Federal Reserve Economic Data

Table Data - Equity Market Volatility Tracker: Intellectual Property Policy

Title Equity Market Volatility Tracker: Intellectual Property Policy
Series ID EMVIPPOL
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 0.00000
1985-02-01 0.00000
1985-03-01 0.00000
1985-04-01 0.00000
1985-05-01 0.00000
1985-06-01 0.00000
1985-07-01 0.00000
1985-08-01 0.00000
1985-09-01 0.07282
1985-10-01 0.00000
1985-11-01 0.00000
1985-12-01 0.06413
1986-01-01 0.00000
1986-02-01 0.00000
1986-03-01 0.00000
1986-04-01 0.00000
1986-05-01 0.00000
1986-06-01 0.00000
1986-07-01 0.00000
1986-08-01 0.00000
1986-09-01 0.06892
1986-10-01 0.00000
1986-11-01 0.00000
1986-12-01 0.00000
1987-01-01 0.00000
1987-02-01 0.00000
1987-03-01 0.00000
1987-04-01 0.00000
1987-05-01 0.00000
1987-06-01 0.05519
1987-07-01 0.00000
1987-08-01 0.00000
1987-09-01 0.00000
1987-10-01 0.00000
1987-11-01 0.05629
1987-12-01 0.10908
1988-01-01 0.05483
1988-02-01 0.00000
1988-03-01 0.00000
1988-04-01 0.05514
1988-05-01 0.00000
1988-06-01 0.05067
1988-07-01 0.00000
1988-08-01 0.00000
1988-09-01 0.00000
1988-10-01 0.00000
1988-11-01 0.00000
1988-12-01 0.00000
1989-01-01 0.00000
1989-02-01 0.00000
1989-03-01 0.00000
1989-04-01 0.00000
1989-05-01 0.05009
1989-06-01 0.00000
1989-07-01 0.00000
1989-08-01 0.05276
1989-09-01 0.00000
1989-10-01 0.00000
1989-11-01 0.00000
1989-12-01 0.10051
1990-01-01 0.04822
1990-02-01 0.00000
1990-03-01 0.04455
1990-04-01 0.00000
1990-05-01 0.00000
1990-06-01 0.04902
1990-07-01 0.05636
1990-08-01 0.09522
1990-09-01 0.00000
1990-10-01 0.00000
1990-11-01 0.00000
1990-12-01 0.00000
1991-01-01 0.00000
1991-02-01 0.00000
1991-03-01 0.00000
1991-04-01 0.05477
1991-05-01 0.00000
1991-06-01 0.00000
1991-07-01 0.00000
1991-08-01 0.00000
1991-09-01 0.00000
1991-10-01 0.05151
1991-11-01 0.05441
1991-12-01 0.05094
1992-01-01 0.00000
1992-02-01 0.00000
1992-03-01 0.00000
1992-04-01 0.00000
1992-05-01 0.05319
1992-06-01 0.00000
1992-07-01 0.04956
1992-08-01 0.08783
1992-09-01 0.04687
1992-10-01 0.04923
1992-11-01 0.04817
1992-12-01 0.00000
1993-01-01 0.00000
1993-02-01 0.00000
1993-03-01 0.00000
1993-04-01 0.05454
1993-05-01 0.05740
1993-06-01 0.00000
1993-07-01 0.34352
1993-08-01 0.00000
1993-09-01 0.05766
1993-10-01 0.10300
1993-11-01 0.00000
1993-12-01 0.00000
1994-01-01 0.00000
1994-02-01 0.00000
1994-03-01 0.05137
1994-04-01 0.05741
1994-05-01 0.05063
1994-06-01 0.00000
1994-07-01 0.00000
1994-08-01 0.00000
1994-09-01 0.00000
1994-10-01 0.05005
1994-11-01 0.00000
1994-12-01 0.00000
1995-01-01 0.00000
1995-02-01 0.00000
1995-03-01 0.05458
1995-04-01 0.00000
1995-05-01 0.00000
1995-06-01 0.00000
1995-07-01 0.06087
1995-08-01 0.00000
1995-09-01 0.00000
1995-10-01 0.00000
1995-11-01 0.05889
1995-12-01 0.06061
1996-01-01 0.00000
1996-02-01 0.06277
1996-03-01 0.05814
1996-04-01 0.00000
1996-05-01 0.00000
1996-06-01 0.00000
1996-07-01 0.00000
1996-08-01 0.06259
1996-09-01 0.00000
1996-10-01 0.00000
1996-11-01 0.00000
1996-12-01 0.00000
1997-01-01 0.00000
1997-02-01 0.00000
1997-03-01 0.00000
1997-04-01 0.05549
1997-05-01 0.00000
1997-06-01 0.00000
1997-07-01 0.00000
1997-08-01 0.00000
1997-09-01 0.00000
1997-10-01 0.00000
1997-11-01 0.10391
1997-12-01 0.00000
1998-01-01 0.00000
1998-02-01 0.00000
1998-03-01 0.00000
1998-04-01 0.04893
1998-05-01 0.00000
1998-06-01 0.00000
1998-07-01 0.05244
1998-08-01 0.05476
1998-09-01 0.05235
1998-10-01 0.05145
1998-11-01 0.00000
1998-12-01 0.00000
1999-01-01 0.00000
1999-02-01 0.00000
1999-03-01 0.05084
1999-04-01 0.00000
1999-05-01 0.00000
1999-06-01 0.00000
1999-07-01 0.00000
1999-08-01 0.05925
1999-09-01 0.00000
1999-10-01 0.00000
1999-11-01 0.00000
1999-12-01 0.00000
2000-01-01 0.00000
2000-02-01 0.00000
2000-03-01 0.00000
2000-04-01 0.00000
2000-05-01 0.05718
2000-06-01 0.00000
2000-07-01 0.05524
2000-08-01 0.05324
2000-09-01 0.05360
2000-10-01 0.05282
2000-11-01 0.11206
2000-12-01 0.06327
2001-01-01 0.05518
2001-02-01 0.00000
2001-03-01 0.15679
2001-04-01 0.10549
2001-05-01 0.10832
2001-06-01 0.16250
2001-07-01 0.00000
2001-08-01 0.00000
2001-09-01 0.00000
2001-10-01 0.05147
2001-11-01 0.00000
2001-12-01 0.00000
2002-01-01 0.05920
2002-02-01 0.05819
2002-03-01 0.00000
2002-04-01 0.05723
2002-05-01 0.00000
2002-06-01 0.05863
2002-07-01 0.00000
2002-08-01 0.06570
2002-09-01 0.06244
2002-10-01 0.00000
2002-11-01 0.00000
2002-12-01 0.05589
2003-01-01 0.00000
2003-02-01 0.12122
2003-03-01 0.00000
2003-04-01 0.00000
2003-05-01 0.00000
2003-06-01 0.05305
2003-07-01 0.00000
2003-08-01 0.00000
2003-09-01 0.00000
2003-10-01 0.08999
2003-11-01 0.04793
2003-12-01 0.00000
2004-01-01 0.15859
2004-02-01 0.05196
2004-03-01 0.00000
2004-04-01 0.00000
2004-05-01 0.00000
2004-06-01 0.00000
2004-07-01 0.00000
2004-08-01 0.05160
2004-09-01 0.00000
2004-10-01 0.00000
2004-11-01 0.05236
2004-12-01 0.10308
2005-01-01 0.00000
2005-02-01 0.00000
2005-03-01 0.04809
2005-04-01 0.00000
2005-05-01 0.00000
2005-06-01 0.00000
2005-07-01 0.00000
2005-08-01 0.05709
2005-09-01 0.04791
2005-10-01 0.00000
2005-11-01 0.00000
2005-12-01 0.05596
2006-01-01 0.00000
2006-02-01 0.00000
2006-03-01 0.00000
2006-04-01 0.04868
2006-05-01 0.00000
2006-06-01 0.00000
2006-07-01 0.05762
2006-08-01 0.05584
2006-09-01 0.00000
2006-10-01 0.00000
2006-11-01 0.08757
2006-12-01 0.23513
2007-01-01 0.00000
2007-02-01 0.10161
2007-03-01 0.09194
2007-04-01 0.04507
2007-05-01 0.00000
2007-06-01 0.13979
2007-07-01 0.00000
2007-08-01 0.15622
2007-09-01 0.00000
2007-10-01 0.00000
2007-11-01 0.00000
2007-12-01 0.10286
2008-01-01 0.00000
2008-02-01 0.05147
2008-03-01 0.04743
2008-04-01 0.04682
2008-05-01 0.00000
2008-06-01 0.00000
2008-07-01 0.00000
2008-08-01 0.13730
2008-09-01 0.00000
2008-10-01 0.06104
2008-11-01 0.06012
2008-12-01 0.11878
2009-01-01 0.00000
2009-02-01 0.00000
2009-03-01 0.00000
2009-04-01 0.00000
2009-05-01 0.00000
2009-06-01 0.00000
2009-07-01 0.00000
2009-08-01 0.00000
2009-09-01 0.00000
2009-10-01 0.00000
2009-11-01 0.00000
2009-12-01 0.10108
2010-01-01 0.00000
2010-02-01 0.00000
2010-03-01 0.00000
2010-04-01 0.05695
2010-05-01 0.05508
2010-06-01 0.00000
2010-07-01 0.05797
2010-08-01 0.05316
2010-09-01 0.00000
2010-10-01 0.00000
2010-11-01 0.05687
2010-12-01 0.00000
2011-01-01 0.11453
2011-02-01 0.00000
2011-03-01 0.00000
2011-04-01 0.00000
2011-05-01 0.00000
2011-06-01 0.00000
2011-07-01 0.06705
2011-08-01 0.22798
2011-09-01 0.00000
2011-10-01 0.00000
2011-11-01 0.06056
2011-12-01 0.00000
2012-01-01 0.00000
2012-02-01 0.07118
2012-03-01 0.00000
2012-04-01 0.00000
2012-05-01 0.00000
2012-06-01 0.00000
2012-07-01 0.00000
2012-08-01 0.00000
2012-09-01 0.00000
2012-10-01 0.05595
2012-11-01 0.00000
2012-12-01 0.00000
2013-01-01 0.00000
2013-02-01 0.00000
2013-03-01 0.00000
2013-04-01 0.10091
2013-05-01 0.04970
2013-06-01 0.00000
2013-07-01 0.00000
2013-08-01 0.00000
2013-09-01 0.00000
2013-10-01 0.00000
2013-11-01 0.00000
2013-12-01 0.00000
2014-01-01 0.22858
2014-02-01 0.10658
2014-03-01 0.00000
2014-04-01 0.00000
2014-05-01 0.05848
2014-06-01 0.05456
2014-07-01 0.00000
2014-08-01 0.00000
2014-09-01 0.00000
2014-10-01 0.00000
2014-11-01 0.00000
2014-12-01 0.00000
2015-01-01 0.00000
2015-02-01 0.00000
2015-03-01 0.00000
2015-04-01 0.00000
2015-05-01 0.00000
2015-06-01 0.00000
2015-07-01 0.00000
2015-08-01 0.07715
2015-09-01 0.00000
2015-10-01 0.00000
2015-11-01 0.00000
2015-12-01 0.00000
2016-01-01 0.00000
2016-02-01 0.00000
2016-03-01 0.00000
2016-04-01 0.00000
2016-05-01 0.00000
2016-06-01 0.00000
2016-07-01 0.00000
2016-08-01 0.00000
2016-09-01 0.00000
2016-10-01 0.00000
2016-11-01 0.00000
2016-12-01 0.00000
2017-01-01 0.00000
2017-02-01 0.00000
2017-03-01 0.00000
2017-04-01 0.00000
2017-05-01 0.00000
2017-06-01 0.00000
2017-07-01 0.00000
2017-08-01 0.00000
2017-09-01 0.00000
2017-10-01 0.00000
2017-11-01 0.00000
2017-12-01 0.00000
2018-01-01 0.12012
2018-02-01 0.00000
2018-03-01 0.10931
2018-04-01 0.10401
2018-05-01 0.00000
2018-06-01 0.00000
2018-07-01 0.00000
2018-08-01 0.00000
2018-09-01 0.00000
2018-10-01 0.00000
2018-11-01 0.00000
2018-12-01 0.00000
2019-01-01 0.00000
2019-02-01 0.12540
2019-03-01 0.00000
2019-04-01 0.00000
2019-05-01 0.00000
2019-06-01 0.00000
2019-07-01 0.00000
2019-08-01 0.00000
2019-09-01 0.00000
2019-10-01 0.00000
2019-11-01 0.00000
2019-12-01 0.00000
2020-01-01 0.00000
2020-02-01 0.00000
2020-03-01 0.00000
2020-04-01 0.00000
2020-05-01 0.00000
2020-06-01 0.00000
2020-07-01 0.00000
2020-08-01 0.00000
2020-09-01 0.00000
2020-10-01 0.00000
2020-11-01 0.00000
2020-12-01 0.00000
2021-01-01 0.00000
2021-02-01 0.00000
2021-03-01 0.00000
2021-04-01 0.00000
2021-05-01 0.00000
2021-06-01 0.00000
2021-07-01 0.00000
2021-08-01 0.00000
2021-09-01 0.00000
2021-10-01 0.00000
2021-11-01 0.00000
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 0.00000
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 0.00000
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 0.00000
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 0.00000
2024-05-01 0.00000
2024-06-01 0.00000
2024-07-01 0.00000
2024-08-01 0.00000
2024-09-01 0.00000
2024-10-01 0.00000

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