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: Macroeconomic News and Outlook: Business Investment And Sentiment Series ID: EMVMACROBUS 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 0.00000 1985-02-01 0.00000 1985-03-01 0.24807 1985-04-01 0.14258 1985-05-01 0.13203 1985-06-01 0.06578 1985-07-01 0.08192 1985-08-01 0.25148 1985-09-01 0.29129 1985-10-01 0.18797 1985-11-01 0.14364 1985-12-01 0.12827 1986-01-01 0.32878 1986-02-01 0.08079 1986-03-01 0.46718 1986-04-01 0.26103 1986-05-01 0.20826 1986-06-01 0.18268 1986-07-01 0.36431 1986-08-01 0.33936 1986-09-01 0.41350 1986-10-01 0.25618 1986-11-01 0.25043 1986-12-01 0.29150 1987-01-01 0.59398 1987-02-01 0.29422 1987-03-01 0.26335 1987-04-01 0.28630 1987-05-01 0.40636 1987-06-01 0.22076 1987-07-01 0.10781 1987-08-01 0.41753 1987-09-01 0.34289 1987-10-01 1.15265 1987-11-01 0.78805 1987-12-01 0.76357 1988-01-01 1.42561 1988-02-01 0.44125 1988-03-01 0.25224 1988-04-01 0.44116 1988-05-01 0.60692 1988-06-01 0.30404 1988-07-01 0.12009 1988-08-01 0.37770 1988-09-01 0.20132 1988-10-01 0.56992 1988-11-01 0.20287 1988-12-01 0.34857 1989-01-01 0.54671 1989-02-01 0.39910 1989-03-01 0.09108 1989-04-01 0.27650 1989-05-01 0.25044 1989-06-01 0.09999 1989-07-01 0.26041 1989-08-01 0.21102 1989-09-01 0.53843 1989-10-01 0.52124 1989-11-01 0.05021 1989-12-01 0.35177 1990-01-01 0.19286 1990-02-01 0.29612 1990-03-01 0.04455 1990-04-01 0.24888 1990-05-01 0.16806 1990-06-01 0.04902 1990-07-01 0.22546 1990-08-01 0.28566 1990-09-01 0.10092 1990-10-01 0.30843 1990-11-01 0.18869 1990-12-01 0.37705 1991-01-01 0.26046 1991-02-01 0.64962 1991-03-01 0.21645 1991-04-01 0.05477 1991-05-01 0.20887 1991-06-01 0.05486 1991-07-01 0.17139 1991-08-01 0.26256 1991-09-01 0.26360 1991-10-01 0.15454 1991-11-01 0.43525 1991-12-01 0.15283 1992-01-01 0.22069 1992-02-01 0.22603 1992-03-01 0.56230 1992-04-01 0.53363 1992-05-01 0.15958 1992-06-01 0.21829 1992-07-01 0.24780 1992-08-01 0.17566 1992-09-01 0.23434 1992-10-01 0.09847 1992-11-01 0.38534 1992-12-01 0.29146 1993-01-01 0.16933 1993-02-01 0.23847 1993-03-01 0.21997 1993-04-01 0.21814 1993-05-01 0.17221 1993-06-01 0.39603 1993-07-01 0.05725 1993-08-01 0.22745 1993-09-01 0.28829 1993-10-01 0.15450 1993-11-01 0.26806 1993-12-01 0.05307 1994-01-01 0.31018 1994-02-01 0.10713 1994-03-01 0.25687 1994-04-01 0.22963 1994-05-01 0.15189 1994-06-01 0.39428 1994-07-01 0.17140 1994-08-01 0.45937 1994-09-01 0.22515 1994-10-01 0.00000 1994-11-01 0.05231 1994-12-01 0.10162 1995-01-01 0.38096 1995-02-01 0.25125 1995-03-01 0.27291 1995-04-01 0.27051 1995-05-01 0.05413 1995-06-01 0.40443 1995-07-01 0.30433 1995-08-01 0.17208 1995-09-01 0.10773 1995-10-01 0.32891 1995-11-01 0.23555 1995-12-01 0.18183 1996-01-01 0.39749 1996-02-01 0.12554 1996-03-01 0.23257 1996-04-01 0.29257 1996-05-01 0.16702 1996-06-01 0.35927 1996-07-01 0.31237 1996-08-01 0.37554 1996-09-01 0.11087 1996-10-01 0.16648 1996-11-01 0.42051 1996-12-01 0.65315 1997-01-01 0.27409 1997-02-01 0.27438 1997-03-01 0.31591 1997-04-01 0.66592 1997-05-01 0.15723 1997-06-01 0.57837 1997-07-01 0.40349 1997-08-01 0.26253 1997-09-01 0.29750 1997-10-01 0.40126 1997-11-01 0.62346 1997-12-01 0.31158 1998-01-01 0.31997 1998-02-01 0.20915 1998-03-01 0.13523 1998-04-01 0.48928 1998-05-01 0.60101 1998-06-01 0.41639 1998-07-01 0.36710 1998-08-01 0.65708 1998-09-01 0.99466 1998-10-01 1.33775 1998-11-01 0.73566 1998-12-01 0.36482 1999-01-01 0.28254 1999-02-01 0.37706 1999-03-01 0.20335 1999-04-01 0.28897 1999-05-01 0.28936 1999-06-01 0.20001 1999-07-01 0.55432 1999-08-01 0.29627 1999-09-01 0.48504 1999-10-01 0.36702 1999-11-01 0.21137 1999-12-01 0.58161 2000-01-01 0.23418 2000-02-01 0.35141 2000-03-01 0.16951 2000-04-01 0.54974 2000-05-01 0.34308 2000-06-01 0.00000 2000-07-01 0.16572 2000-08-01 0.10647 2000-09-01 0.21439 2000-10-01 0.63380 2000-11-01 0.67239 2000-12-01 0.75930 2001-01-01 0.99331 2001-02-01 0.72815 2001-03-01 0.88848 2001-04-01 1.00211 2001-05-01 1.13733 2001-06-01 0.59582 2001-07-01 0.84328 2001-08-01 0.89001 2001-09-01 1.49001 2001-10-01 1.02940 2001-11-01 0.52103 2001-12-01 0.47529 2002-01-01 0.76958 2002-02-01 0.58190 2002-03-01 0.72967 2002-04-01 0.74397 2002-05-01 0.48366 2002-06-01 0.82079 2002-07-01 1.18146 2002-08-01 1.51099 2002-09-01 1.62344 2002-10-01 1.02016 2002-11-01 1.19382 2002-12-01 1.06187 2003-01-01 1.31971 2003-02-01 0.84856 2003-03-01 0.91338 2003-04-01 1.23504 2003-05-01 1.22738 2003-06-01 0.79575 2003-07-01 0.27954 2003-08-01 0.75583 2003-09-01 0.21362 2003-10-01 0.49495 2003-11-01 0.38347 2003-12-01 0.26506 2004-01-01 0.37004 2004-02-01 0.10392 2004-03-01 0.19348 2004-04-01 0.15461 2004-05-01 0.20906 2004-06-01 0.46998 2004-07-01 0.11105 2004-08-01 0.46438 2004-09-01 0.20430 2004-10-01 0.24946 2004-11-01 0.20946 2004-12-01 0.30923 2005-01-01 0.26127 2005-02-01 0.11060 2005-03-01 0.28851 2005-04-01 0.51126 2005-05-01 0.46083 2005-06-01 0.36583 2005-07-01 0.23650 2005-08-01 0.34252 2005-09-01 0.28744 2005-10-01 0.27243 2005-11-01 0.10356 2005-12-01 0.27980 2006-01-01 0.39768 2006-02-01 0.05057 2006-03-01 0.13958 2006-04-01 0.24338 2006-05-01 0.36913 2006-06-01 0.11395 2006-07-01 0.17287 2006-08-01 0.33504 2006-09-01 0.34501 2006-10-01 0.14396 2006-11-01 0.26270 2006-12-01 0.37621 2007-01-01 0.22553 2007-02-01 0.25404 2007-03-01 0.64355 2007-04-01 0.58589 2007-05-01 0.27342 2007-06-01 0.41938 2007-07-01 0.10333 2007-08-01 0.93733 2007-09-01 0.50047 2007-10-01 0.29289 2007-11-01 0.33594 2007-12-01 0.36001 2008-01-01 0.47989 2008-02-01 0.46320 2008-03-01 0.23716 2008-04-01 0.14045 2008-05-01 0.18976 2008-06-01 0.04430 2008-07-01 0.22541 2008-08-01 0.18307 2008-09-01 0.18676 2008-10-01 0.36627 2008-11-01 0.30058 2008-12-01 0.17817 2009-01-01 0.17876 2009-02-01 0.19250 2009-03-01 0.17958 2009-04-01 0.27625 2009-05-01 0.11837 2009-06-01 0.00000 2009-07-01 0.10949 2009-08-01 0.10952 2009-09-01 0.20979 2009-10-01 0.31943 2009-11-01 0.11493 2009-12-01 0.20215 2010-01-01 0.35236 2010-02-01 0.05547 2010-03-01 0.05365 2010-04-01 0.05695 2010-05-01 0.55079 2010-06-01 0.34090 2010-07-01 0.28986 2010-08-01 0.31893 2010-09-01 0.15589 2010-10-01 0.09925 2010-11-01 0.51183 2010-12-01 0.43904 2011-01-01 0.34358 2011-02-01 0.21823 2011-03-01 0.11747 2011-04-01 0.22166 2011-05-01 0.23767 2011-06-01 0.11851 2011-07-01 0.33523 2011-08-01 1.36789 2011-09-01 0.38065 2011-10-01 0.48082 2011-11-01 0.18169 2011-12-01 0.13511 2012-01-01 0.60438 2012-02-01 0.21354 2012-03-01 0.48967 2012-04-01 0.11767 2012-05-01 0.13370 2012-06-01 0.41068 2012-07-01 0.58809 2012-08-01 0.30882 2012-09-01 0.00000 2012-10-01 0.11190 2012-11-01 0.54412 2012-12-01 0.40792 2013-01-01 0.72831 2013-02-01 0.19654 2013-03-01 0.21899 2013-04-01 0.25229 2013-05-01 0.09940 2013-06-01 0.24405 2013-07-01 0.41934 2013-08-01 0.05156 2013-09-01 0.40010 2013-10-01 1.00340 2013-11-01 0.39647 2013-12-01 0.17080 2014-01-01 0.34287 2014-02-01 0.26646 2014-03-01 0.11911 2014-04-01 0.30609 2014-05-01 0.11696 2014-06-01 0.54557 2014-07-01 0.17867 2014-08-01 0.05561 2014-09-01 0.00000 2014-10-01 0.12185 2014-11-01 0.12866 2014-12-01 0.06081 2015-01-01 0.74402 2015-02-01 0.12186 2015-03-01 0.11623 2015-04-01 0.00000 2015-05-01 0.29142 2015-06-01 0.11662 2015-07-01 0.21427 2015-08-01 1.23444 2015-09-01 0.29327 2015-10-01 0.13184 2015-11-01 0.21094 2015-12-01 0.22347 2016-01-01 0.50688 2016-02-01 0.91740 2016-03-01 0.34453 2016-04-01 0.29223 2016-05-01 0.29125 2016-06-01 0.38359 2016-07-01 0.44788 2016-08-01 0.30714 2016-09-01 0.00000 2016-10-01 0.29737 2016-11-01 0.11478 2016-12-01 0.69831 2017-01-01 0.41486 2017-02-01 0.44212 2017-03-01 0.66510 2017-04-01 0.35497 2017-05-01 0.38684 2017-06-01 0.00000 2017-07-01 0.22080 2017-08-01 0.47176 2017-09-01 0.17242 2017-10-01 0.08946 2017-11-01 0.61453 2017-12-01 0.81821 2018-01-01 0.36036 2018-02-01 0.49085 2018-03-01 0.00000 2018-04-01 0.52005 2018-05-01 0.38271 2018-06-01 0.79303 2018-07-01 0.58770 2018-08-01 0.33800 2018-09-01 0.46224 2018-10-01 1.06977 2018-11-01 1.52087 2018-12-01 1.96210 2019-01-01 1.33096 2019-02-01 0.12540 2019-03-01 0.88387 2019-04-01 1.08800 2019-05-01 0.75587 2019-06-01 1.10714 2019-07-01 1.36189 2019-08-01 3.95173 2019-09-01 0.58535 2019-10-01 1.38185 2019-11-01 1.50018 2019-12-01 2.04638 2020-01-01 0.52741 2020-02-01 0.66969 2020-03-01 1.63731 2020-04-01 0.35154 2020-05-01 0.20901 2020-06-01 0.18618 2020-07-01 0.15555 2020-08-01 0.16303 2020-09-01 0.30779 2020-10-01 0.34390 2020-11-01 0.45887 2020-12-01 0.50881 2021-01-01 0.00000 2021-02-01 0.00000 2021-03-01 0.00000 2021-04-01 0.16128 2021-05-01 0.46012 2021-06-01 0.00000 2021-07-01 0.12134 2021-08-01 0.51687 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 0.53604 2022-04-01 0.00000 2022-05-01 0.00000 2022-06-01 0.66283 2022-07-01 0.79661 2022-08-01 0.21756 2022-09-01 0.36655 2022-10-01 0.28980 2022-11-01 0.54907 2022-12-01 0.00000 2023-01-01 1.05738 2023-02-01 0.00000 2023-03-01 0.16770 2023-04-01 0.15942 2023-05-01 0.16999 2023-06-01 0.19217 2023-07-01 0.34819 2023-08-01 0.00000 2023-09-01 0.37640 2023-10-01 0.00000 2023-11-01 0.00000 2023-12-01 0.00000 2024-01-01 0.53117 2024-02-01 0.00000 2024-03-01 0.00000