Table Data - Equity Market Volatility Tracker: Monetary Policy
| Title | Equity Market Volatility Tracker: Monetary Policy |
|---|---|
| Series ID | EMVMONETARYPOL |
| 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 | 2.82600 |
| 1985-02-01 | 1.69826 |
| 1985-03-01 | 2.39798 |
| 1985-04-01 | 1.28319 |
| 1985-05-01 | 2.37655 |
| 1985-06-01 | 1.71038 |
| 1985-07-01 | 2.04800 |
| 1985-08-01 | 1.67652 |
| 1985-09-01 | 2.91286 |
| 1985-10-01 | 1.37847 |
| 1985-11-01 | 2.51362 |
| 1985-12-01 | 3.07840 |
| 1986-01-01 | 2.95899 |
| 1986-02-01 | 2.18140 |
| 1986-03-01 | 3.07003 |
| 1986-04-01 | 2.15349 |
| 1986-05-01 | 1.38842 |
| 1986-06-01 | 2.49656 |
| 1986-07-01 | 2.91449 |
| 1986-08-01 | 2.51123 |
| 1986-09-01 | 4.34173 |
| 1986-10-01 | 2.04947 |
| 1986-11-01 | 2.44173 |
| 1986-12-01 | 1.63242 |
| 1987-01-01 | 3.44506 |
| 1987-02-01 | 2.58911 |
| 1987-03-01 | 2.63352 |
| 1987-04-01 | 3.83641 |
| 1987-05-01 | 3.54112 |
| 1987-06-01 | 3.36652 |
| 1987-07-01 | 1.56330 |
| 1987-08-01 | 1.77449 |
| 1987-09-01 | 2.93906 |
| 1987-10-01 | 16.08218 |
| 1987-11-01 | 15.14176 |
| 1987-12-01 | 9.70825 |
| 1988-01-01 | 9.54064 |
| 1988-02-01 | 7.77712 |
| 1988-03-01 | 3.27911 |
| 1988-04-01 | 5.51445 |
| 1988-05-01 | 7.11757 |
| 1988-06-01 | 3.34443 |
| 1988-07-01 | 4.44333 |
| 1988-08-01 | 5.66547 |
| 1988-09-01 | 2.86879 |
| 1988-10-01 | 4.61115 |
| 1988-11-01 | 4.36174 |
| 1988-12-01 | 3.43586 |
| 1989-01-01 | 4.59238 |
| 1989-02-01 | 4.73214 |
| 1989-03-01 | 2.45906 |
| 1989-04-01 | 2.48850 |
| 1989-05-01 | 2.95519 |
| 1989-06-01 | 3.44979 |
| 1989-07-01 | 4.63536 |
| 1989-08-01 | 2.90155 |
| 1989-09-01 | 2.10478 |
| 1989-10-01 | 8.19775 |
| 1989-11-01 | 3.86616 |
| 1989-12-01 | 4.42222 |
| 1990-01-01 | 3.95372 |
| 1990-02-01 | 6.69238 |
| 1990-03-01 | 5.47940 |
| 1990-04-01 | 2.63813 |
| 1990-05-01 | 2.43682 |
| 1990-06-01 | 2.64695 |
| 1990-07-01 | 4.67822 |
| 1990-08-01 | 3.85645 |
| 1990-09-01 | 4.84403 |
| 1990-10-01 | 4.00960 |
| 1990-11-01 | 3.20773 |
| 1990-12-01 | 3.55505 |
| 1991-01-01 | 5.67813 |
| 1991-02-01 | 5.71664 |
| 1991-03-01 | 4.49130 |
| 1991-04-01 | 3.61507 |
| 1991-05-01 | 3.44637 |
| 1991-06-01 | 2.96270 |
| 1991-07-01 | 3.31351 |
| 1991-08-01 | 4.51610 |
| 1991-09-01 | 3.00499 |
| 1991-10-01 | 3.14235 |
| 1991-11-01 | 5.00537 |
| 1991-12-01 | 3.82076 |
| 1992-01-01 | 5.62761 |
| 1992-02-01 | 4.06853 |
| 1992-03-01 | 3.42492 |
| 1992-04-01 | 4.58921 |
| 1992-05-01 | 2.71284 |
| 1992-06-01 | 3.76545 |
| 1992-07-01 | 5.60032 |
| 1992-08-01 | 2.98629 |
| 1992-09-01 | 5.01478 |
| 1992-10-01 | 5.21874 |
| 1992-11-01 | 2.36022 |
| 1992-12-01 | 1.70020 |
| 1993-01-01 | 2.14479 |
| 1993-02-01 | 2.68278 |
| 1993-03-01 | 3.18957 |
| 1993-04-01 | 1.96328 |
| 1993-05-01 | 2.87020 |
| 1993-06-01 | 3.73397 |
| 1993-07-01 | 2.86271 |
| 1993-08-01 | 3.86665 |
| 1993-09-01 | 2.53699 |
| 1993-10-01 | 1.95702 |
| 1993-11-01 | 2.78779 |
| 1993-12-01 | 2.06957 |
| 1994-01-01 | 2.73988 |
| 1994-02-01 | 5.57070 |
| 1994-03-01 | 7.34650 |
| 1994-04-01 | 10.10354 |
| 1994-05-01 | 6.63238 |
| 1994-06-01 | 4.38632 |
| 1994-07-01 | 4.68484 |
| 1994-08-01 | 5.00206 |
| 1994-09-01 | 4.95319 |
| 1994-10-01 | 4.00439 |
| 1994-11-01 | 5.28281 |
| 1994-12-01 | 6.35114 |
| 1995-01-01 | 8.48987 |
| 1995-02-01 | 9.92448 |
| 1995-03-01 | 6.05871 |
| 1995-04-01 | 4.43630 |
| 1995-05-01 | 2.92305 |
| 1995-06-01 | 6.23974 |
| 1995-07-01 | 6.33001 |
| 1995-08-01 | 3.61370 |
| 1995-09-01 | 3.44725 |
| 1995-10-01 | 3.78245 |
| 1995-11-01 | 4.53428 |
| 1995-12-01 | 6.84893 |
| 1996-01-01 | 4.83618 |
| 1996-02-01 | 4.20544 |
| 1996-03-01 | 5.69801 |
| 1996-04-01 | 3.27684 |
| 1996-05-01 | 3.11774 |
| 1996-06-01 | 4.49083 |
| 1996-07-01 | 8.55904 |
| 1996-08-01 | 4.88196 |
| 1996-09-01 | 4.32387 |
| 1996-10-01 | 3.60709 |
| 1996-11-01 | 3.60436 |
| 1996-12-01 | 7.00649 |
| 1997-01-01 | 5.70098 |
| 1997-02-01 | 4.66447 |
| 1997-03-01 | 9.10876 |
| 1997-04-01 | 8.26851 |
| 1997-05-01 | 5.76511 |
| 1997-06-01 | 4.83725 |
| 1997-07-01 | 5.76411 |
| 1997-08-01 | 6.45818 |
| 1997-09-01 | 4.61121 |
| 1997-10-01 | 9.22893 |
| 1997-11-01 | 8.88428 |
| 1997-12-01 | 7.11438 |
| 1998-01-01 | 8.37268 |
| 1998-02-01 | 4.81050 |
| 1998-03-01 | 2.20873 |
| 1998-04-01 | 4.55029 |
| 1998-05-01 | 6.26057 |
| 1998-06-01 | 5.93357 |
| 1998-07-01 | 5.87364 |
| 1998-08-01 | 10.78699 |
| 1998-09-01 | 20.52143 |
| 1998-10-01 | 15.58989 |
| 1998-11-01 | 11.54425 |
| 1998-12-01 | 6.72306 |
| 1999-01-01 | 10.56712 |
| 1999-02-01 | 6.19464 |
| 1999-03-01 | 6.04971 |
| 1999-04-01 | 3.94932 |
| 1999-05-01 | 5.06375 |
| 1999-06-01 | 7.80057 |
| 1999-07-01 | 6.92895 |
| 1999-08-01 | 9.36203 |
| 1999-09-01 | 7.00614 |
| 1999-10-01 | 9.22805 |
| 1999-11-01 | 5.91839 |
| 1999-12-01 | 4.33566 |
| 2000-01-01 | 8.89871 |
| 2000-02-01 | 7.78967 |
| 2000-03-01 | 9.60562 |
| 2000-04-01 | 14.10987 |
| 2000-05-01 | 13.89489 |
| 2000-06-01 | 8.14986 |
| 2000-07-01 | 6.29718 |
| 2000-08-01 | 5.85603 |
| 2000-09-01 | 4.60940 |
| 2000-10-01 | 7.34154 |
| 2000-11-01 | 8.46088 |
| 2000-12-01 | 15.43907 |
| 2001-01-01 | 12.85785 |
| 2001-02-01 | 7.72957 |
| 2001-03-01 | 12.59558 |
| 2001-04-01 | 9.01898 |
| 2001-05-01 | 7.90717 |
| 2001-06-01 | 5.03743 |
| 2001-07-01 | 6.40891 |
| 2001-08-01 | 6.73074 |
| 2001-09-01 | 15.67750 |
| 2001-10-01 | 8.38963 |
| 2001-11-01 | 6.48389 |
| 2001-12-01 | 6.05995 |
| 2002-01-01 | 7.69575 |
| 2002-02-01 | 4.42245 |
| 2002-03-01 | 4.74288 |
| 2002-04-01 | 4.97889 |
| 2002-05-01 | 4.13797 |
| 2002-06-01 | 5.45242 |
| 2002-07-01 | 11.48641 |
| 2002-08-01 | 10.57692 |
| 2002-09-01 | 8.80403 |
| 2002-10-01 | 6.55052 |
| 2002-11-01 | 6.99239 |
| 2002-12-01 | 5.08581 |
| 2003-01-01 | 5.55377 |
| 2003-02-01 | 4.24280 |
| 2003-03-01 | 6.44737 |
| 2003-04-01 | 4.29578 |
| 2003-05-01 | 7.20421 |
| 2003-06-01 | 6.89651 |
| 2003-07-01 | 4.02534 |
| 2003-08-01 | 4.69696 |
| 2003-09-01 | 2.40317 |
| 2003-10-01 | 2.51974 |
| 2003-11-01 | 1.58181 |
| 2003-12-01 | 3.33972 |
| 2004-01-01 | 5.23348 |
| 2004-02-01 | 4.00104 |
| 2004-03-01 | 3.09568 |
| 2004-04-01 | 5.20505 |
| 2004-05-01 | 6.01060 |
| 2004-06-01 | 5.48306 |
| 2004-07-01 | 5.55232 |
| 2004-08-01 | 3.86984 |
| 2004-09-01 | 3.31981 |
| 2004-10-01 | 3.69207 |
| 2004-11-01 | 4.29387 |
| 2004-12-01 | 3.81386 |
| 2005-01-01 | 4.70283 |
| 2005-02-01 | 2.82024 |
| 2005-03-01 | 3.89491 |
| 2005-04-01 | 6.23735 |
| 2005-05-01 | 5.52997 |
| 2005-06-01 | 4.70358 |
| 2005-07-01 | 4.63548 |
| 2005-08-01 | 5.48038 |
| 2005-09-01 | 5.65300 |
| 2005-10-01 | 5.40323 |
| 2005-11-01 | 3.77998 |
| 2005-12-01 | 5.14838 |
| 2006-01-01 | 6.30599 |
| 2006-02-01 | 3.74229 |
| 2006-03-01 | 3.86158 |
| 2006-04-01 | 4.67289 |
| 2006-05-01 | 6.85523 |
| 2006-06-01 | 9.22955 |
| 2006-07-01 | 8.06715 |
| 2006-08-01 | 6.53330 |
| 2006-09-01 | 4.73163 |
| 2006-10-01 | 4.17474 |
| 2006-11-01 | 2.75835 |
| 2006-12-01 | 5.50206 |
| 2007-01-01 | 5.14217 |
| 2007-02-01 | 5.58879 |
| 2007-03-01 | 9.46940 |
| 2007-04-01 | 4.91250 |
| 2007-05-01 | 5.05823 |
| 2007-06-01 | 6.19752 |
| 2007-07-01 | 5.63134 |
| 2007-08-01 | 18.85074 |
| 2007-09-01 | 12.06135 |
| 2007-10-01 | 8.88431 |
| 2007-11-01 | 8.59052 |
| 2007-12-01 | 10.13178 |
| 2008-01-01 | 15.99647 |
| 2008-02-01 | 8.18323 |
| 2008-03-01 | 15.36822 |
| 2008-04-01 | 7.02266 |
| 2008-05-01 | 5.40821 |
| 2008-06-01 | 5.62549 |
| 2008-07-01 | 8.39660 |
| 2008-08-01 | 4.02744 |
| 2008-09-01 | 21.66417 |
| 2008-10-01 | 22.95276 |
| 2008-11-01 | 9.31784 |
| 2008-12-01 | 7.78021 |
| 2009-01-01 | 5.89900 |
| 2009-02-01 | 7.31482 |
| 2009-03-01 | 10.35558 |
| 2009-04-01 | 5.52509 |
| 2009-05-01 | 5.85910 |
| 2009-06-01 | 7.39598 |
| 2009-07-01 | 5.80308 |
| 2009-08-01 | 5.64020 |
| 2009-09-01 | 5.13978 |
| 2009-10-01 | 4.95115 |
| 2009-11-01 | 5.22910 |
| 2009-12-01 | 5.10430 |
| 2010-01-01 | 7.75186 |
| 2010-02-01 | 6.15758 |
| 2010-03-01 | 5.47237 |
| 2010-04-01 | 5.35333 |
| 2010-05-01 | 6.60947 |
| 2010-06-01 | 6.70429 |
| 2010-07-01 | 5.33346 |
| 2010-08-01 | 4.99662 |
| 2010-09-01 | 4.36478 |
| 2010-10-01 | 5.35939 |
| 2010-11-01 | 7.44996 |
| 2010-12-01 | 4.99405 |
| 2011-01-01 | 4.98197 |
| 2011-02-01 | 3.38263 |
| 2011-03-01 | 5.69745 |
| 2011-04-01 | 4.48861 |
| 2011-05-01 | 4.27809 |
| 2011-06-01 | 7.22898 |
| 2011-07-01 | 8.04548 |
| 2011-08-01 | 23.86208 |
| 2011-09-01 | 10.91183 |
| 2011-10-01 | 6.07030 |
| 2011-11-01 | 5.51134 |
| 2011-12-01 | 6.68801 |
| 2012-01-01 | 5.62070 |
| 2012-02-01 | 4.05726 |
| 2012-03-01 | 4.65187 |
| 2012-04-01 | 4.29480 |
| 2012-05-01 | 4.14461 |
| 2012-06-01 | 6.84463 |
| 2012-07-01 | 4.70472 |
| 2012-08-01 | 5.37350 |
| 2012-09-01 | 6.71315 |
| 2012-10-01 | 5.70686 |
| 2012-11-01 | 3.37353 |
| 2012-12-01 | 3.87528 |
| 2013-01-01 | 6.87343 |
| 2013-02-01 | 6.25009 |
| 2013-03-01 | 6.52595 |
| 2013-04-01 | 5.19709 |
| 2013-05-01 | 6.65968 |
| 2013-06-01 | 10.73807 |
| 2013-07-01 | 7.07636 |
| 2013-08-01 | 5.92910 |
| 2013-09-01 | 7.37329 |
| 2013-10-01 | 6.52211 |
| 2013-11-01 | 5.74880 |
| 2013-12-01 | 7.79970 |
| 2014-01-01 | 6.45737 |
| 2014-02-01 | 4.90288 |
| 2014-03-01 | 4.34759 |
| 2014-04-01 | 5.99936 |
| 2014-05-01 | 4.09343 |
| 2014-06-01 | 3.00065 |
| 2014-07-01 | 3.75207 |
| 2014-08-01 | 4.67108 |
| 2014-09-01 | 4.02703 |
| 2014-10-01 | 10.96661 |
| 2014-11-01 | 3.92404 |
| 2014-12-01 | 5.89902 |
| 2015-01-01 | 9.46940 |
| 2015-02-01 | 3.77776 |
| 2015-03-01 | 5.28852 |
| 2015-04-01 | 4.55222 |
| 2015-05-01 | 4.07993 |
| 2015-06-01 | 5.77254 |
| 2015-07-01 | 8.78516 |
| 2015-08-01 | 15.81624 |
| 2015-09-01 | 10.77771 |
| 2015-10-01 | 6.32855 |
| 2015-11-01 | 4.21872 |
| 2015-12-01 | 8.78977 |
| 2016-01-01 | 12.33418 |
| 2016-02-01 | 10.19330 |
| 2016-03-01 | 6.89058 |
| 2016-04-01 | 4.01811 |
| 2016-05-01 | 4.07747 |
| 2016-06-01 | 9.01428 |
| 2016-07-01 | 6.89736 |
| 2016-08-01 | 3.78809 |
| 2016-09-01 | 5.23524 |
| 2016-10-01 | 4.85700 |
| 2016-11-01 | 6.77182 |
| 2016-12-01 | 4.28961 |
| 2017-01-01 | 4.35607 |
| 2017-02-01 | 4.20015 |
| 2017-03-01 | 4.08564 |
| 2017-04-01 | 3.31307 |
| 2017-05-01 | 2.41776 |
| 2017-06-01 | 4.07568 |
| 2017-07-01 | 4.96795 |
| 2017-08-01 | 4.48174 |
| 2017-09-01 | 2.84501 |
| 2017-10-01 | 3.57823 |
| 2017-11-01 | 3.56427 |
| 2017-12-01 | 6.54566 |
| 2018-01-01 | 5.28521 |
| 2018-02-01 | 10.92138 |
| 2018-03-01 | 6.77714 |
| 2018-04-01 | 5.40854 |
| 2018-05-01 | 4.97527 |
| 2018-06-01 | 3.96516 |
| 2018-07-01 | 4.23143 |
| 2018-08-01 | 5.18260 |
| 2018-09-01 | 5.70093 |
| 2018-10-01 | 11.29201 |
| 2018-11-01 | 8.06059 |
| 2018-12-01 | 21.73408 |
| 2019-01-01 | 14.78847 |
| 2019-02-01 | 5.01617 |
| 2019-03-01 | 6.48172 |
| 2019-04-01 | 5.59541 |
| 2019-05-01 | 6.04695 |
| 2019-06-01 | 7.88839 |
| 2019-07-01 | 8.34157 |
| 2019-08-01 | 14.63602 |
| 2019-09-01 | 5.41444 |
| 2019-10-01 | 4.78333 |
| 2019-11-01 | 5.85071 |
| 2019-12-01 | 6.13913 |
| 2020-01-01 | 4.87854 |
| 2020-02-01 | 6.69686 |
| 2020-03-01 | 23.08602 |
| 2020-04-01 | 10.19461 |
| 2020-05-01 | 8.15140 |
| 2020-06-01 | 10.61213 |
| 2020-07-01 | 7.62197 |
| 2020-08-01 | 6.19516 |
| 2020-09-01 | 5.07860 |
| 2020-10-01 | 6.70598 |
| 2020-11-01 | 5.96528 |
| 2020-12-01 | 4.24012 |
| 2021-01-01 | 6.34661 |
| 2021-02-01 | 6.91237 |
| 2021-03-01 | 6.56899 |
| 2021-04-01 | 5.32225 |
| 2021-05-01 | 5.67485 |
| 2021-06-01 | 5.95601 |
| 2021-07-01 | 4.73224 |
| 2021-08-01 | 5.34100 |
| 2021-09-01 | 8.10826 |
| 2021-10-01 | 5.64704 |
| 2021-11-01 | 3.99789 |
| 2021-12-01 | 6.26197 |
| 2022-01-01 | 8.14084 |
| 2022-02-01 | 10.40903 |
| 2022-03-01 | 11.39077 |
| 2022-04-01 | 7.45772 |
| 2022-05-01 | 12.71978 |
| 2022-06-01 | 10.20764 |
| 2022-07-01 | 9.55930 |
| 2022-08-01 | 4.56869 |
| 2022-09-01 | 7.94200 |
| 2022-10-01 | 8.83905 |
| 2022-11-01 | 6.72609 |
| 2022-12-01 | 8.12987 |
| 2023-01-01 | 8.30800 |
| 2023-02-01 | 6.57149 |
| 2023-03-01 | 16.60243 |
| 2023-04-01 | 7.17387 |
| 2023-05-01 | 7.64967 |
| 2023-06-01 | 7.11014 |
| 2023-07-01 | 5.39699 |
| 2023-08-01 | 6.04104 |
| 2023-09-01 | 6.96346 |
| 2023-10-01 | 5.99318 |
| 2023-11-01 | 5.07804 |
| 2023-12-01 | 4.81414 |
| 2024-01-01 | 6.01987 |
| 2024-02-01 | 4.37429 |
| 2024-03-01 | 5.21424 |
| 2024-04-01 | 5.70364 |
| 2024-05-01 | 4.67811 |
| 2024-06-01 | 3.91844 |
| 2024-07-01 | 5.30128 |
| 2024-08-01 | 8.03861 |
| 2024-09-01 | 9.29523 |
| 2024-10-01 | 5.26944 |
