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: Other Financial Indicators Series ID: EMVMACROFININD 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 8:01 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 0.64594 1985-02-01 0.40435 1985-03-01 0.24807 1985-04-01 0.35644 1985-05-01 0.39609 1985-06-01 0.26314 1985-07-01 0.57344 1985-08-01 0.41913 1985-09-01 0.58257 1985-10-01 0.43861 1985-11-01 0.71818 1985-12-01 0.51307 1986-01-01 0.59180 1986-02-01 0.40396 1986-03-01 0.46718 1986-04-01 0.45680 1986-05-01 0.34711 1986-06-01 0.30446 1986-07-01 0.36431 1986-08-01 0.47510 1986-09-01 0.55133 1986-10-01 0.25618 1986-11-01 0.62609 1986-12-01 0.69961 1987-01-01 0.47518 1987-02-01 0.52959 1987-03-01 0.94807 1987-04-01 0.40082 1987-05-01 0.69661 1987-06-01 0.71745 1987-07-01 0.53907 1987-08-01 0.73067 1987-09-01 0.83273 1987-10-01 0.98798 1987-11-01 1.51980 1987-12-01 0.87265 1988-01-01 0.54831 1988-02-01 0.66188 1988-03-01 0.40358 1988-04-01 0.82717 1988-05-01 0.82762 1988-06-01 0.86144 1988-07-01 0.48036 1988-08-01 0.64748 1988-09-01 0.55363 1988-10-01 0.93259 1988-11-01 1.16651 1988-12-01 0.59754 1989-01-01 0.82007 1989-02-01 0.45611 1989-03-01 0.36430 1989-04-01 0.46083 1989-05-01 0.40070 1989-06-01 0.29998 1989-07-01 0.98957 1989-08-01 0.31653 1989-09-01 0.73423 1989-10-01 0.71079 1989-11-01 0.55231 1989-12-01 1.20606 1990-01-01 0.62681 1990-02-01 0.94759 1990-03-01 0.31184 1990-04-01 0.49776 1990-05-01 0.63021 1990-06-01 0.49018 1990-07-01 0.73273 1990-08-01 0.47610 1990-09-01 0.90826 1990-10-01 0.82248 1990-11-01 0.84911 1990-12-01 0.80797 1991-01-01 1.09395 1991-02-01 0.90947 1991-03-01 0.54112 1991-04-01 0.38342 1991-05-01 0.67883 1991-06-01 0.43892 1991-07-01 0.45704 1991-08-01 0.68267 1991-09-01 0.84351 1991-10-01 0.61817 1991-11-01 0.92491 1991-12-01 0.91698 1992-01-01 0.99311 1992-02-01 0.33904 1992-03-01 0.46006 1992-04-01 0.58699 1992-05-01 0.63832 1992-06-01 0.38200 1992-07-01 0.54516 1992-08-01 0.21958 1992-09-01 0.84361 1992-10-01 0.44310 1992-11-01 0.67435 1992-12-01 0.24289 1993-01-01 0.45153 1993-02-01 0.41732 1993-03-01 0.38495 1993-04-01 0.54536 1993-05-01 0.40183 1993-06-01 0.67890 1993-07-01 0.28627 1993-08-01 0.85294 1993-09-01 0.51893 1993-10-01 0.15450 1993-11-01 0.42889 1993-12-01 0.21226 1994-01-01 0.36187 1994-02-01 0.42852 1994-03-01 0.51374 1994-04-01 0.45925 1994-05-01 0.70880 1994-06-01 0.44356 1994-07-01 0.45706 1994-08-01 1.07187 1994-09-01 0.39400 1994-10-01 0.20022 1994-11-01 0.47075 1994-12-01 0.45728 1995-01-01 0.97960 1995-02-01 0.75376 1995-03-01 0.49125 1995-04-01 0.70332 1995-05-01 0.16239 1995-06-01 0.40443 1995-07-01 0.48692 1995-08-01 0.63096 1995-09-01 0.37704 1995-10-01 0.98673 1995-11-01 0.82441 1995-12-01 1.09098 1996-01-01 0.52999 1996-02-01 0.37661 1996-03-01 0.69772 1996-04-01 0.00000 1996-05-01 0.33404 1996-06-01 0.41914 1996-07-01 0.37485 1996-08-01 0.25036 1996-09-01 0.72065 1996-10-01 0.55494 1996-11-01 0.60073 1996-12-01 1.00941 1997-01-01 0.54817 1997-02-01 0.32926 1997-03-01 0.68447 1997-04-01 1.05437 1997-05-01 0.31446 1997-06-01 0.52579 1997-07-01 0.51877 1997-08-01 0.36754 1997-09-01 0.59500 1997-10-01 1.25393 1997-11-01 1.03910 1997-12-01 1.24631 1998-01-01 0.85327 1998-02-01 0.41830 1998-03-01 0.76629 1998-04-01 0.78285 1998-05-01 0.70118 1998-06-01 0.67664 1998-07-01 0.99642 1998-08-01 1.20464 1998-09-01 1.30876 1998-10-01 1.90372 1998-11-01 1.18838 1998-12-01 0.88598 1999-01-01 0.90414 1999-02-01 0.21547 1999-03-01 0.40670 1999-04-01 0.62611 1999-05-01 0.24113 1999-06-01 0.40003 1999-07-01 0.66518 1999-08-01 1.00731 1999-09-01 0.59283 1999-10-01 0.47189 1999-11-01 0.68696 1999-12-01 0.52874 2000-01-01 0.70253 2000-02-01 0.64426 2000-03-01 0.50853 2000-04-01 0.42757 2000-05-01 1.08643 2000-06-01 0.40175 2000-07-01 0.60762 2000-08-01 0.21295 2000-09-01 0.64317 2000-10-01 0.58098 2000-11-01 0.61636 2000-12-01 0.63275 2001-01-01 1.10368 2001-02-01 0.11202 2001-03-01 1.30659 2001-04-01 1.05485 2001-05-01 0.75822 2001-06-01 0.43333 2001-07-01 0.78706 2001-08-01 0.55626 2001-09-01 0.38870 2001-10-01 1.44116 2001-11-01 0.98416 2001-12-01 0.83176 2002-01-01 0.88797 2002-02-01 0.87285 2002-03-01 1.14663 2002-04-01 0.74397 2002-05-01 0.96732 2002-06-01 0.52765 2002-07-01 0.98455 2002-08-01 1.24821 2002-09-01 0.93660 2002-10-01 0.91278 2002-11-01 0.45479 2002-12-01 1.00598 2003-01-01 0.54988 2003-02-01 0.78795 2003-03-01 0.64474 2003-04-01 0.75176 2003-05-01 0.42692 2003-06-01 0.53050 2003-07-01 0.44726 2003-08-01 0.53988 2003-09-01 0.32042 2003-10-01 0.31497 2003-11-01 0.14380 2003-12-01 0.26506 2004-01-01 0.63436 2004-02-01 0.41569 2004-03-01 0.33859 2004-04-01 0.61842 2004-05-01 0.67946 2004-06-01 0.83551 2004-07-01 0.44419 2004-08-01 0.56758 2004-09-01 0.51074 2004-10-01 0.59871 2004-11-01 0.31419 2004-12-01 0.30923 2005-01-01 0.73155 2005-02-01 0.38709 2005-03-01 0.43277 2005-04-01 0.86914 2005-05-01 0.51203 2005-06-01 1.04524 2005-07-01 0.85142 2005-08-01 0.45670 2005-09-01 0.71860 2005-10-01 0.68108 2005-11-01 0.56959 2005-12-01 0.67153 2006-01-01 0.39768 2006-02-01 0.25286 2006-03-01 0.51178 2006-04-01 0.38941 2006-05-01 0.58006 2006-06-01 0.45578 2006-07-01 0.63385 2006-08-01 0.55840 2006-09-01 0.44359 2006-10-01 0.38388 2006-11-01 0.21892 2006-12-01 0.32918 2007-01-01 0.31575 2007-02-01 0.50807 2007-03-01 1.79275 2007-04-01 0.72110 2007-05-01 0.72911 2007-06-01 1.72412 2007-07-01 2.06655 2007-08-01 4.16591 2007-09-01 1.50141 2007-10-01 1.41563 2007-11-01 1.67971 2007-12-01 1.95435 2008-01-01 1.97290 2008-02-01 1.33814 2008-03-01 1.99218 2008-04-01 1.12363 2008-05-01 0.71161 2008-06-01 0.88590 2008-07-01 1.74694 2008-08-01 0.77803 2008-09-01 3.54844 2008-10-01 4.51730 2008-11-01 1.80345 2008-12-01 1.24721 2009-01-01 1.31089 2009-02-01 1.21914 2009-03-01 2.33449 2009-04-01 0.71826 2009-05-01 1.18366 2009-06-01 0.90828 2009-07-01 1.42340 2009-08-01 1.09518 2009-09-01 0.62936 2009-10-01 0.95829 2009-11-01 0.34478 2009-12-01 0.55591 2010-01-01 0.88089 2010-02-01 0.61021 2010-03-01 0.69746 2010-04-01 1.08206 2010-05-01 0.44063 2010-06-01 0.51134 2010-07-01 0.63770 2010-08-01 0.37209 2010-09-01 0.51962 2010-10-01 0.39699 2010-11-01 0.62557 2010-12-01 0.65856 2011-01-01 0.34358 2011-02-01 0.32735 2011-03-01 0.35242 2011-04-01 0.60956 2011-05-01 0.71302 2011-06-01 0.47403 2011-07-01 0.93864 2011-08-01 1.89985 2011-09-01 1.14194 2011-10-01 1.20204 2011-11-01 0.54508 2011-12-01 0.74311 2012-01-01 0.66481 2012-02-01 0.64062 2012-03-01 0.42846 2012-04-01 0.52950 2012-05-01 0.40109 2012-06-01 0.41068 2012-07-01 0.58809 2012-08-01 0.43235 2012-09-01 0.30514 2012-10-01 0.44760 2012-11-01 0.10882 2012-12-01 0.40792 2013-01-01 0.27312 2013-02-01 0.43240 2013-03-01 0.43798 2013-04-01 0.75686 2013-05-01 0.44729 2013-06-01 0.48809 2013-07-01 0.20967 2013-08-01 0.56713 2013-09-01 0.74304 2013-10-01 0.05574 2013-11-01 0.13216 2013-12-01 0.17080 2014-01-01 0.34287 2014-02-01 0.63951 2014-03-01 0.59556 2014-04-01 0.48974 2014-05-01 0.58478 2014-06-01 0.32734 2014-07-01 0.77424 2014-08-01 0.61169 2014-09-01 0.55931 2014-10-01 0.24370 2014-11-01 0.57896 2014-12-01 0.60815 2015-01-01 0.60875 2015-02-01 0.24373 2015-03-01 0.29058 2015-04-01 0.47560 2015-05-01 0.64113 2015-06-01 0.52478 2015-07-01 1.64275 2015-08-01 0.77152 2015-09-01 0.43991 2015-10-01 0.46146 2015-11-01 0.42187 2015-12-01 0.37245 2016-01-01 0.59136 2016-02-01 0.30580 2016-03-01 0.34453 2016-04-01 0.36528 2016-05-01 0.19417 2016-06-01 0.38359 2016-07-01 0.44788 2016-08-01 0.61429 2016-09-01 0.16888 2016-10-01 0.39649 2016-11-01 0.22955 2016-12-01 0.19952 2017-01-01 0.41486 2017-02-01 0.99477 2017-03-01 0.76012 2017-04-01 0.82827 2017-05-01 0.09671 2017-06-01 0.33046 2017-07-01 0.44160 2017-08-01 0.70764 2017-09-01 0.25864 2017-10-01 0.17891 2017-11-01 0.24581 2017-12-01 0.27274 2018-01-01 0.48047 2018-02-01 0.61356 2018-03-01 0.54654 2018-04-01 0.31203 2018-05-01 0.63785 2018-06-01 0.11329 2018-07-01 0.23508 2018-08-01 0.45066 2018-09-01 0.30816 2018-10-01 0.47545 2018-11-01 0.30417 2018-12-01 0.90559 2019-01-01 0.73942 2019-02-01 0.25081 2019-03-01 0.14731 2019-04-01 0.62171 2019-05-01 0.25196 2019-06-01 0.83036 2019-07-01 0.17024 2019-08-01 1.17088 2019-09-01 0.43901 2019-10-01 0.74407 2019-11-01 0.60007 2019-12-01 0.78707 2020-01-01 0.52741 2020-02-01 0.16742 2020-03-01 1.80104 2020-04-01 2.28500 2020-05-01 1.04505 2020-06-01 0.37236 2020-07-01 0.77775 2020-08-01 0.48909 2020-09-01 0.46169 2020-10-01 0.68779 2020-11-01 0.30591 2020-12-01 0.67842 2021-01-01 0.51459 2021-02-01 0.16075 2021-03-01 0.32044 2021-04-01 0.48384 2021-05-01 1.07362 2021-06-01 0.85086 2021-07-01 0.24268 2021-08-01 0.68916 2021-09-01 0.16892 2021-10-01 0.00000 2021-11-01 0.42835 2021-12-01 0.44728 2022-01-01 0.00000 2022-02-01 0.31543 2022-03-01 0.00000 2022-04-01 0.63470 2022-05-01 0.75713 2022-06-01 1.06053 2022-07-01 0.47797 2022-08-01 0.21756 2022-09-01 0.00000 2022-10-01 0.86941 2022-11-01 0.54907 2022-12-01 0.00000 2023-01-01 1.05738 2023-02-01 0.71043 2023-03-01 1.84471 2023-04-01 0.63768 2023-05-01 0.50998 2023-06-01 0.19217 2023-07-01 0.69639 2023-08-01 0.28098 2023-09-01 0.75281 2023-10-01 0.34247 2023-11-01 0.00000 2023-12-01 0.55548 2024-01-01 0.53117 2024-02-01 0.57076 2024-03-01 0.57189