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: Macroeconomic News and Outlook: Consumer Spending And Sentiment Series ID: EMVMACROCONSUME 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 0.48446 1985-02-01 0.40435 1985-03-01 0.49613 1985-04-01 0.28515 1985-05-01 0.33008 1985-06-01 0.39470 1985-07-01 0.32768 1985-08-01 0.92209 1985-09-01 0.43693 1985-10-01 0.43861 1985-11-01 0.57454 1985-12-01 0.32067 1986-01-01 0.19727 1986-02-01 0.08079 1986-03-01 0.73414 1986-04-01 0.71783 1986-05-01 0.27768 1986-06-01 0.91338 1986-07-01 1.09293 1986-08-01 0.61084 1986-09-01 1.79182 1986-10-01 0.25618 1986-11-01 0.56348 1986-12-01 0.99111 1987-01-01 0.89096 1987-02-01 0.23537 1987-03-01 0.52670 1987-04-01 0.45808 1987-05-01 0.69661 1987-06-01 0.38632 1987-07-01 0.37735 1987-08-01 0.83506 1987-09-01 0.58781 1987-10-01 5.54369 1987-11-01 6.69840 1987-12-01 5.18137 1988-01-01 3.94785 1988-02-01 2.48206 1988-03-01 1.81613 1988-04-01 1.81977 1988-05-01 1.54490 1988-06-01 0.91212 1988-07-01 0.78059 1988-08-01 0.97122 1988-09-01 0.70461 1988-10-01 1.19165 1988-11-01 0.65933 1988-12-01 1.14529 1989-01-01 0.92941 1989-02-01 0.79819 1989-03-01 0.54646 1989-04-01 0.69125 1989-05-01 1.40246 1989-06-01 0.74995 1989-07-01 0.98957 1989-08-01 1.10786 1989-09-01 0.39159 1989-10-01 1.23203 1989-11-01 0.55231 1989-12-01 0.95480 1990-01-01 0.77146 1990-02-01 1.06604 1990-03-01 0.53458 1990-04-01 0.59731 1990-05-01 0.79827 1990-06-01 0.78428 1990-07-01 0.90183 1990-08-01 1.33309 1990-09-01 1.76605 1990-10-01 1.28513 1990-11-01 1.32083 1990-12-01 1.13115 1991-01-01 2.76092 1991-02-01 2.59847 1991-03-01 1.89392 1991-04-01 1.47889 1991-05-01 0.88770 1991-06-01 1.09730 1991-07-01 0.45704 1991-08-01 1.31282 1991-09-01 0.89623 1991-10-01 0.87574 1991-11-01 2.23066 1991-12-01 1.37547 1992-01-01 2.20691 1992-02-01 1.18665 1992-03-01 1.17572 1992-04-01 1.28071 1992-05-01 0.69151 1992-06-01 0.65486 1992-07-01 1.43725 1992-08-01 1.01007 1992-09-01 1.03108 1992-10-01 1.28007 1992-11-01 1.20419 1992-12-01 0.97154 1993-01-01 1.12884 1993-02-01 1.60967 1993-03-01 1.15484 1993-04-01 0.81803 1993-05-01 0.91846 1993-06-01 1.01836 1993-07-01 1.48861 1993-08-01 1.08039 1993-09-01 1.21084 1993-10-01 0.97851 1993-11-01 0.91139 1993-12-01 0.95518 1994-01-01 1.29240 1994-02-01 0.58921 1994-03-01 1.18160 1994-04-01 1.95182 1994-05-01 0.96195 1994-06-01 0.88712 1994-07-01 1.19978 1994-08-01 1.07187 1994-09-01 0.84429 1994-10-01 1.00110 1994-11-01 1.09841 1994-12-01 1.11780 1995-01-01 0.87076 1995-02-01 1.50752 1995-03-01 1.41916 1995-04-01 0.86562 1995-05-01 0.92022 1995-06-01 1.79104 1995-07-01 2.61722 1995-08-01 0.80304 1995-09-01 1.13113 1995-10-01 0.93191 1995-11-01 1.11885 1995-12-01 2.42440 1996-01-01 1.39123 1996-02-01 1.06705 1996-03-01 1.86058 1996-04-01 1.11178 1996-05-01 1.61454 1996-06-01 1.31731 1996-07-01 2.56147 1996-08-01 1.81509 1996-09-01 1.38586 1996-10-01 1.60932 1996-11-01 1.50182 1996-12-01 1.72193 1997-01-01 1.58970 1997-02-01 1.20728 1997-03-01 2.31668 1997-04-01 2.21973 1997-05-01 1.41507 1997-06-01 2.10315 1997-07-01 1.15282 1997-08-01 2.25774 1997-09-01 1.68582 1997-10-01 2.10660 1997-11-01 2.90947 1997-12-01 1.97333 1998-01-01 2.29315 1998-02-01 1.20262 1998-03-01 0.85645 1998-04-01 1.36998 1998-05-01 1.95330 1998-06-01 1.50942 1998-07-01 1.83551 1998-08-01 3.83294 1998-09-01 4.76390 1998-10-01 5.71115 1998-11-01 5.03646 1998-12-01 2.24102 1999-01-01 2.88194 1999-02-01 1.88532 1999-03-01 1.67765 1999-04-01 1.44487 1999-05-01 1.20565 1999-06-01 1.45011 1999-07-01 1.99554 1999-08-01 2.37014 1999-09-01 1.88627 1999-10-01 2.62160 1999-11-01 1.95518 1999-12-01 1.63909 2000-01-01 1.34651 2000-02-01 1.81564 2000-03-01 1.86462 2000-04-01 3.97031 2000-05-01 3.77392 2000-06-01 3.04185 2000-07-01 1.27048 2000-08-01 2.18270 2000-09-01 0.58957 2000-10-01 2.95774 2000-11-01 4.87481 2000-12-01 7.08679 2001-01-01 4.58026 2001-02-01 3.86478 2001-03-01 6.01034 2001-04-01 4.06118 2001-05-01 4.11606 2001-06-01 1.57081 2001-07-01 1.96765 2001-08-01 2.50317 2001-09-01 11.20747 2001-10-01 5.86759 2001-11-01 4.51557 2001-12-01 2.67351 2002-01-01 3.19670 2002-02-01 2.09484 2002-03-01 2.39750 2002-04-01 2.17469 2002-05-01 1.82716 2002-06-01 2.57964 2002-07-01 6.69494 2002-08-01 6.37243 2002-09-01 5.80692 2002-10-01 4.67128 2002-11-01 4.83214 2002-12-01 3.29739 2003-01-01 4.50900 2003-02-01 2.00018 2003-03-01 5.37281 2003-04-01 3.81251 2003-05-01 3.04178 2003-06-01 1.85675 2003-07-01 1.34178 2003-08-01 2.05155 2003-09-01 1.33510 2003-10-01 1.57484 2003-11-01 0.76694 2003-12-01 1.80239 2004-01-01 1.69163 2004-02-01 0.77942 2004-03-01 1.25762 2004-04-01 1.44298 2004-05-01 1.67252 2004-06-01 1.87991 2004-07-01 1.16599 2004-08-01 2.21871 2004-09-01 1.48115 2004-10-01 1.34711 2004-11-01 1.25674 2004-12-01 2.21616 2005-01-01 1.56761 2005-02-01 0.66359 2005-03-01 1.00979 2005-04-01 2.45404 2005-05-01 1.68971 2005-06-01 1.04524 2005-07-01 1.22982 2005-08-01 2.68310 2005-09-01 2.25162 2005-10-01 2.36108 2005-11-01 1.91588 2005-12-01 1.62286 2006-01-01 2.04519 2006-02-01 0.80914 2006-03-01 0.97703 2006-04-01 1.50895 2006-05-01 2.21477 2006-06-01 1.36734 2006-07-01 2.01679 2006-08-01 2.40113 2006-09-01 1.62650 2006-10-01 1.48755 2006-11-01 1.35728 2006-12-01 1.69294 2007-01-01 1.75916 2007-02-01 1.87986 2007-03-01 3.12582 2007-04-01 2.47878 2007-05-01 1.23038 2007-06-01 1.77072 2007-07-01 2.63485 2007-08-01 5.78020 2007-09-01 3.90367 2007-10-01 2.48956 2007-11-01 4.27126 2007-12-01 4.26872 2008-01-01 5.59876 2008-02-01 3.44828 2008-03-01 2.75110 2008-04-01 1.59180 2008-05-01 1.99250 2008-06-01 2.08187 2008-07-01 2.76130 2008-08-01 1.87642 2008-09-01 2.30337 2008-10-01 6.71490 2008-11-01 5.10978 2008-12-01 3.02894 2009-01-01 2.44302 2009-02-01 1.79662 2009-03-01 2.57393 2009-04-01 2.32054 2009-05-01 2.72241 2009-06-01 1.55705 2009-07-01 2.35408 2009-08-01 2.95700 2009-09-01 1.78319 2009-10-01 1.86334 2009-11-01 1.95373 2009-12-01 1.36452 2010-01-01 1.64433 2010-02-01 1.33137 2010-03-01 1.34127 2010-04-01 1.82241 2010-05-01 2.25824 2010-06-01 1.76130 2010-07-01 2.60876 2010-08-01 1.64782 2010-09-01 1.24708 2010-10-01 1.14135 2010-11-01 1.70610 2010-12-01 1.81103 2011-01-01 0.97349 2011-02-01 1.03661 2011-03-01 1.17473 2011-04-01 0.77581 2011-05-01 1.06952 2011-06-01 2.01463 2011-07-01 2.21251 2011-08-01 9.42324 2011-09-01 3.42581 2011-10-01 3.06520 2011-11-01 1.81692 2011-12-01 1.75645 2012-01-01 1.69226 2012-02-01 1.35242 2012-03-01 1.53022 2012-04-01 0.58833 2012-05-01 0.86903 2012-06-01 2.05339 2012-07-01 1.76427 2012-08-01 1.17352 2012-09-01 0.91543 2012-10-01 1.34279 2012-11-01 0.81618 2012-12-01 2.09061 2013-01-01 1.27454 2013-02-01 1.02203 2013-03-01 1.09496 2013-04-01 1.11006 2013-05-01 1.49097 2013-06-01 1.70833 2013-07-01 1.10077 2013-08-01 1.39205 2013-09-01 1.54325 2013-10-01 2.73148 2013-11-01 0.92509 2013-12-01 1.42330 2014-01-01 1.65720 2014-02-01 0.58621 2014-03-01 0.95290 2014-04-01 0.97949 2014-05-01 0.93564 2014-06-01 0.98203 2014-07-01 0.65512 2014-08-01 1.05655 2014-09-01 0.44745 2014-10-01 2.74165 2014-11-01 0.90060 2014-12-01 1.09466 2015-01-01 2.36735 2015-02-01 0.79211 2015-03-01 0.58116 2015-04-01 0.81532 2015-05-01 1.04912 2015-06-01 0.93294 2015-07-01 1.92845 2015-08-01 3.39471 2015-09-01 1.68631 2015-10-01 1.71398 2015-11-01 0.63281 2015-12-01 1.19183 2016-01-01 3.54819 2016-02-01 2.34446 2016-03-01 1.20585 2016-04-01 0.43834 2016-05-01 0.87374 2016-06-01 0.95897 2016-07-01 0.98534 2016-08-01 0.61429 2016-09-01 0.84439 2016-10-01 0.79298 2016-11-01 0.57388 2016-12-01 0.29927 2017-01-01 1.03716 2017-02-01 0.66318 2017-03-01 0.76012 2017-04-01 0.82827 2017-05-01 0.38684 2017-06-01 0.44061 2017-07-01 0.88319 2017-08-01 1.06146 2017-09-01 0.25864 2017-10-01 0.62619 2017-11-01 0.36872 2017-12-01 1.36368 2018-01-01 0.72071 2018-02-01 1.34983 2018-03-01 0.98378 2018-04-01 0.62406 2018-05-01 0.38271 2018-06-01 1.01961 2018-07-01 0.58770 2018-08-01 1.12665 2018-09-01 1.07855 2018-10-01 3.09045 2018-11-01 1.36878 2018-12-01 4.98073 2019-01-01 4.28866 2019-02-01 1.25404 2019-03-01 1.17849 2019-04-01 1.24342 2019-05-01 2.26761 2019-06-01 1.52232 2019-07-01 2.38331 2019-08-01 6.58621 2019-09-01 3.21940 2019-10-01 2.55111 2019-11-01 2.55031 2019-12-01 2.83345 2020-01-01 1.71408 2020-02-01 3.34843 2020-03-01 6.38550 2020-04-01 3.16384 2020-05-01 2.50812 2020-06-01 3.16502 2020-07-01 1.86661 2020-08-01 1.46727 2020-09-01 1.69287 2020-10-01 2.75117 2020-11-01 1.07069 2020-12-01 1.01763 2021-01-01 1.37224 2021-02-01 1.76828 2021-03-01 1.44197 2021-04-01 1.12896 2021-05-01 0.30675 2021-06-01 0.85086 2021-07-01 1.09205 2021-08-01 0.86145 2021-09-01 2.19599 2021-10-01 1.45210 2021-11-01 0.42835 2021-12-01 1.04366 2022-01-01 1.01760 2022-02-01 1.26170 2022-03-01 2.01014 2022-04-01 1.90410 2022-05-01 4.54278 2022-06-01 3.31417 2022-07-01 4.30169 2022-08-01 1.19656 2022-09-01 1.46622 2022-10-01 1.59393 2022-11-01 1.78447 2022-12-01 0.95646 2023-01-01 1.51054 2023-02-01 1.42086 2023-03-01 1.17391 2023-04-01 0.31884 2023-05-01 2.71988 2023-06-01 1.34516 2023-07-01 1.56687 2023-08-01 0.56196 2023-09-01 1.88202 2023-10-01 0.68494 2023-11-01 1.10392 2023-12-01 0.74064 2024-01-01 2.30172 2024-02-01 1.14112 2024-03-01 1.43959 2024-04-01 1.39756