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: Elections And Political Governance Series ID: EMVELECTGOVRN 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 2024-04-01 Last Updated: 2024-05-15 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 0.16149 1985-02-01 0.32348 1985-03-01 0.08269 1985-04-01 0.14258 1985-05-01 0.13203 1985-06-01 0.06578 1985-07-01 0.16384 1985-08-01 0.08383 1985-09-01 0.07282 1985-10-01 0.18797 1985-11-01 0.14364 1985-12-01 0.12827 1986-01-01 0.06576 1986-02-01 0.40396 1986-03-01 0.20022 1986-04-01 0.06526 1986-05-01 0.06942 1986-06-01 0.12178 1986-07-01 0.21859 1986-08-01 0.13574 1986-09-01 0.20675 1986-10-01 0.12809 1986-11-01 0.31304 1986-12-01 0.11660 1987-01-01 0.23759 1987-02-01 0.11769 1987-03-01 0.15801 1987-04-01 0.17178 1987-05-01 0.29026 1987-06-01 0.16557 1987-07-01 0.26953 1987-08-01 0.36534 1987-09-01 0.29391 1987-10-01 1.26242 1987-11-01 1.29465 1987-12-01 1.63622 1988-01-01 1.20629 1988-02-01 0.55157 1988-03-01 0.50448 1988-04-01 0.66173 1988-05-01 0.82762 1988-06-01 0.25337 1988-07-01 0.84063 1988-08-01 1.07914 1988-09-01 0.80527 1988-10-01 1.55432 1988-11-01 1.26795 1988-12-01 0.44816 1989-01-01 0.27336 1989-02-01 0.22805 1989-03-01 0.13661 1989-04-01 0.00000 1989-05-01 0.20035 1989-06-01 0.39998 1989-07-01 0.31250 1989-08-01 0.21102 1989-09-01 0.09790 1989-10-01 0.18954 1989-11-01 0.20084 1989-12-01 0.55278 1990-01-01 0.53038 1990-02-01 0.41457 1990-03-01 0.35638 1990-04-01 0.29866 1990-05-01 0.25208 1990-06-01 0.19607 1990-07-01 0.22546 1990-08-01 0.09522 1990-09-01 0.20183 1990-10-01 0.20562 1990-11-01 0.28304 1990-12-01 0.21546 1991-01-01 0.36465 1991-02-01 0.06496 1991-03-01 0.05411 1991-04-01 0.21910 1991-05-01 0.46996 1991-06-01 0.21946 1991-07-01 0.22852 1991-08-01 2.99323 1991-09-01 0.89623 1991-10-01 0.72119 1991-11-01 0.92491 1991-12-01 0.86604 1992-01-01 0.93794 1992-02-01 0.56507 1992-03-01 0.56230 1992-04-01 0.80044 1992-05-01 0.95747 1992-06-01 1.20058 1992-07-01 1.43725 1992-08-01 1.36140 1992-09-01 1.73408 1992-10-01 2.95400 1992-11-01 1.25236 1992-12-01 0.48577 1993-01-01 0.56442 1993-02-01 0.29809 1993-03-01 0.54993 1993-04-01 0.21814 1993-05-01 0.40183 1993-06-01 0.39603 1993-07-01 0.34352 1993-08-01 0.17059 1993-09-01 0.46127 1993-10-01 0.56651 1993-11-01 0.32167 1993-12-01 0.31839 1994-01-01 0.20678 1994-02-01 0.80347 1994-03-01 0.82199 1994-04-01 0.57406 1994-05-01 0.40503 1994-06-01 0.24642 1994-07-01 0.34279 1994-08-01 1.12291 1994-09-01 0.84429 1994-10-01 0.35038 1994-11-01 0.20922 1994-12-01 0.30485 1995-01-01 0.70749 1995-02-01 0.37688 1995-03-01 0.32750 1995-04-01 0.43281 1995-05-01 0.48717 1995-06-01 0.05778 1995-07-01 0.12173 1995-08-01 0.11472 1995-09-01 0.26932 1995-10-01 0.10964 1995-11-01 0.52998 1995-12-01 0.48488 1996-01-01 1.25873 1996-02-01 0.56491 1996-03-01 1.45357 1996-04-01 0.17554 1996-05-01 0.55674 1996-06-01 0.53890 1996-07-01 0.74970 1996-08-01 0.50071 1996-09-01 0.77608 1996-10-01 0.66592 1996-11-01 0.66080 1996-12-01 0.53439 1997-01-01 0.43854 1997-02-01 0.21950 1997-03-01 0.36856 1997-04-01 0.44395 1997-05-01 0.41928 1997-06-01 0.52579 1997-07-01 0.34585 1997-08-01 0.21002 1997-09-01 0.54541 1997-10-01 0.20063 1997-11-01 0.72737 1997-12-01 1.71368 1998-01-01 0.53329 1998-02-01 0.47059 1998-03-01 0.22538 1998-04-01 0.29357 1998-05-01 0.40068 1998-06-01 0.62459 1998-07-01 0.62932 1998-08-01 0.49281 1998-09-01 1.25641 1998-10-01 0.36016 1998-11-01 0.56589 1998-12-01 0.88598 1999-01-01 0.62160 1999-02-01 0.37706 1999-03-01 0.30503 1999-04-01 0.43346 1999-05-01 0.67517 1999-06-01 0.70005 1999-07-01 0.38802 1999-08-01 0.71104 1999-09-01 0.37725 1999-10-01 0.41946 1999-11-01 0.31706 1999-12-01 0.84598 2000-01-01 0.40981 2000-02-01 0.40998 2000-03-01 1.29958 2000-04-01 0.67190 2000-05-01 0.80053 2000-06-01 0.91829 2000-07-01 0.44191 2000-08-01 0.90502 2000-09-01 0.58957 2000-10-01 1.58450 2000-11-01 7.17213 2000-12-01 4.17614 2001-01-01 0.99331 2001-02-01 0.28006 2001-03-01 0.47037 2001-04-01 0.47468 2001-05-01 0.32495 2001-06-01 0.27083 2001-07-01 0.28109 2001-08-01 0.33376 2001-09-01 0.71261 2001-10-01 0.30882 2001-11-01 0.11578 2001-12-01 0.41588 2002-01-01 0.53278 2002-02-01 0.11638 2002-03-01 0.20848 2002-04-01 0.45783 2002-05-01 0.16122 2002-06-01 0.58628 2002-07-01 0.72200 2002-08-01 0.59126 2002-09-01 1.24880 2002-10-01 1.07386 2002-11-01 1.08012 2002-12-01 0.83832 2003-01-01 0.71484 2003-02-01 0.24245 2003-03-01 0.32237 2003-04-01 0.75176 2003-05-01 0.26682 2003-06-01 0.31830 2003-07-01 0.33545 2003-08-01 0.37792 2003-09-01 0.42723 2003-10-01 0.31497 2003-11-01 0.43140 2003-12-01 0.42409 2004-01-01 1.05727 2004-02-01 0.41569 2004-03-01 0.58044 2004-04-01 0.46382 2004-05-01 0.67946 2004-06-01 0.31332 2004-07-01 1.11046 2004-08-01 1.34154 2004-09-01 1.02148 2004-10-01 2.09550 2004-11-01 1.57093 2004-12-01 0.56692 2005-01-01 1.25409 2005-02-01 0.27649 2005-03-01 0.33660 2005-04-01 0.46013 2005-05-01 0.15361 2005-06-01 0.20905 2005-07-01 0.28381 2005-08-01 0.05709 2005-09-01 0.09581 2005-10-01 0.31784 2005-11-01 0.15534 2005-12-01 0.33576 2006-01-01 0.45449 2006-02-01 0.15171 2006-03-01 0.41873 2006-04-01 0.14603 2006-05-01 0.26366 2006-06-01 0.51275 2006-07-01 0.51860 2006-08-01 0.11168 2006-09-01 1.13362 2006-10-01 0.47985 2006-11-01 0.56918 2006-12-01 0.79944 2007-01-01 0.36085 2007-02-01 0.45726 2007-03-01 0.41371 2007-04-01 0.40562 2007-05-01 0.36456 2007-06-01 0.60577 2007-07-01 0.36165 2007-08-01 0.46866 2007-09-01 0.95089 2007-10-01 0.09763 2007-11-01 0.57590 2007-12-01 0.92575 2008-01-01 1.06643 2008-02-01 0.61760 2008-03-01 0.66406 2008-04-01 0.88954 2008-05-01 0.37952 2008-06-01 0.17718 2008-07-01 0.56353 2008-08-01 0.50343 2008-09-01 0.99605 2008-10-01 1.22089 2008-11-01 1.92368 2008-12-01 0.29695 2009-01-01 0.17876 2009-02-01 0.38499 2009-03-01 0.11972 2009-04-01 0.27625 2009-05-01 0.05918 2009-06-01 0.06488 2009-07-01 0.21898 2009-08-01 0.21904 2009-09-01 0.05245 2009-10-01 0.00000 2009-11-01 0.17239 2009-12-01 0.10108 2010-01-01 0.41108 2010-02-01 0.00000 2010-03-01 0.10730 2010-04-01 0.17085 2010-05-01 0.16524 2010-06-01 0.17045 2010-07-01 0.11594 2010-08-01 0.05316 2010-09-01 0.20785 2010-10-01 0.34737 2010-11-01 0.22748 2010-12-01 0.05488 2011-01-01 0.45811 2011-02-01 0.21823 2011-03-01 0.11747 2011-04-01 0.22166 2011-05-01 0.11884 2011-06-01 0.35552 2011-07-01 0.13409 2011-08-01 0.45596 2011-09-01 0.38065 2011-10-01 0.48082 2011-11-01 0.18169 2011-12-01 0.33778 2012-01-01 1.20875 2012-02-01 0.21354 2012-03-01 0.55088 2012-04-01 0.47066 2012-05-01 1.47067 2012-06-01 1.43737 2012-07-01 1.02916 2012-08-01 0.61764 2012-09-01 1.09851 2012-10-01 1.23089 2012-11-01 1.79559 2012-12-01 0.71387 2013-01-01 0.68279 2013-02-01 0.35378 2013-03-01 0.26279 2013-04-01 0.10091 2013-05-01 0.19880 2013-06-01 0.09762 2013-07-01 0.20967 2013-08-01 0.25779 2013-09-01 0.17147 2013-10-01 0.16723 2013-11-01 0.26431 2013-12-01 0.22773 2014-01-01 0.28572 2014-02-01 0.05329 2014-03-01 0.35734 2014-04-01 0.48974 2014-05-01 0.46782 2014-06-01 0.21823 2014-07-01 0.05956 2014-08-01 0.38926 2014-09-01 0.39152 2014-10-01 0.30463 2014-11-01 0.25731 2014-12-01 0.18244 2015-01-01 0.81166 2015-02-01 0.54838 2015-03-01 0.29058 2015-04-01 0.40766 2015-05-01 0.40799 2015-06-01 0.93294 2015-07-01 1.14278 2015-08-01 0.30861 2015-09-01 0.36659 2015-10-01 0.26369 2015-11-01 0.28125 2015-12-01 0.37245 2016-01-01 0.33792 2016-02-01 0.50967 2016-03-01 1.11972 2016-04-01 0.65751 2016-05-01 1.35916 2016-06-01 8.82248 2016-07-01 7.61397 2016-08-01 2.45714 2016-09-01 2.02655 2016-10-01 2.87455 2016-11-01 6.54227 2016-12-01 1.99517 2017-01-01 2.28175 2017-02-01 1.43689 2017-03-01 1.90030 2017-04-01 2.60313 2017-05-01 1.16053 2017-06-01 0.99138 2017-07-01 1.21439 2017-08-01 0.58970 2017-09-01 0.43106 2017-10-01 0.71565 2017-11-01 1.10615 2017-12-01 1.22731 2018-01-01 1.08107 2018-02-01 1.22712 2018-03-01 0.76516 2018-04-01 0.62406 2018-05-01 1.02057 2018-06-01 0.79303 2018-07-01 1.05786 2018-08-01 1.23932 2018-09-01 0.61632 2018-10-01 1.42636 2018-11-01 1.82504 2018-12-01 5.43352 2019-01-01 2.80981 2019-02-01 1.25404 2019-03-01 1.47312 2019-04-01 1.08800 2019-05-01 1.25978 2019-06-01 0.55357 2019-07-01 0.68094 2019-08-01 2.78084 2019-09-01 2.19504 2019-10-01 2.44481 2019-11-01 2.10026 2019-12-01 4.25017 2020-01-01 1.18667 2020-02-01 2.51132 2020-03-01 2.61969 2020-04-01 0.87885 2020-05-01 0.83604 2020-06-01 1.67560 2020-07-01 1.24440 2020-08-01 1.14121 2020-09-01 2.00066 2020-10-01 3.95481 2020-11-01 1.98843 2020-12-01 1.86565 2021-01-01 1.20071 2021-02-01 0.80376 2021-03-01 0.96132 2021-04-01 1.61280 2021-05-01 0.00000 2021-06-01 1.19120 2021-07-01 0.24268 2021-08-01 0.51687 2021-09-01 0.00000 2021-10-01 0.64538 2021-11-01 0.57113 2021-12-01 0.44728 2022-01-01 0.14537 2022-02-01 0.00000 2022-03-01 0.67005 2022-04-01 0.31735 2022-05-01 0.75713 2022-06-01 0.00000 2022-07-01 0.31864 2022-08-01 0.00000 2022-09-01 0.36655 2022-10-01 0.00000 2022-11-01 0.54907 2022-12-01 0.31882 2023-01-01 0.15105 2023-02-01 0.35522 2023-03-01 0.50310 2023-04-01 0.31884 2023-05-01 0.67997 2023-06-01 0.19217 2023-07-01 0.00000 2023-08-01 0.28098 2023-09-01 0.00000 2023-10-01 0.00000 2023-11-01 0.00000 2023-12-01 0.74064 2024-01-01 1.23939 2024-02-01 0.76075 2024-03-01 0.71980 2024-04-01 1.92164