Federal Reserve Economic Data

Table Data - Equity Market Volatility Tracker: Housing And Land Management

Title Equity Market Volatility Tracker: Housing And Land Management
Series ID EMVHOUSELANDMGMT
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 2024-11-01
Last Updated 2024-12-13 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 0.08087
1985-03-01 0.08269
1985-04-01 0.00000
1985-05-01 0.06602
1985-06-01 0.06578
1985-07-01 0.16384
1985-08-01 0.00000
1985-09-01 0.00000
1985-10-01 0.06266
1985-11-01 0.00000
1985-12-01 0.12827
1986-01-01 0.06576
1986-02-01 0.24238
1986-03-01 0.13348
1986-04-01 0.00000
1986-05-01 0.06942
1986-06-01 0.00000
1986-07-01 0.07286
1986-08-01 0.06787
1986-09-01 0.06892
1986-10-01 0.06405
1986-11-01 0.18783
1986-12-01 0.05830
1987-01-01 0.11880
1987-02-01 0.17653
1987-03-01 0.05267
1987-04-01 0.11452
1987-05-01 0.05805
1987-06-01 0.16557
1987-07-01 0.05391
1987-08-01 0.00000
1987-09-01 0.19594
1987-10-01 0.05489
1987-11-01 0.16887
1987-12-01 0.32724
1988-01-01 0.16449
1988-02-01 0.05516
1988-03-01 0.10090
1988-04-01 0.16543
1988-05-01 0.00000
1988-06-01 0.20269
1988-07-01 0.24018
1988-08-01 0.05396
1988-09-01 0.30198
1988-10-01 0.36267
1988-11-01 0.15215
1988-12-01 0.24898
1989-01-01 0.10934
1989-02-01 0.22805
1989-03-01 0.13661
1989-04-01 0.13825
1989-05-01 0.20035
1989-06-01 0.34998
1989-07-01 0.36458
1989-08-01 0.36929
1989-09-01 0.39159
1989-10-01 0.28432
1989-11-01 0.30126
1989-12-01 0.15076
1990-01-01 0.04822
1990-02-01 0.00000
1990-03-01 0.04455
1990-04-01 0.14933
1990-05-01 0.21007
1990-06-01 0.24509
1990-07-01 0.16909
1990-08-01 0.09522
1990-09-01 0.20183
1990-10-01 0.10281
1990-11-01 0.14152
1990-12-01 0.26932
1991-01-01 0.15628
1991-02-01 0.25985
1991-03-01 0.10822
1991-04-01 0.32864
1991-05-01 0.26109
1991-06-01 0.21946
1991-07-01 0.11426
1991-08-01 0.15754
1991-09-01 0.21088
1991-10-01 0.15454
1991-11-01 0.27203
1991-12-01 0.10189
1992-01-01 0.11035
1992-02-01 0.05651
1992-03-01 0.25559
1992-04-01 0.16009
1992-05-01 0.15958
1992-06-01 0.16372
1992-07-01 0.34692
1992-08-01 0.04392
1992-09-01 0.14060
1992-10-01 0.24617
1992-11-01 0.14450
1992-12-01 0.00000
1993-01-01 0.11288
1993-02-01 0.05962
1993-03-01 0.05499
1993-04-01 0.10907
1993-05-01 0.17221
1993-06-01 0.16973
1993-07-01 0.17176
1993-08-01 0.11373
1993-09-01 0.28829
1993-10-01 0.00000
1993-11-01 0.00000
1993-12-01 0.10613
1994-01-01 0.05170
1994-02-01 0.10713
1994-03-01 0.10275
1994-04-01 0.17222
1994-05-01 0.15189
1994-06-01 0.24642
1994-07-01 0.28566
1994-08-01 0.10208
1994-09-01 0.16886
1994-10-01 0.25027
1994-11-01 0.20922
1994-12-01 0.15243
1995-01-01 0.10884
1995-02-01 0.06281
1995-03-01 0.05458
1995-04-01 0.10820
1995-05-01 0.05413
1995-06-01 0.00000
1995-07-01 0.12173
1995-08-01 0.11472
1995-09-01 0.05386
1995-10-01 0.21927
1995-11-01 0.00000
1995-12-01 0.30305
1996-01-01 0.13250
1996-02-01 0.12554
1996-03-01 0.05814
1996-04-01 0.05851
1996-05-01 0.11135
1996-06-01 0.17963
1996-07-01 0.18742
1996-08-01 0.25036
1996-09-01 0.11087
1996-10-01 0.27747
1996-11-01 0.06007
1996-12-01 0.29689
1997-01-01 0.10963
1997-02-01 0.54876
1997-03-01 0.05265
1997-04-01 0.11099
1997-05-01 0.10482
1997-06-01 0.21032
1997-07-01 0.11528
1997-08-01 0.10501
1997-09-01 0.14875
1997-10-01 0.10031
1997-11-01 0.15586
1997-12-01 0.00000
1998-01-01 0.10666
1998-02-01 0.00000
1998-03-01 0.27046
1998-04-01 0.00000
1998-05-01 0.05008
1998-06-01 0.10410
1998-07-01 0.36710
1998-08-01 0.10951
1998-09-01 0.20940
1998-10-01 0.15436
1998-11-01 0.11318
1998-12-01 0.05212
1999-01-01 0.39556
1999-02-01 0.10773
1999-03-01 0.20335
1999-04-01 0.14449
1999-05-01 0.28936
1999-06-01 0.20001
1999-07-01 0.27716
1999-08-01 0.23701
1999-09-01 0.05389
1999-10-01 0.26216
1999-11-01 0.21137
1999-12-01 0.00000
2000-01-01 0.23418
2000-02-01 0.05857
2000-03-01 0.16951
2000-04-01 0.18325
2000-05-01 0.17154
2000-06-01 0.22957
2000-07-01 0.11048
2000-08-01 0.15971
2000-09-01 0.26799
2000-10-01 0.26408
2000-11-01 0.16810
2000-12-01 0.25310
2001-01-01 0.11037
2001-02-01 0.11202
2001-03-01 0.20906
2001-04-01 0.36920
2001-05-01 0.05416
2001-06-01 0.16250
2001-07-01 0.05622
2001-08-01 0.22250
2001-09-01 0.38870
2001-10-01 0.30882
2001-11-01 0.11578
2001-12-01 0.23765
2002-01-01 0.05920
2002-02-01 0.00000
2002-03-01 0.26060
2002-04-01 0.11446
2002-05-01 0.00000
2002-06-01 0.23451
2002-07-01 0.13127
2002-08-01 0.13139
2002-09-01 0.24976
2002-10-01 0.21477
2002-11-01 0.11370
2002-12-01 0.11178
2003-01-01 0.10998
2003-02-01 0.18183
2003-03-01 0.16118
2003-04-01 0.21479
2003-05-01 0.00000
2003-06-01 0.15915
2003-07-01 0.11182
2003-08-01 0.16196
2003-09-01 0.00000
2003-10-01 0.17998
2003-11-01 0.04793
2003-12-01 0.10602
2004-01-01 0.15859
2004-02-01 0.10392
2004-03-01 0.04837
2004-04-01 0.36075
2004-05-01 0.05227
2004-06-01 0.20888
2004-07-01 0.05552
2004-08-01 0.20639
2004-09-01 0.20430
2004-10-01 0.09979
2004-11-01 0.15709
2004-12-01 0.25769
2005-01-01 0.15676
2005-02-01 0.11060
2005-03-01 0.09617
2005-04-01 0.30675
2005-05-01 0.15361
2005-06-01 0.05226
2005-07-01 0.04730
2005-08-01 0.11417
2005-09-01 0.09581
2005-10-01 0.13622
2005-11-01 0.05178
2005-12-01 0.27980
2006-01-01 0.05681
2006-02-01 0.10114
2006-03-01 0.00000
2006-04-01 0.09735
2006-05-01 0.15820
2006-06-01 0.00000
2006-07-01 0.11524
2006-08-01 0.00000
2006-09-01 0.14786
2006-10-01 0.14396
2006-11-01 0.08757
2006-12-01 0.14108
2007-01-01 0.00000
2007-02-01 0.20323
2007-03-01 0.36774
2007-04-01 0.36055
2007-05-01 0.22785
2007-06-01 0.04660
2007-07-01 0.20665
2007-08-01 0.57281
2007-09-01 0.80075
2007-10-01 0.09763
2007-11-01 0.33594
2007-12-01 0.82289
2008-01-01 0.63986
2008-02-01 0.20587
2008-03-01 1.47042
2008-04-01 0.74908
2008-05-01 0.52184
2008-06-01 0.31007
2008-07-01 0.95800
2008-08-01 0.41190
2008-09-01 1.80535
2008-10-01 0.85462
2008-11-01 1.14219
2008-12-01 1.12843
2009-01-01 0.41710
2009-02-01 0.25666
2009-03-01 0.59859
2009-04-01 0.66301
2009-05-01 0.59183
2009-06-01 0.77852
2009-07-01 0.38322
2009-08-01 0.49283
2009-09-01 0.41957
2009-10-01 0.31943
2009-11-01 0.57463
2009-12-01 0.35376
2010-01-01 0.70471
2010-02-01 0.27737
2010-03-01 0.37555
2010-04-01 0.17085
2010-05-01 0.38555
2010-06-01 0.34090
2010-07-01 0.28986
2010-08-01 0.10631
2010-09-01 0.41569
2010-10-01 0.14887
2010-11-01 0.11374
2010-12-01 0.43904
2011-01-01 0.40085
2011-02-01 0.49103
2011-03-01 0.17621
2011-04-01 0.38790
2011-05-01 0.17825
2011-06-01 0.59254
2011-07-01 0.26818
2011-08-01 0.53196
2011-09-01 1.07849
2011-10-01 0.84143
2011-11-01 0.42395
2011-12-01 0.33778
2012-01-01 0.30219
2012-02-01 0.78298
2012-03-01 0.42846
2012-04-01 0.23533
2012-05-01 0.20055
2012-06-01 0.47912
2012-07-01 0.66160
2012-08-01 0.24706
2012-09-01 0.48823
2012-10-01 0.33570
2012-11-01 0.21765
2012-12-01 0.35693
2013-01-01 0.18208
2013-02-01 0.58963
2013-03-01 0.17519
2013-04-01 0.35320
2013-05-01 0.24850
2013-06-01 0.14643
2013-07-01 0.41934
2013-08-01 0.67025
2013-09-01 0.51442
2013-10-01 0.05574
2013-11-01 0.66078
2013-12-01 0.56932
2014-01-01 0.17143
2014-02-01 0.21317
2014-03-01 0.17867
2014-04-01 0.48974
2014-05-01 0.23391
2014-06-01 0.32734
2014-07-01 0.47645
2014-08-01 0.50047
2014-09-01 0.39152
2014-10-01 0.67018
2014-11-01 0.32164
2014-12-01 0.36489
2015-01-01 0.60875
2015-02-01 0.30466
2015-03-01 0.11623
2015-04-01 0.20383
2015-05-01 0.23314
2015-06-01 0.34985
2015-07-01 0.28570
2015-08-01 0.38576
2015-09-01 0.21995
2015-10-01 0.32961
2015-11-01 0.35156
2015-12-01 0.14898
2016-01-01 0.25344
2016-02-01 0.00000
2016-03-01 0.08613
2016-04-01 0.14611
2016-05-01 0.09708
2016-06-01 0.00000
2016-07-01 0.08958
2016-08-01 0.30714
2016-09-01 0.08444
2016-10-01 0.39649
2016-11-01 0.57388
2016-12-01 0.09976
2017-01-01 0.51858
2017-02-01 0.11053
2017-03-01 0.19003
2017-04-01 0.35497
2017-05-01 0.09671
2017-06-01 0.00000
2017-07-01 0.33120
2017-08-01 0.35382
2017-09-01 0.43106
2017-10-01 0.08946
2017-11-01 0.24581
2017-12-01 0.13637
2018-01-01 0.12012
2018-02-01 0.49085
2018-03-01 0.10931
2018-04-01 0.00000
2018-05-01 0.00000
2018-06-01 0.00000
2018-07-01 0.00000
2018-08-01 0.22533
2018-09-01 0.61632
2018-10-01 0.35659
2018-11-01 0.15209
2018-12-01 0.45279
2019-01-01 0.73942
2019-02-01 0.37621
2019-03-01 1.32581
2019-04-01 0.15543
2019-05-01 0.37793
2019-06-01 0.13839
2019-07-01 0.17024
2019-08-01 0.43908
2019-09-01 0.00000
2019-10-01 0.21259
2019-11-01 0.15002
2019-12-01 0.31483
2020-01-01 0.13185
2020-02-01 0.33484
2020-03-01 0.81865
2020-04-01 0.52731
2020-05-01 1.25406
2020-06-01 0.37236
2020-07-01 0.62220
2020-08-01 0.65212
2020-09-01 0.15390
2020-10-01 0.51584
2020-11-01 0.45887
2020-12-01 0.84802
2021-01-01 1.20071
2021-02-01 0.00000
2021-03-01 0.80110
2021-04-01 0.16128
2021-05-01 1.38037
2021-06-01 0.17017
2021-07-01 0.00000
2021-08-01 0.00000
2021-09-01 0.00000
2021-10-01 0.80672
2021-11-01 0.28556
2021-12-01 0.00000
2022-01-01 0.00000
2022-02-01 0.00000
2022-03-01 0.00000
2022-04-01 0.00000
2022-05-01 0.00000
2022-06-01 1.06053
2022-07-01 0.00000
2022-08-01 0.00000
2022-09-01 0.00000
2022-10-01 0.00000
2022-11-01 0.00000
2022-12-01 0.31882
2023-01-01 0.30211
2023-02-01 0.00000
2023-03-01 0.16770
2023-04-01 0.31884
2023-05-01 0.00000
2023-06-01 0.00000
2023-07-01 0.00000
2023-08-01 0.00000
2023-09-01 0.00000
2023-10-01 0.00000
2023-11-01 0.00000
2023-12-01 0.00000
2024-01-01 0.00000
2024-02-01 0.00000
2024-03-01 0.00000
2024-04-01 0.33551
2024-05-01 0.31187
2024-06-01 0.00000
2024-07-01 0.44177
2024-08-01 0.00000
2024-09-01 0.00000
2024-10-01 0.37572
2024-11-01 0.41262

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