Table Data - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Real Estate Markets
| Title | Equity Market Volatility Tracker: Macroeconomic News and Outlook: Real Estate Markets |
|---|---|
| Series ID | EMVMACRORE |
| 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 | 3.14898 |
| 1985-02-01 | 3.72000 |
| 1985-03-01 | 2.97680 |
| 1985-04-01 | 3.20796 |
| 1985-05-01 | 3.56483 |
| 1985-06-01 | 2.56557 |
| 1985-07-01 | 3.44064 |
| 1985-08-01 | 3.52070 |
| 1985-09-01 | 3.93235 |
| 1985-10-01 | 3.63416 |
| 1985-11-01 | 5.02725 |
| 1985-12-01 | 3.46320 |
| 1986-01-01 | 2.49871 |
| 1986-02-01 | 2.26219 |
| 1986-03-01 | 5.60613 |
| 1986-04-01 | 3.06709 |
| 1986-05-01 | 3.95701 |
| 1986-06-01 | 4.56688 |
| 1986-07-01 | 5.02749 |
| 1986-08-01 | 3.93652 |
| 1986-09-01 | 4.34173 |
| 1986-10-01 | 3.97086 |
| 1986-11-01 | 4.13217 |
| 1986-12-01 | 3.49805 |
| 1987-01-01 | 4.81121 |
| 1987-02-01 | 4.64862 |
| 1987-03-01 | 4.31898 |
| 1987-04-01 | 4.06545 |
| 1987-05-01 | 5.34070 |
| 1987-06-01 | 4.41511 |
| 1987-07-01 | 3.28832 |
| 1987-08-01 | 4.17528 |
| 1987-09-01 | 2.84109 |
| 1987-10-01 | 10.75805 |
| 1987-11-01 | 11.70812 |
| 1987-12-01 | 7.90840 |
| 1988-01-01 | 8.16986 |
| 1988-02-01 | 6.12241 |
| 1988-03-01 | 4.08628 |
| 1988-04-01 | 5.18359 |
| 1988-05-01 | 5.57267 |
| 1988-06-01 | 5.21933 |
| 1988-07-01 | 5.94446 |
| 1988-08-01 | 5.34173 |
| 1988-09-01 | 3.37209 |
| 1988-10-01 | 5.49193 |
| 1988-11-01 | 5.07179 |
| 1988-12-01 | 4.78032 |
| 1989-01-01 | 6.06851 |
| 1989-02-01 | 4.67513 |
| 1989-03-01 | 3.64305 |
| 1989-04-01 | 4.28574 |
| 1989-05-01 | 4.50792 |
| 1989-06-01 | 5.24968 |
| 1989-07-01 | 4.99994 |
| 1989-08-01 | 4.69523 |
| 1989-09-01 | 4.60115 |
| 1989-10-01 | 5.97062 |
| 1989-11-01 | 4.56910 |
| 1989-12-01 | 6.43233 |
| 1990-01-01 | 5.44842 |
| 1990-02-01 | 6.39626 |
| 1990-03-01 | 4.58844 |
| 1990-04-01 | 5.57492 |
| 1990-05-01 | 3.99134 |
| 1990-06-01 | 4.50962 |
| 1990-07-01 | 5.69278 |
| 1990-08-01 | 4.61821 |
| 1990-09-01 | 6.66054 |
| 1990-10-01 | 6.99110 |
| 1990-11-01 | 6.79284 |
| 1990-12-01 | 5.60190 |
| 1991-01-01 | 6.92836 |
| 1991-02-01 | 7.08084 |
| 1991-03-01 | 4.32897 |
| 1991-04-01 | 4.38190 |
| 1991-05-01 | 4.22963 |
| 1991-06-01 | 5.65108 |
| 1991-07-01 | 5.59869 |
| 1991-08-01 | 4.93620 |
| 1991-09-01 | 4.63929 |
| 1991-10-01 | 5.20291 |
| 1991-11-01 | 6.63756 |
| 1991-12-01 | 4.99246 |
| 1992-01-01 | 7.17245 |
| 1992-02-01 | 6.44184 |
| 1992-03-01 | 5.52076 |
| 1992-04-01 | 5.38965 |
| 1992-05-01 | 5.37249 |
| 1992-06-01 | 4.85689 |
| 1992-07-01 | 5.84812 |
| 1992-08-01 | 3.73286 |
| 1992-09-01 | 4.96792 |
| 1992-10-01 | 5.02180 |
| 1992-11-01 | 4.67227 |
| 1992-12-01 | 3.20609 |
| 1993-01-01 | 5.13620 |
| 1993-02-01 | 4.23284 |
| 1993-03-01 | 5.11431 |
| 1993-04-01 | 4.09017 |
| 1993-05-01 | 2.64059 |
| 1993-06-01 | 3.90370 |
| 1993-07-01 | 4.06504 |
| 1993-08-01 | 5.74311 |
| 1993-09-01 | 4.38208 |
| 1993-10-01 | 3.39903 |
| 1993-11-01 | 4.07446 |
| 1993-12-01 | 3.13088 |
| 1994-01-01 | 4.80772 |
| 1994-02-01 | 4.33872 |
| 1994-03-01 | 4.88054 |
| 1994-04-01 | 7.46284 |
| 1994-05-01 | 4.35408 |
| 1994-06-01 | 4.38632 |
| 1994-07-01 | 5.48469 |
| 1994-08-01 | 5.15518 |
| 1994-09-01 | 4.61547 |
| 1994-10-01 | 5.05555 |
| 1994-11-01 | 3.45213 |
| 1994-12-01 | 3.40421 |
| 1995-01-01 | 5.27896 |
| 1995-02-01 | 3.76879 |
| 1995-03-01 | 3.16581 |
| 1995-04-01 | 4.32809 |
| 1995-05-01 | 3.03131 |
| 1995-06-01 | 3.52430 |
| 1995-07-01 | 4.93011 |
| 1995-08-01 | 3.67106 |
| 1995-09-01 | 3.50112 |
| 1995-10-01 | 3.23427 |
| 1995-11-01 | 4.06319 |
| 1995-12-01 | 5.39429 |
| 1996-01-01 | 6.22740 |
| 1996-02-01 | 4.39374 |
| 1996-03-01 | 5.34915 |
| 1996-04-01 | 3.74496 |
| 1996-05-01 | 3.11774 |
| 1996-06-01 | 3.89205 |
| 1996-07-01 | 5.56025 |
| 1996-08-01 | 3.69277 |
| 1996-09-01 | 3.60323 |
| 1996-10-01 | 4.60597 |
| 1996-11-01 | 3.54429 |
| 1996-12-01 | 4.98767 |
| 1997-01-01 | 4.38537 |
| 1997-02-01 | 4.11571 |
| 1997-03-01 | 5.37048 |
| 1997-04-01 | 6.49272 |
| 1997-05-01 | 4.24522 |
| 1997-06-01 | 4.52178 |
| 1997-07-01 | 4.78421 |
| 1997-08-01 | 4.93552 |
| 1997-09-01 | 4.51205 |
| 1997-10-01 | 8.47657 |
| 1997-11-01 | 7.37759 |
| 1997-12-01 | 5.71228 |
| 1998-01-01 | 8.79931 |
| 1998-02-01 | 5.90855 |
| 1998-03-01 | 4.77806 |
| 1998-04-01 | 6.31170 |
| 1998-05-01 | 4.90829 |
| 1998-06-01 | 5.67333 |
| 1998-07-01 | 7.70915 |
| 1998-08-01 | 9.36333 |
| 1998-09-01 | 11.09833 |
| 1998-10-01 | 12.76004 |
| 1998-11-01 | 7.92253 |
| 1998-12-01 | 5.68072 |
| 1999-01-01 | 6.27246 |
| 1999-02-01 | 4.47091 |
| 1999-03-01 | 5.13463 |
| 1999-04-01 | 5.39420 |
| 1999-05-01 | 4.48503 |
| 1999-06-01 | 4.50033 |
| 1999-07-01 | 4.93341 |
| 1999-08-01 | 6.99190 |
| 1999-09-01 | 4.36536 |
| 1999-10-01 | 5.40050 |
| 1999-11-01 | 4.17458 |
| 1999-12-01 | 3.96554 |
| 2000-01-01 | 4.27372 |
| 2000-02-01 | 3.22129 |
| 2000-03-01 | 4.91582 |
| 2000-04-01 | 6.90223 |
| 2000-05-01 | 6.63295 |
| 2000-06-01 | 4.70626 |
| 2000-07-01 | 4.41908 |
| 2000-08-01 | 3.56685 |
| 2000-09-01 | 3.00147 |
| 2000-10-01 | 4.48943 |
| 2000-11-01 | 4.09036 |
| 2000-12-01 | 6.39076 |
| 2001-01-01 | 6.07023 |
| 2001-02-01 | 4.48091 |
| 2001-03-01 | 4.65148 |
| 2001-04-01 | 5.11603 |
| 2001-05-01 | 4.44101 |
| 2001-06-01 | 3.84578 |
| 2001-07-01 | 3.65420 |
| 2001-08-01 | 4.45007 |
| 2001-09-01 | 7.70919 |
| 2001-10-01 | 6.53670 |
| 2001-11-01 | 6.07865 |
| 2001-12-01 | 5.46584 |
| 2002-01-01 | 5.97901 |
| 2002-02-01 | 4.53883 |
| 2002-03-01 | 3.90897 |
| 2002-04-01 | 4.46383 |
| 2002-05-01 | 3.22440 |
| 2002-06-01 | 5.45242 |
| 2002-07-01 | 10.10804 |
| 2002-08-01 | 9.32871 |
| 2002-09-01 | 8.86647 |
| 2002-10-01 | 7.51699 |
| 2002-11-01 | 5.17323 |
| 2002-12-01 | 5.14169 |
| 2003-01-01 | 6.37859 |
| 2003-02-01 | 4.66708 |
| 2003-03-01 | 7.46820 |
| 2003-04-01 | 5.36973 |
| 2003-05-01 | 4.85617 |
| 2003-06-01 | 5.94161 |
| 2003-07-01 | 4.91987 |
| 2003-08-01 | 6.47857 |
| 2003-09-01 | 3.25763 |
| 2003-10-01 | 3.46465 |
| 2003-11-01 | 2.63635 |
| 2003-12-01 | 2.86262 |
| 2004-01-01 | 3.80617 |
| 2004-02-01 | 2.65004 |
| 2004-03-01 | 3.82123 |
| 2004-04-01 | 5.56580 |
| 2004-05-01 | 4.80848 |
| 2004-06-01 | 4.38645 |
| 2004-07-01 | 5.21918 |
| 2004-08-01 | 4.07623 |
| 2004-09-01 | 4.18807 |
| 2004-10-01 | 3.74196 |
| 2004-11-01 | 3.92732 |
| 2004-12-01 | 4.89617 |
| 2005-01-01 | 4.70283 |
| 2005-02-01 | 2.82024 |
| 2005-03-01 | 3.60640 |
| 2005-04-01 | 5.87947 |
| 2005-05-01 | 5.37636 |
| 2005-06-01 | 6.89859 |
| 2005-07-01 | 4.91929 |
| 2005-08-01 | 7.02174 |
| 2005-09-01 | 4.79068 |
| 2005-10-01 | 5.40323 |
| 2005-11-01 | 4.55669 |
| 2005-12-01 | 4.75665 |
| 2006-01-01 | 5.90832 |
| 2006-02-01 | 3.08486 |
| 2006-03-01 | 4.51293 |
| 2006-04-01 | 4.42951 |
| 2006-05-01 | 5.06232 |
| 2006-06-01 | 4.89964 |
| 2006-07-01 | 5.99274 |
| 2006-08-01 | 5.69570 |
| 2006-09-01 | 5.02736 |
| 2006-10-01 | 5.18243 |
| 2006-11-01 | 3.45888 |
| 2006-12-01 | 6.20745 |
| 2007-01-01 | 4.78132 |
| 2007-02-01 | 7.01139 |
| 2007-03-01 | 14.25008 |
| 2007-04-01 | 8.83348 |
| 2007-05-01 | 6.65317 |
| 2007-06-01 | 10.06515 |
| 2007-07-01 | 14.10418 |
| 2007-08-01 | 29.94248 |
| 2007-09-01 | 16.46550 |
| 2007-10-01 | 13.42410 |
| 2007-11-01 | 15.74128 |
| 2007-12-01 | 17.84633 |
| 2008-01-01 | 22.07513 |
| 2008-02-01 | 13.32992 |
| 2008-03-01 | 19.73203 |
| 2008-04-01 | 11.84489 |
| 2008-05-01 | 9.53553 |
| 2008-06-01 | 9.61205 |
| 2008-07-01 | 17.24403 |
| 2008-08-01 | 9.74825 |
| 2008-09-01 | 34.48836 |
| 2008-10-01 | 29.91184 |
| 2008-11-01 | 15.20912 |
| 2008-12-01 | 12.76904 |
| 2009-01-01 | 12.51303 |
| 2009-02-01 | 15.14296 |
| 2009-03-01 | 15.38372 |
| 2009-04-01 | 11.05018 |
| 2009-05-01 | 9.76517 |
| 2009-06-01 | 8.95303 |
| 2009-07-01 | 9.36157 |
| 2009-08-01 | 8.26864 |
| 2009-09-01 | 7.49989 |
| 2009-10-01 | 7.40011 |
| 2009-11-01 | 7.24029 |
| 2009-12-01 | 7.22688 |
| 2010-01-01 | 8.57403 |
| 2010-02-01 | 6.98969 |
| 2010-03-01 | 7.51109 |
| 2010-04-01 | 10.08020 |
| 2010-05-01 | 9.41850 |
| 2010-06-01 | 8.52241 |
| 2010-07-01 | 8.57991 |
| 2010-08-01 | 5.90026 |
| 2010-09-01 | 7.11876 |
| 2010-10-01 | 6.50075 |
| 2010-11-01 | 6.71065 |
| 2010-12-01 | 5.21357 |
| 2011-01-01 | 6.01272 |
| 2011-02-01 | 4.96482 |
| 2011-03-01 | 5.52124 |
| 2011-04-01 | 5.31984 |
| 2011-05-01 | 5.10994 |
| 2011-06-01 | 6.34017 |
| 2011-07-01 | 8.58185 |
| 2011-08-01 | 19.91040 |
| 2011-09-01 | 10.08710 |
| 2011-10-01 | 8.89510 |
| 2011-11-01 | 5.51134 |
| 2011-12-01 | 7.90401 |
| 2012-01-01 | 7.49427 |
| 2012-02-01 | 6.61975 |
| 2012-03-01 | 5.38638 |
| 2012-04-01 | 4.88313 |
| 2012-05-01 | 5.01365 |
| 2012-06-01 | 7.59754 |
| 2012-07-01 | 5.58685 |
| 2012-08-01 | 4.87939 |
| 2012-09-01 | 5.61463 |
| 2012-10-01 | 6.04256 |
| 2012-11-01 | 4.02647 |
| 2012-12-01 | 5.04806 |
| 2013-01-01 | 6.64584 |
| 2013-02-01 | 6.36802 |
| 2013-03-01 | 4.20464 |
| 2013-04-01 | 4.69251 |
| 2013-05-01 | 4.67172 |
| 2013-06-01 | 6.10118 |
| 2013-07-01 | 6.08043 |
| 2013-08-01 | 4.43394 |
| 2013-09-01 | 6.68740 |
| 2013-10-01 | 5.68594 |
| 2013-11-01 | 4.36116 |
| 2013-12-01 | 5.92094 |
| 2014-01-01 | 5.71449 |
| 2014-02-01 | 3.51728 |
| 2014-03-01 | 4.70492 |
| 2014-04-01 | 4.95865 |
| 2014-05-01 | 5.14602 |
| 2014-06-01 | 3.76445 |
| 2014-07-01 | 5.00277 |
| 2014-08-01 | 4.78229 |
| 2014-09-01 | 3.85924 |
| 2014-10-01 | 7.18922 |
| 2014-11-01 | 3.92404 |
| 2014-12-01 | 4.86517 |
| 2015-01-01 | 6.49330 |
| 2015-02-01 | 4.38708 |
| 2015-03-01 | 4.00998 |
| 2015-04-01 | 4.95988 |
| 2015-05-01 | 3.61365 |
| 2015-06-01 | 4.31483 |
| 2015-07-01 | 8.28519 |
| 2015-08-01 | 8.10100 |
| 2015-09-01 | 6.01206 |
| 2015-10-01 | 4.41680 |
| 2015-11-01 | 4.78121 |
| 2015-12-01 | 5.28876 |
| 2016-01-01 | 4.89988 |
| 2016-02-01 | 6.01405 |
| 2016-03-01 | 4.82340 |
| 2016-04-01 | 3.06837 |
| 2016-05-01 | 3.00956 |
| 2016-06-01 | 4.02766 |
| 2016-07-01 | 4.65796 |
| 2016-08-01 | 3.58333 |
| 2016-09-01 | 4.22197 |
| 2016-10-01 | 4.26227 |
| 2016-11-01 | 4.47629 |
| 2016-12-01 | 3.69106 |
| 2017-01-01 | 4.66722 |
| 2017-02-01 | 4.31068 |
| 2017-03-01 | 3.42054 |
| 2017-04-01 | 4.02302 |
| 2017-05-01 | 3.28816 |
| 2017-06-01 | 2.97414 |
| 2017-07-01 | 2.98077 |
| 2017-08-01 | 4.71762 |
| 2017-09-01 | 2.67259 |
| 2017-10-01 | 1.87857 |
| 2017-11-01 | 3.56427 |
| 2017-12-01 | 5.04561 |
| 2018-01-01 | 4.44438 |
| 2018-02-01 | 7.85358 |
| 2018-03-01 | 3.82581 |
| 2018-04-01 | 3.64037 |
| 2018-05-01 | 3.82713 |
| 2018-06-01 | 2.71897 |
| 2018-07-01 | 2.46833 |
| 2018-08-01 | 3.37996 |
| 2018-09-01 | 5.23869 |
| 2018-10-01 | 5.70544 |
| 2018-11-01 | 4.86677 |
| 2018-12-01 | 10.11239 |
| 2019-01-01 | 8.57731 |
| 2019-02-01 | 3.88753 |
| 2019-03-01 | 5.30322 |
| 2019-04-01 | 3.73027 |
| 2019-05-01 | 3.02348 |
| 2019-06-01 | 4.29018 |
| 2019-07-01 | 5.44756 |
| 2019-08-01 | 5.85441 |
| 2019-09-01 | 4.24375 |
| 2019-10-01 | 3.61407 |
| 2019-11-01 | 4.50055 |
| 2019-12-01 | 6.45396 |
| 2020-01-01 | 3.42816 |
| 2020-02-01 | 4.68780 |
| 2020-03-01 | 15.39068 |
| 2020-04-01 | 11.60076 |
| 2020-05-01 | 10.03249 |
| 2020-06-01 | 8.19182 |
| 2020-07-01 | 5.91092 |
| 2020-08-01 | 8.31456 |
| 2020-09-01 | 4.30912 |
| 2020-10-01 | 5.50234 |
| 2020-11-01 | 5.04755 |
| 2020-12-01 | 4.57933 |
| 2021-01-01 | 4.11672 |
| 2021-02-01 | 3.85807 |
| 2021-03-01 | 5.76789 |
| 2021-04-01 | 4.51584 |
| 2021-05-01 | 5.06135 |
| 2021-06-01 | 5.95601 |
| 2021-07-01 | 3.15482 |
| 2021-08-01 | 3.79038 |
| 2021-09-01 | 7.43257 |
| 2021-10-01 | 5.64704 |
| 2021-11-01 | 2.99842 |
| 2021-12-01 | 3.57827 |
| 2022-01-01 | 3.77967 |
| 2022-02-01 | 5.36223 |
| 2022-03-01 | 5.09234 |
| 2022-04-01 | 4.44289 |
| 2022-05-01 | 7.72273 |
| 2022-06-01 | 6.36320 |
| 2022-07-01 | 6.85084 |
| 2022-08-01 | 2.93702 |
| 2022-09-01 | 4.39865 |
| 2022-10-01 | 7.24512 |
| 2022-11-01 | 4.94162 |
| 2022-12-01 | 7.17342 |
| 2023-01-01 | 6.79745 |
| 2023-02-01 | 4.97302 |
| 2023-03-01 | 11.06828 |
| 2023-04-01 | 6.69561 |
| 2023-05-01 | 6.79970 |
| 2023-06-01 | 5.38065 |
| 2023-07-01 | 5.91928 |
| 2023-08-01 | 3.93370 |
| 2023-09-01 | 3.95223 |
| 2023-10-01 | 4.79455 |
| 2023-11-01 | 3.31177 |
| 2023-12-01 | 3.51802 |
| 2024-01-01 | 4.07227 |
| 2024-02-01 | 5.51541 |
| 2024-03-01 | 7.19205 |
| 2024-04-01 | 4.69712 |
| 2024-05-01 | 2.80687 |
| 2024-06-01 | 5.03800 |
| 2024-07-01 | 4.63862 |
| 2024-08-01 | 5.83194 |
| 2024-09-01 | 9.07392 |
| 2024-10-01 | 6.05010 |
