Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Inflation
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Inflation |
|---|---|
| Series ID | EMVMACROINFLATION |
| 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 | 4.03715 |
| 1985-02-01 | 2.91130 |
| 1985-03-01 | 3.72100 |
| 1985-04-01 | 2.42379 |
| 1985-05-01 | 2.57460 |
| 1985-06-01 | 2.17087 |
| 1985-07-01 | 3.19488 |
| 1985-08-01 | 3.77217 |
| 1985-09-01 | 3.27696 |
| 1985-10-01 | 3.07024 |
| 1985-11-01 | 3.80635 |
| 1985-12-01 | 3.91214 |
| 1986-01-01 | 3.55079 |
| 1986-02-01 | 3.87804 |
| 1986-03-01 | 5.87309 |
| 1986-04-01 | 2.74081 |
| 1986-05-01 | 2.63800 |
| 1986-06-01 | 3.95796 |
| 1986-07-01 | 4.22601 |
| 1986-08-01 | 3.66504 |
| 1986-09-01 | 7.99429 |
| 1986-10-01 | 3.97086 |
| 1986-11-01 | 4.06956 |
| 1986-12-01 | 2.56523 |
| 1987-01-01 | 4.87061 |
| 1987-02-01 | 3.94250 |
| 1987-03-01 | 4.00296 |
| 1987-04-01 | 6.41310 |
| 1987-05-01 | 5.63096 |
| 1987-06-01 | 5.02218 |
| 1987-07-01 | 4.09692 |
| 1987-08-01 | 4.22747 |
| 1987-09-01 | 4.21265 |
| 1987-10-01 | 17.89349 |
| 1987-11-01 | 18.35023 |
| 1987-12-01 | 12.70799 |
| 1988-01-01 | 10.41794 |
| 1988-02-01 | 6.28788 |
| 1988-03-01 | 4.99434 |
| 1988-04-01 | 7.44451 |
| 1988-05-01 | 8.99352 |
| 1988-06-01 | 6.58751 |
| 1988-07-01 | 5.88442 |
| 1988-08-01 | 6.52878 |
| 1988-09-01 | 4.52967 |
| 1988-10-01 | 6.11366 |
| 1988-11-01 | 5.88328 |
| 1988-12-01 | 4.87991 |
| 1989-01-01 | 6.72456 |
| 1989-02-01 | 6.15748 |
| 1989-03-01 | 3.55197 |
| 1989-04-01 | 4.88483 |
| 1989-05-01 | 5.60985 |
| 1989-06-01 | 5.04969 |
| 1989-07-01 | 6.04159 |
| 1989-08-01 | 4.74799 |
| 1989-09-01 | 4.01377 |
| 1989-10-01 | 7.53435 |
| 1989-11-01 | 4.51889 |
| 1989-12-01 | 5.22626 |
| 1990-01-01 | 6.70204 |
| 1990-02-01 | 8.58757 |
| 1990-03-01 | 5.65759 |
| 1990-04-01 | 4.08164 |
| 1990-05-01 | 4.15939 |
| 1990-06-01 | 4.26454 |
| 1990-07-01 | 6.08733 |
| 1990-08-01 | 8.61749 |
| 1990-09-01 | 6.55962 |
| 1990-10-01 | 6.27143 |
| 1990-11-01 | 4.29270 |
| 1990-12-01 | 4.52461 |
| 1991-01-01 | 7.03254 |
| 1991-02-01 | 5.06702 |
| 1991-03-01 | 3.67962 |
| 1991-04-01 | 4.32713 |
| 1991-05-01 | 3.44637 |
| 1991-06-01 | 4.16973 |
| 1991-07-01 | 4.68462 |
| 1991-08-01 | 4.56861 |
| 1991-09-01 | 4.11209 |
| 1991-10-01 | 3.65749 |
| 1991-11-01 | 5.33181 |
| 1991-12-01 | 3.92265 |
| 1992-01-01 | 6.01382 |
| 1992-02-01 | 5.14217 |
| 1992-03-01 | 4.65175 |
| 1992-04-01 | 4.69593 |
| 1992-05-01 | 3.61712 |
| 1992-06-01 | 4.14746 |
| 1992-07-01 | 6.04636 |
| 1992-08-01 | 3.90852 |
| 1992-09-01 | 5.20225 |
| 1992-10-01 | 4.92334 |
| 1992-11-01 | 3.75708 |
| 1992-12-01 | 2.81747 |
| 1993-01-01 | 4.96688 |
| 1993-02-01 | 4.94824 |
| 1993-03-01 | 5.77422 |
| 1993-04-01 | 5.50809 |
| 1993-05-01 | 5.39598 |
| 1993-06-01 | 5.48781 |
| 1993-07-01 | 5.95443 |
| 1993-08-01 | 6.14115 |
| 1993-09-01 | 5.82355 |
| 1993-10-01 | 4.89255 |
| 1993-11-01 | 5.79002 |
| 1993-12-01 | 3.92687 |
| 1994-01-01 | 6.72047 |
| 1994-02-01 | 6.21347 |
| 1994-03-01 | 8.42536 |
| 1994-04-01 | 11.94055 |
| 1994-05-01 | 7.69558 |
| 1994-06-01 | 6.06199 |
| 1994-07-01 | 6.85586 |
| 1994-08-01 | 6.48226 |
| 1994-09-01 | 7.76750 |
| 1994-10-01 | 7.25796 |
| 1994-11-01 | 6.32891 |
| 1994-12-01 | 7.97704 |
| 1995-01-01 | 9.41505 |
| 1995-02-01 | 7.97727 |
| 1995-03-01 | 7.09578 |
| 1995-04-01 | 6.05933 |
| 1995-05-01 | 4.81762 |
| 1995-06-01 | 4.27538 |
| 1995-07-01 | 6.02569 |
| 1995-08-01 | 4.24466 |
| 1995-09-01 | 4.14748 |
| 1995-10-01 | 5.31736 |
| 1995-11-01 | 4.82871 |
| 1995-12-01 | 5.87917 |
| 1996-01-01 | 7.88363 |
| 1996-02-01 | 6.46508 |
| 1996-03-01 | 7.50045 |
| 1996-04-01 | 5.61744 |
| 1996-05-01 | 6.79221 |
| 1996-06-01 | 5.92790 |
| 1996-07-01 | 11.12051 |
| 1996-08-01 | 5.69562 |
| 1996-09-01 | 5.32169 |
| 1996-10-01 | 6.15979 |
| 1996-11-01 | 6.12741 |
| 1996-12-01 | 8.55030 |
| 1997-01-01 | 8.71592 |
| 1997-02-01 | 7.02415 |
| 1997-03-01 | 9.16141 |
| 1997-04-01 | 8.54597 |
| 1997-05-01 | 6.39403 |
| 1997-06-01 | 6.88782 |
| 1997-07-01 | 7.95447 |
| 1997-08-01 | 7.92833 |
| 1997-09-01 | 5.90037 |
| 1997-10-01 | 12.13805 |
| 1997-11-01 | 8.83233 |
| 1997-12-01 | 6.54315 |
| 1998-01-01 | 11.46577 |
| 1998-02-01 | 5.54253 |
| 1998-03-01 | 4.05685 |
| 1998-04-01 | 6.60526 |
| 1998-05-01 | 7.61285 |
| 1998-06-01 | 5.98562 |
| 1998-07-01 | 7.23716 |
| 1998-08-01 | 11.99163 |
| 1998-09-01 | 14.18701 |
| 1998-10-01 | 8.43809 |
| 1998-11-01 | 6.62097 |
| 1998-12-01 | 6.30612 |
| 1999-01-01 | 7.96772 |
| 1999-02-01 | 5.17117 |
| 1999-03-01 | 6.86312 |
| 1999-04-01 | 5.05706 |
| 1999-05-01 | 6.51053 |
| 1999-06-01 | 7.95058 |
| 1999-07-01 | 6.65180 |
| 1999-08-01 | 8.59174 |
| 1999-09-01 | 7.22171 |
| 1999-10-01 | 9.85723 |
| 1999-11-01 | 6.44681 |
| 1999-12-01 | 4.75865 |
| 2000-01-01 | 7.90346 |
| 2000-02-01 | 6.61829 |
| 2000-03-01 | 8.13652 |
| 2000-04-01 | 11.91093 |
| 2000-05-01 | 10.86431 |
| 2000-06-01 | 6.42806 |
| 2000-07-01 | 5.91051 |
| 2000-08-01 | 6.06897 |
| 2000-09-01 | 3.59104 |
| 2000-10-01 | 6.86618 |
| 2000-11-01 | 8.12468 |
| 2000-12-01 | 9.93416 |
| 2001-01-01 | 6.40133 |
| 2001-02-01 | 4.36889 |
| 2001-03-01 | 7.31693 |
| 2001-04-01 | 4.85232 |
| 2001-05-01 | 5.95745 |
| 2001-06-01 | 3.57495 |
| 2001-07-01 | 3.99151 |
| 2001-08-01 | 4.39445 |
| 2001-09-01 | 8.48658 |
| 2001-10-01 | 5.66171 |
| 2001-11-01 | 4.16822 |
| 2001-12-01 | 4.45585 |
| 2002-01-01 | 5.50542 |
| 2002-02-01 | 3.43322 |
| 2002-03-01 | 4.58652 |
| 2002-04-01 | 4.23492 |
| 2002-05-01 | 4.67537 |
| 2002-06-01 | 5.80419 |
| 2002-07-01 | 10.50186 |
| 2002-08-01 | 7.75203 |
| 2002-09-01 | 6.99327 |
| 2002-10-01 | 5.85252 |
| 2002-11-01 | 4.60474 |
| 2002-12-01 | 5.19758 |
| 2003-01-01 | 7.53334 |
| 2003-02-01 | 6.30359 |
| 2003-03-01 | 7.68311 |
| 2003-04-01 | 5.15494 |
| 2003-05-01 | 5.33645 |
| 2003-06-01 | 4.40316 |
| 2003-07-01 | 3.52218 |
| 2003-08-01 | 3.83315 |
| 2003-09-01 | 2.88381 |
| 2003-10-01 | 3.37466 |
| 2003-11-01 | 1.96528 |
| 2003-12-01 | 3.60478 |
| 2004-01-01 | 5.55066 |
| 2004-02-01 | 3.11770 |
| 2004-03-01 | 3.62775 |
| 2004-04-01 | 5.20505 |
| 2004-05-01 | 5.22661 |
| 2004-06-01 | 4.69977 |
| 2004-07-01 | 5.49679 |
| 2004-08-01 | 3.81824 |
| 2004-09-01 | 3.16659 |
| 2004-10-01 | 3.89164 |
| 2004-11-01 | 3.92732 |
| 2004-12-01 | 4.02001 |
| 2005-01-01 | 6.16593 |
| 2005-02-01 | 3.81562 |
| 2005-03-01 | 4.80853 |
| 2005-04-01 | 7.10649 |
| 2005-05-01 | 5.47877 |
| 2005-06-01 | 4.54680 |
| 2005-07-01 | 3.97327 |
| 2005-08-01 | 4.85242 |
| 2005-09-01 | 5.26975 |
| 2005-10-01 | 5.76648 |
| 2005-11-01 | 4.24601 |
| 2005-12-01 | 5.37222 |
| 2006-01-01 | 5.73789 |
| 2006-02-01 | 4.19743 |
| 2006-03-01 | 4.00116 |
| 2006-04-01 | 5.64640 |
| 2006-05-01 | 8.38448 |
| 2006-06-01 | 9.17258 |
| 2006-07-01 | 7.83666 |
| 2006-08-01 | 6.92418 |
| 2006-09-01 | 4.92878 |
| 2006-10-01 | 4.70258 |
| 2006-11-01 | 3.63402 |
| 2006-12-01 | 5.69016 |
| 2007-01-01 | 4.78132 |
| 2007-02-01 | 4.31861 |
| 2007-03-01 | 7.90649 |
| 2007-04-01 | 5.09277 |
| 2007-05-01 | 4.83038 |
| 2007-06-01 | 6.94309 |
| 2007-07-01 | 6.61295 |
| 2007-08-01 | 10.51892 |
| 2007-09-01 | 7.10669 |
| 2007-10-01 | 6.29712 |
| 2007-11-01 | 6.38290 |
| 2007-12-01 | 6.01735 |
| 2008-01-01 | 10.34438 |
| 2008-02-01 | 6.58776 |
| 2008-03-01 | 9.05966 |
| 2008-04-01 | 4.86905 |
| 2008-05-01 | 5.21845 |
| 2008-06-01 | 6.24562 |
| 2008-07-01 | 7.43860 |
| 2008-08-01 | 5.03431 |
| 2008-09-01 | 11.20561 |
| 2008-10-01 | 12.94145 |
| 2008-11-01 | 7.33404 |
| 2008-12-01 | 6.05787 |
| 2009-01-01 | 4.82646 |
| 2009-02-01 | 5.71069 |
| 2009-03-01 | 5.68659 |
| 2009-04-01 | 4.03332 |
| 2009-05-01 | 4.43871 |
| 2009-06-01 | 4.34676 |
| 2009-07-01 | 4.32494 |
| 2009-08-01 | 3.83314 |
| 2009-09-01 | 4.30064 |
| 2009-10-01 | 4.52525 |
| 2009-11-01 | 4.65448 |
| 2009-12-01 | 4.14409 |
| 2010-01-01 | 5.46154 |
| 2010-02-01 | 3.77221 |
| 2010-03-01 | 3.27269 |
| 2010-04-01 | 4.10042 |
| 2010-05-01 | 6.66455 |
| 2010-06-01 | 4.14757 |
| 2010-07-01 | 5.10157 |
| 2010-08-01 | 3.66773 |
| 2010-09-01 | 4.15694 |
| 2010-10-01 | 5.01203 |
| 2010-11-01 | 6.19882 |
| 2010-12-01 | 3.40254 |
| 2011-01-01 | 5.26829 |
| 2011-02-01 | 3.70998 |
| 2011-03-01 | 5.28629 |
| 2011-04-01 | 5.20901 |
| 2011-05-01 | 4.99111 |
| 2011-06-01 | 5.15509 |
| 2011-07-01 | 6.97275 |
| 2011-08-01 | 20.82233 |
| 2011-09-01 | 7.73979 |
| 2011-10-01 | 6.01020 |
| 2011-11-01 | 4.60288 |
| 2011-12-01 | 6.21512 |
| 2012-01-01 | 4.71414 |
| 2012-02-01 | 3.84372 |
| 2012-03-01 | 4.22341 |
| 2012-04-01 | 3.29464 |
| 2012-05-01 | 3.27558 |
| 2012-06-01 | 4.51746 |
| 2012-07-01 | 3.60205 |
| 2012-08-01 | 3.02645 |
| 2012-09-01 | 4.02789 |
| 2012-10-01 | 3.80458 |
| 2012-11-01 | 2.61177 |
| 2012-12-01 | 4.02825 |
| 2013-01-01 | 3.04980 |
| 2013-02-01 | 4.55982 |
| 2013-03-01 | 4.29224 |
| 2013-04-01 | 4.54114 |
| 2013-05-01 | 4.17473 |
| 2013-06-01 | 5.41785 |
| 2013-07-01 | 3.82648 |
| 2013-08-01 | 3.35123 |
| 2013-09-01 | 4.28680 |
| 2013-10-01 | 3.67914 |
| 2013-11-01 | 3.36999 |
| 2013-12-01 | 3.24513 |
| 2014-01-01 | 5.02875 |
| 2014-02-01 | 2.71790 |
| 2014-03-01 | 3.33514 |
| 2014-04-01 | 5.14230 |
| 2014-05-01 | 3.27474 |
| 2014-06-01 | 3.10977 |
| 2014-07-01 | 2.85872 |
| 2014-08-01 | 3.28088 |
| 2014-09-01 | 2.51689 |
| 2014-10-01 | 6.88459 |
| 2014-11-01 | 3.08777 |
| 2014-12-01 | 3.70969 |
| 2015-01-01 | 6.83149 |
| 2015-02-01 | 3.04658 |
| 2015-03-01 | 2.96390 |
| 2015-04-01 | 2.24214 |
| 2015-05-01 | 2.97252 |
| 2015-06-01 | 2.74050 |
| 2015-07-01 | 5.21395 |
| 2015-08-01 | 8.71822 |
| 2015-09-01 | 6.74524 |
| 2015-10-01 | 4.15311 |
| 2015-11-01 | 3.02341 |
| 2015-12-01 | 5.06529 |
| 2016-01-01 | 6.75845 |
| 2016-02-01 | 6.62565 |
| 2016-03-01 | 5.08180 |
| 2016-04-01 | 2.92226 |
| 2016-05-01 | 3.30081 |
| 2016-06-01 | 6.04148 |
| 2016-07-01 | 4.29965 |
| 2016-08-01 | 2.86666 |
| 2016-09-01 | 4.05309 |
| 2016-10-01 | 4.36139 |
| 2016-11-01 | 5.73883 |
| 2016-12-01 | 4.68864 |
| 2017-01-01 | 4.56351 |
| 2017-02-01 | 3.86856 |
| 2017-03-01 | 3.61057 |
| 2017-04-01 | 3.31307 |
| 2017-05-01 | 3.19145 |
| 2017-06-01 | 2.75384 |
| 2017-07-01 | 2.75997 |
| 2017-08-01 | 4.83556 |
| 2017-09-01 | 2.67259 |
| 2017-10-01 | 2.86258 |
| 2017-11-01 | 2.45811 |
| 2017-12-01 | 5.59108 |
| 2018-01-01 | 6.00593 |
| 2018-02-01 | 12.39393 |
| 2018-03-01 | 5.90267 |
| 2018-04-01 | 6.13662 |
| 2018-05-01 | 3.69956 |
| 2018-06-01 | 3.28542 |
| 2018-07-01 | 2.70341 |
| 2018-08-01 | 4.39394 |
| 2018-09-01 | 4.00606 |
| 2018-10-01 | 8.43929 |
| 2018-11-01 | 5.62720 |
| 2018-12-01 | 12.07449 |
| 2019-01-01 | 8.87308 |
| 2019-02-01 | 2.38268 |
| 2019-03-01 | 5.00860 |
| 2019-04-01 | 4.81827 |
| 2019-05-01 | 3.90532 |
| 2019-06-01 | 5.67410 |
| 2019-07-01 | 5.61779 |
| 2019-08-01 | 8.04981 |
| 2019-09-01 | 4.09742 |
| 2019-10-01 | 2.76370 |
| 2019-11-01 | 2.10026 |
| 2019-12-01 | 5.35207 |
| 2020-01-01 | 4.35113 |
| 2020-02-01 | 4.18554 |
| 2020-03-01 | 10.64249 |
| 2020-04-01 | 6.50346 |
| 2020-05-01 | 3.34416 |
| 2020-06-01 | 4.65444 |
| 2020-07-01 | 4.82207 |
| 2020-08-01 | 6.03213 |
| 2020-09-01 | 5.23250 |
| 2020-10-01 | 2.92312 |
| 2020-11-01 | 2.75321 |
| 2020-12-01 | 2.54407 |
| 2021-01-01 | 4.63131 |
| 2021-02-01 | 4.98334 |
| 2021-03-01 | 5.92811 |
| 2021-04-01 | 3.38688 |
| 2021-05-01 | 6.28835 |
| 2021-06-01 | 6.12618 |
| 2021-07-01 | 4.61090 |
| 2021-08-01 | 4.30725 |
| 2021-09-01 | 4.39197 |
| 2021-10-01 | 6.13107 |
| 2021-11-01 | 3.56955 |
| 2021-12-01 | 6.85835 |
| 2022-01-01 | 10.61216 |
| 2022-02-01 | 11.82844 |
| 2022-03-01 | 11.65878 |
| 2022-04-01 | 9.67916 |
| 2022-05-01 | 16.95971 |
| 2022-06-01 | 10.47277 |
| 2022-07-01 | 12.42710 |
| 2022-08-01 | 7.72326 |
| 2022-09-01 | 9.04167 |
| 2022-10-01 | 11.73709 |
| 2022-11-01 | 8.37329 |
| 2022-12-01 | 10.83983 |
| 2023-01-01 | 10.12065 |
| 2023-02-01 | 8.70278 |
| 2023-03-01 | 12.74530 |
| 2023-04-01 | 6.69561 |
| 2023-05-01 | 7.98965 |
| 2023-06-01 | 7.87881 |
| 2023-07-01 | 6.78977 |
| 2023-08-01 | 6.46251 |
| 2023-09-01 | 7.52807 |
| 2023-10-01 | 5.82195 |
| 2023-11-01 | 4.63647 |
| 2023-12-01 | 6.29541 |
| 2024-01-01 | 6.55104 |
| 2024-02-01 | 5.70559 |
| 2024-03-01 | 5.57384 |
| 2024-04-01 | 7.21343 |
| 2024-05-01 | 5.45780 |
| 2024-06-01 | 5.78437 |
| 2024-07-01 | 6.62660 |
| 2024-08-01 | 8.98433 |
| 2024-09-01 | 10.62312 |
| 2024-10-01 | 6.44043 |
