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: 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 2024-03-01 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 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 2.88552 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 0.97315 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 7.24470 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 0.76102 2024-03-01 0.19063