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Table Data - Equity Market Volatility Tracker: Entitlement And Welfare Programs

NOTE: To improve accessibility of data for all users, this file was converted from a text format to an html table.

Title Equity Market Volatility Tracker: Entitlement And Welfare Programs
Series ID EMVWELFARE
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 2024-05-01
Last Updated 2024-06-10 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'
DATE VALUE
1985-01-01 0.56520
1985-02-01 1.05130
1985-03-01 0.49613
1985-04-01 0.28515
1985-05-01 0.13203
1985-06-01 0.32892
1985-07-01 0.32768
1985-08-01 0.16765
1985-09-01 0.36411
1985-10-01 0.31329
1985-11-01 0.28727
1985-12-01 0.38480
1986-01-01 0.65755
1986-02-01 0.56555
1986-03-01 0.40044
1986-04-01 0.39154
1986-05-01 0.27768
1986-06-01 0.66981
1986-07-01 0.58290
1986-08-01 0.67871
1986-09-01 0.41350
1986-10-01 0.64046
1986-11-01 0.50087
1986-12-01 0.40811
1987-01-01 0.35639
1987-02-01 0.23537
1987-03-01 0.63205
1987-04-01 0.68712
1987-05-01 0.75466
1987-06-01 0.71745
1987-07-01 0.48516
1987-08-01 0.73067
1987-09-01 0.68578
1987-10-01 3.01884
1987-11-01 4.44684
1987-12-01 1.09081
1988-01-01 1.26112
1988-02-01 1.04798
1988-03-01 0.60538
1988-04-01 0.77202
1988-05-01 0.88280
1988-06-01 1.06414
1988-07-01 0.84063
1988-08-01 0.97122
1988-09-01 0.35231
1988-10-01 0.77716
1988-11-01 1.31867
1988-12-01 1.04570
1989-01-01 1.25744
1989-02-01 0.91222
1989-03-01 0.27323
1989-04-01 0.23042
1989-05-01 0.45079
1989-06-01 0.74995
1989-07-01 0.67707
1989-08-01 0.58031
1989-09-01 0.53843
1989-10-01 0.47386
1989-11-01 0.60252
1989-12-01 0.85429
1990-01-01 0.86789
1990-02-01 0.65147
1990-03-01 0.44548
1990-04-01 0.54754
1990-05-01 0.46215
1990-06-01 0.58821
1990-07-01 0.90183
1990-08-01 0.28566
1990-09-01 0.70642
1990-10-01 0.87389
1990-11-01 0.61324
1990-12-01 0.86183
1991-01-01 0.62511
1991-02-01 0.71458
1991-03-01 0.43290
1991-04-01 0.93115
1991-05-01 0.83548
1991-06-01 1.15216
1991-07-01 0.74268
1991-08-01 0.63015
1991-09-01 0.94894
1991-10-01 0.72119
1991-11-01 1.46897
1991-12-01 0.76415
1992-01-01 1.60001
1992-02-01 1.41268
1992-03-01 1.48243
1992-04-01 1.22735
1992-05-01 0.69151
1992-06-01 1.41887
1992-07-01 1.28857
1992-08-01 0.52699
1992-09-01 0.89048
1992-10-01 0.98467
1992-11-01 0.67435
1992-12-01 0.68008
1993-01-01 0.73374
1993-02-01 1.19235
1993-03-01 1.20984
1993-04-01 0.92710
1993-05-01 0.86106
1993-06-01 0.96178
1993-07-01 1.03057
1993-08-01 1.25098
1993-09-01 1.78743
1993-10-01 0.51500
1993-11-01 0.53611
1993-12-01 0.42453
1994-01-01 0.25848
1994-02-01 0.74990
1994-03-01 0.77061
1994-04-01 0.97591
1994-05-01 0.55692
1994-06-01 0.73927
1994-07-01 0.57132
1994-08-01 1.02083
1994-09-01 1.01315
1994-10-01 1.60176
1994-11-01 0.73227
1994-12-01 0.55890
1995-01-01 0.97960
1995-02-01 1.19345
1995-03-01 1.14624
1995-04-01 0.70332
1995-05-01 0.97435
1995-06-01 0.86663
1995-07-01 0.97385
1995-08-01 0.74568
1995-09-01 1.45431
1995-10-01 1.53491
1995-11-01 1.35439
1995-12-01 1.51525
1996-01-01 2.18622
1996-02-01 1.50643
1996-03-01 2.09315
1996-04-01 0.87772
1996-05-01 1.55887
1996-06-01 1.85621
1996-07-01 1.56187
1996-08-01 1.56473
1996-09-01 1.66303
1996-10-01 1.38734
1996-11-01 1.50182
1996-12-01 2.73134
1997-01-01 3.34384
1997-02-01 1.81091
1997-03-01 2.21138
1997-04-01 1.27635
1997-05-01 1.20543
1997-06-01 2.47120
1997-07-01 1.44103
1997-08-01 1.57516
1997-09-01 1.68582
1997-10-01 2.40755
1997-11-01 1.76647
1997-12-01 1.60982
1998-01-01 2.55980
1998-02-01 1.67322
1998-03-01 0.94660
1998-04-01 2.69103
1998-05-01 1.80304
1998-06-01 1.97786
1998-07-01 2.93682
1998-08-01 2.29976
1998-09-01 2.87928
1998-10-01 3.08711
1998-11-01 3.22560
1998-12-01 3.07489
1999-01-01 6.10294
1999-02-01 2.37012
1999-03-01 2.23687
1999-04-01 2.11915
1999-05-01 1.59146
1999-06-01 1.60012
1999-07-01 2.10640
1999-08-01 2.25163
1999-09-01 1.61680
1999-10-01 2.14972
1999-11-01 2.06087
1999-12-01 1.26897
2000-01-01 1.40506
2000-02-01 0.99567
2000-03-01 0.90406
2000-04-01 2.32110
2000-05-01 5.60370
2000-06-01 3.32881
2000-07-01 1.76763
2000-08-01 1.81004
2000-09-01 1.33994
2000-10-01 3.32746
2000-11-01 1.90510
2000-12-01 2.72082
2001-01-01 2.53846
2001-02-01 2.29647
2001-03-01 2.09055
2001-04-01 1.89873
2001-05-01 2.49130
2001-06-01 1.08332
2001-07-01 2.36118
2001-08-01 2.22504
2001-09-01 3.23915
2001-10-01 2.83086
2001-11-01 1.91043
2001-12-01 2.61410
2002-01-01 2.19033
2002-02-01 1.16380
2002-03-01 1.45935
2002-04-01 0.91566
2002-05-01 0.85984
2002-06-01 1.52433
2002-07-01 3.41310
2002-08-01 3.61323
2002-09-01 3.68396
2002-10-01 2.84572
2002-11-01 3.01298
2002-12-01 2.29141
2003-01-01 3.46424
2003-02-01 1.33345
2003-03-01 1.28947
2003-04-01 2.09419
2003-05-01 1.54757
2003-06-01 1.59150
2003-07-01 1.34178
2003-08-01 1.51167
2003-09-01 0.85446
2003-10-01 0.94490
2003-11-01 0.86281
2003-12-01 0.84818
2004-01-01 1.42731
2004-02-01 0.98727
2004-03-01 0.96740
2004-04-01 1.13377
2004-05-01 0.94079
2004-06-01 0.57442
2004-07-01 0.55523
2004-08-01 1.13515
2004-09-01 1.37900
2004-10-01 1.99571
2004-11-01 2.30403
2004-12-01 3.24693
2005-01-01 3.03071
2005-02-01 3.64972
2005-03-01 2.35618
2005-04-01 2.76079
2005-05-01 1.53610
2005-06-01 1.62012
2005-07-01 0.85142
2005-08-01 1.02757
2005-09-01 0.52697
2005-10-01 1.13513
2005-11-01 0.56959
2005-12-01 0.89537
2006-01-01 1.30665
2006-02-01 0.55629
2006-03-01 1.11660
2006-04-01 0.68146
2006-05-01 0.68552
2006-06-01 0.79762
2006-07-01 1.21007
2006-08-01 0.67008
2006-09-01 0.98576
2006-10-01 0.95971
2006-11-01 1.13837
2006-12-01 1.08160
2007-01-01 1.08256
2007-02-01 0.60969
2007-03-01 1.47098
2007-04-01 1.03658
2007-05-01 1.04810
2007-06-01 0.97856
2007-07-01 1.29159
2007-08-01 1.09355
2007-09-01 0.90085
2007-10-01 0.97630
2007-11-01 0.57590
2007-12-01 1.28576
2008-01-01 3.09265
2008-02-01 1.18374
2008-03-01 1.47042
2008-04-01 0.88954
2008-05-01 1.09113
2008-06-01 0.75302
2008-07-01 1.69059
2008-08-01 1.05263
2008-09-01 3.73520
2008-10-01 4.94461
2008-11-01 3.54679
2008-12-01 1.72234
2009-01-01 2.08551
2009-02-01 2.50244
2009-03-01 1.67605
2009-04-01 0.99452
2009-05-01 1.53875
2009-06-01 0.90828
2009-07-01 1.14967
2009-08-01 1.53326
2009-09-01 0.73425
2009-10-01 1.33095
2009-11-01 0.91940
2009-12-01 1.11183
2010-01-01 1.87924
2010-02-01 0.99853
2010-03-01 1.18031
2010-04-01 0.91120
2010-05-01 1.32189
2010-06-01 1.36358
2010-07-01 2.14498
2010-08-01 1.43520
2010-09-01 1.19512
2010-10-01 0.94286
2010-11-01 1.19427
2010-12-01 1.42687
2011-01-01 2.00424
2011-02-01 1.69131
2011-03-01 1.64462
2011-04-01 1.32996
2011-05-01 1.30719
2011-06-01 1.48135
2011-07-01 5.49775
2011-08-01 7.21942
2011-09-01 2.22043
2011-10-01 1.92326
2011-11-01 2.42257
2011-12-01 2.29689
2012-01-01 1.69226
2012-02-01 1.21006
2012-03-01 0.97934
2012-04-01 1.23549
2012-05-01 1.40382
2012-06-01 2.05339
2012-07-01 0.95565
2012-08-01 1.23529
2012-09-01 1.28160
2012-10-01 1.06304
2012-11-01 1.68677
2012-12-01 2.54953
2013-01-01 2.00285
2013-02-01 4.04880
2013-03-01 2.01472
2013-04-01 1.21097
2013-05-01 1.98796
2013-06-01 0.97619
2013-07-01 1.78219
2013-08-01 0.97959
2013-09-01 1.48609
2013-10-01 3.40042
2013-11-01 0.92509
2013-12-01 1.13864
2014-01-01 1.20004
2014-02-01 0.53292
2014-03-01 1.31023
2014-04-01 1.16314
2014-05-01 1.11107
2014-06-01 0.92747
2014-07-01 1.54847
2014-08-01 1.11216
2014-09-01 1.06269
2014-10-01 1.70592
2014-11-01 1.09358
2014-12-01 0.85140
2015-01-01 2.09679
2015-02-01 0.79211
2015-03-01 0.75550
2015-04-01 0.74738
2015-05-01 0.40799
2015-06-01 0.58308
2015-07-01 0.92851
2015-08-01 0.61722
2015-09-01 0.95313
2015-10-01 1.05476
2015-11-01 0.98437
2015-12-01 1.19183
2016-01-01 1.01377
2016-02-01 1.52900
2016-03-01 0.68906
2016-04-01 0.58445
2016-05-01 0.67958
2016-06-01 1.43845
2016-07-01 0.53746
2016-08-01 0.40952
2016-09-01 0.50664
2016-10-01 1.38772
2016-11-01 1.03299
2016-12-01 0.69831
2017-01-01 1.34831
2017-02-01 1.21583
2017-03-01 1.33021
2017-04-01 1.41989
2017-05-01 0.38684
2017-06-01 0.99138
2017-07-01 0.66239
2017-08-01 1.41529
2017-09-01 1.46561
2017-10-01 1.07347
2017-11-01 1.35196
2017-12-01 1.90915
2018-01-01 0.48047
2018-02-01 0.73627
2018-03-01 0.65585
2018-04-01 0.83208
2018-05-01 1.27571
2018-06-01 0.45316
2018-07-01 0.58770
2018-08-01 0.45066
2018-09-01 1.69487
2018-10-01 1.30750
2018-11-01 1.97713
2018-12-01 2.41490
2019-01-01 1.47885
2019-02-01 1.37945
2019-03-01 1.17849
2019-04-01 1.55428
2019-05-01 1.00783
2019-06-01 1.24553
2019-07-01 1.87260
2019-08-01 1.46360
2019-09-01 1.17069
2019-10-01 0.74407
2019-11-01 2.10026
2019-12-01 2.04638
2020-01-01 0.52741
2020-02-01 2.00906
2020-03-01 10.96995
2020-04-01 6.85500
2020-05-01 5.22525
2020-06-01 6.14386
2020-07-01 3.88876
2020-08-01 6.52122
2020-09-01 2.30846
2020-10-01 3.95481
2020-11-01 3.05912
2020-12-01 4.07051
2021-01-01 3.25907
2021-02-01 2.41129
2021-03-01 3.20439
2021-04-01 2.09664
2021-05-01 2.76074
2021-06-01 3.74377
2021-07-01 1.57741
2021-08-01 2.58435
2021-09-01 4.72982
2021-10-01 3.22688
2021-11-01 1.14225
2021-12-01 2.83280
2022-01-01 2.90744
2022-02-01 2.20798
2022-03-01 2.54617
2022-04-01 0.79337
2022-05-01 1.81711
2022-06-01 2.38620
2022-07-01 1.27457
2022-08-01 1.63168
2022-09-01 2.32151
2022-10-01 3.76746
2022-11-01 0.96087
2022-12-01 1.75350
2023-01-01 2.26582
2023-02-01 1.77608
2023-03-01 3.18632
2023-04-01 1.75361
2023-05-01 4.92979
2023-06-01 1.72949
2023-07-01 1.91506
2023-08-01 0.70245
2023-09-01 1.88202
2023-10-01 1.71234
2023-11-01 1.98706
2023-12-01 1.48127
2024-01-01 1.59350
2024-02-01 2.28224
2024-03-01 1.43841
2024-04-01 1.17517
2024-05-01 1.89117

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