0.76075 |
| 2024-03-01 | 0.17980 |
| 2024-04-01 | 0.67102 |
| 2024-05-01 | 0.00000 |
| 2024-06-01 | 0.74637 |
| 2024-07-01 | 0.88355 |
| 2024-08-01 | 0.78810 |
| 2024-09-01 | 0.44263 |
| 2024-10-01 | 1.17099 |
