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 2024-10-01 |
| 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 | 0.08087 |
| 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 | 0.39033 |
