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: Inflation Series ID: EMVMACROINFLATION 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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) DATE VALUE 1985-01-01 4.03715 1985-02-01 2.91130 1985-03-01 3.72100 1985-04-01 2.42379 1985-05-01 2.57460 1985-06-01 2.17087 1985-07-01 3.19488 1985-08-01 3.77217 1985-09-01 3.27696 1985-10-01 3.07024 1985-11-01 3.80635 1985-12-01 3.91214 1986-01-01 3.55079 1986-02-01 3.87804 1986-03-01 5.87309 1986-04-01 2.74081 1986-05-01 2.63800 1986-06-01 3.95796 1986-07-01 4.22601 1986-08-01 3.66504 1986-09-01 7.99429 1986-10-01 3.97086 1986-11-01 4.06956 1986-12-01 2.56523 1987-01-01 4.87061 1987-02-01 3.94250 1987-03-01 4.00296 1987-04-01 6.41310 1987-05-01 5.63096 1987-06-01 5.02218 1987-07-01 4.09692 1987-08-01 4.22747 1987-09-01 4.21265 1987-10-01 17.89349 1987-11-01 18.35023 1987-12-01 12.70798 1988-01-01 10.41794 1988-02-01 6.28788 1988-03-01 4.99434 1988-04-01 7.44451 1988-05-01 8.99352 1988-06-01 6.58751 1988-07-01 5.88442 1988-08-01 6.52878 1988-09-01 4.52967 1988-10-01 6.11366 1988-11-01 5.88328 1988-12-01 4.87991 1989-01-01 6.72456 1989-02-01 6.15748 1989-03-01 3.55197 1989-04-01 4.88483 1989-05-01 5.60985 1989-06-01 5.04969 1989-07-01 6.04159 1989-08-01 4.74799 1989-09-01 4.01376 1989-10-01 7.53435 1989-11-01 4.51889 1989-12-01 5.22626 1990-01-01 6.70204 1990-02-01 8.58757 1990-03-01 5.65759 1990-04-01 4.08164 1990-05-01 4.15939 1990-06-01 4.26453 1990-07-01 6.08733 1990-08-01 8.61749 1990-09-01 6.55962 1990-10-01 6.27143 1990-11-01 4.29270 1990-12-01 4.52461 1991-01-01 7.03254 1991-02-01 5.06702 1991-03-01 3.67962 1991-04-01 4.32713 1991-05-01 3.44637 1991-06-01 4.16973 1991-07-01 4.68462 1991-08-01 4.56861 1991-09-01 4.11209 1991-10-01 3.65749 1991-11-01 5.33181 1991-12-01 3.92265 1992-01-01 6.01382 1992-02-01 5.14217 1992-03-01 4.65175 1992-04-01 4.69593 1992-05-01 3.61712 1992-06-01 4.14746 1992-07-01 6.04636 1992-08-01 3.90852 1992-09-01 5.20225 1992-10-01 4.92334 1992-11-01 3.75708 1992-12-01 2.81747 1993-01-01 4.96688 1993-02-01 4.94824 1993-03-01 5.77422 1993-04-01 5.50809 1993-05-01 5.39598 1993-06-01 5.48781 1993-07-01 5.95443 1993-08-01 6.14115 1993-09-01 5.82355 1993-10-01 4.89255 1993-11-01 5.79002 1993-12-01 3.92687 1994-01-01 6.72047 1994-02-01 6.21347 1994-03-01 8.42535 1994-04-01 11.94055 1994-05-01 7.69558 1994-06-01 6.06199 1994-07-01 6.85586 1994-08-01 6.48226 1994-09-01 7.76750 1994-10-01 7.25796 1994-11-01 6.32891 1994-12-01 7.97704 1995-01-01 9.41505 1995-02-01 7.97727 1995-03-01 7.09578 1995-04-01 6.05933 1995-05-01 4.81762 1995-06-01 4.27538 1995-07-01 6.02569 1995-08-01 4.24466 1995-09-01 4.14748 1995-10-01 5.31736 1995-11-01 4.82871 1995-12-01 5.87917 1996-01-01 7.88363 1996-02-01 6.46508 1996-03-01 7.50044 1996-04-01 5.61744 1996-05-01 6.79221 1996-06-01 5.92790 1996-07-01 11.12051 1996-08-01 5.69562 1996-09-01 5.32169 1996-10-01 6.15979 1996-11-01 6.12741 1996-12-01 8.55030 1997-01-01 8.71592 1997-02-01 7.02415 1997-03-01 9.16141 1997-04-01 8.54597 1997-05-01 6.39403 1997-06-01 6.88782 1997-07-01 7.95447 1997-08-01 7.92833 1997-09-01 5.90037 1997-10-01 12.13805 1997-11-01 8.83233 1997-12-01 6.54315 1998-01-01 11.46577 1998-02-01 5.54253 1998-03-01 4.05685 1998-04-01 6.60526 1998-05-01 7.61285 1998-06-01 5.98562 1998-07-01 7.23716 1998-08-01 11.99163 1998-09-01 14.18701 1998-10-01 8.43809 1998-11-01 6.62097 1998-12-01 6.30612 1999-01-01 7.96772 1999-02-01 5.17117 1999-03-01 6.86312 1999-04-01 5.05706 1999-05-01 6.51053 1999-06-01 7.95058 1999-07-01 6.65179 1999-08-01 8.59174 1999-09-01 7.22171 1999-10-01 9.85723 1999-11-01 6.44681 1999-12-01 4.75865 2000-01-01 7.90346 2000-02-01 6.61829 2000-03-01 8.13652 2000-04-01 11.91093 2000-05-01 10.86431 2000-06-01 6.42806 2000-07-01 5.91051 2000-08-01 6.06897 2000-09-01 3.59104 2000-10-01 6.86618 2000-11-01 8.12468 2000-12-01 9.93416 2001-01-01 6.40133 2001-02-01 4.36889 2001-03-01 7.31693 2001-04-01 4.85232 2001-05-01 5.95745 2001-06-01 3.57495 2001-07-01 3.99151 2001-08-01 4.39445 2001-09-01 8.48658 2001-10-01 5.66171 2001-11-01 4.16822 2001-12-01 4.45585 2002-01-01 5.50542 2002-02-01 3.43322 2002-03-01 4.58652 2002-04-01 4.23492 2002-05-01 4.67537 2002-06-01 5.80419 2002-07-01 10.50186 2002-08-01 7.75203 2002-09-01 6.99327 2002-10-01 5.85252 2002-11-01 4.60474 2002-12-01 5.19758 2003-01-01 7.53334 2003-02-01 6.30359 2003-03-01 7.68311 2003-04-01 5.15494 2003-05-01 5.33645 2003-06-01 4.40316 2003-07-01 3.52218 2003-08-01 3.83315 2003-09-01 2.88381 2003-10-01 3.37466 2003-11-01 1.96528 2003-12-01 3.60478 2004-01-01 5.55066 2004-02-01 3.11770 2004-03-01 3.62775 2004-04-01 5.20505 2004-05-01 5.22661 2004-06-01 4.69977 2004-07-01 5.49679 2004-08-01 3.81824 2004-09-01 3.16659 2004-10-01 3.89164 2004-11-01 3.92732 2004-12-01 4.02001 2005-01-01 6.16593 2005-02-01 3.81562 2005-03-01 4.80853 2005-04-01 7.10649 2005-05-01 5.47876 2005-06-01 4.54680 2005-07-01 3.97327 2005-08-01 4.85242 2005-09-01 5.26975 2005-10-01 5.76647 2005-11-01 4.24601 2005-12-01 5.37222 2006-01-01 5.73789 2006-02-01 4.19743 2006-03-01 4.00116 2006-04-01 5.64640 2006-05-01 8.38447 2006-06-01 9.17258 2006-07-01 7.83666 2006-08-01 6.92418 2006-09-01 4.92878 2006-10-01 4.70258 2006-11-01 3.63402 2006-12-01 5.69016 2007-01-01 4.78132 2007-02-01 4.31861 2007-03-01 7.90649 2007-04-01 5.09277 2007-05-01 4.83038 2007-06-01 6.94309 2007-07-01 6.61295 2007-08-01 10.51892 2007-09-01 7.10669 2007-10-01 6.29712 2007-11-01 6.38290 2007-12-01 6.01735 2008-01-01 10.34438 2008-02-01 6.58776 2008-03-01 9.05966 2008-04-01 4.86905 2008-05-01 5.21845 2008-06-01 6.24562 2008-07-01 7.43860 2008-08-01 5.03431 2008-09-01 11.20560 2008-10-01 12.94145 2008-11-01 7.33404 2008-12-01 6.05787 2009-01-01 4.82646 2009-02-01 5.71069 2009-03-01 5.68659 2009-04-01 4.03332 2009-05-01 4.43871 2009-06-01 4.34676 2009-07-01 4.32494 2009-08-01 3.83314 2009-09-01 4.30064 2009-10-01 4.52525 2009-11-01 4.65448 2009-12-01 4.14409 2010-01-01 5.46154 2010-02-01 3.77221 2010-03-01 3.27269 2010-04-01 4.10042 2010-05-01 6.66455 2010-06-01 4.14757 2010-07-01 5.10157 2010-08-01 3.66773 2010-09-01 4.15694 2010-10-01 5.01202 2010-11-01 6.19882 2010-12-01 3.40254 2011-01-01 5.26829 2011-02-01 3.70998 2011-03-01 5.28629 2011-04-01 5.20901 2011-05-01 4.99111 2011-06-01 5.15509 2011-07-01 6.97275 2011-08-01 20.82232 2011-09-01 7.73979 2011-10-01 6.01020 2011-11-01 4.60288 2011-12-01 6.21512 2012-01-01 4.71414 2012-02-01 3.84372 2012-03-01 4.22341 2012-04-01 3.29464 2012-05-01 3.27558 2012-06-01 4.51746 2012-07-01 3.60205 2012-08-01 3.02645 2012-09-01 4.02789 2012-10-01 3.80458 2012-11-01 2.61177 2012-12-01 4.02825 2013-01-01 3.04980 2013-02-01 4.55982 2013-03-01 4.29224 2013-04-01 4.54114 2013-05-01 4.17473 2013-06-01 5.41785 2013-07-01 3.82648 2013-08-01 3.35123 2013-09-01 4.28680 2013-10-01 3.67914 2013-11-01 3.36999 2013-12-01 3.24513 2014-01-01 5.02875 2014-02-01 2.71790 2014-03-01 3.33514 2014-04-01 5.14230 2014-05-01 3.27474 2014-06-01 3.10977 2014-07-01 2.85872 2014-08-01 3.28088 2014-09-01 2.51689 2014-10-01 6.88459 2014-11-01 3.08777 2014-12-01 3.70969 2015-01-01 6.83149 2015-02-01 3.04658 2015-03-01 2.96390 2015-04-01 2.24214 2015-05-01 2.97252 2015-06-01 2.74050 2015-07-01 5.21395 2015-08-01 8.71822 2015-09-01 6.74523 2015-10-01 4.15311 2015-11-01 3.02341 2015-12-01 5.06529 2016-01-01 6.75845 2016-02-01 6.62565 2016-03-01 5.08180 2016-04-01 2.92226 2016-05-01 3.30081 2016-06-01 6.04148 2016-07-01 4.29965 2016-08-01 2.86666 2016-09-01 4.05309 2016-10-01 4.36139 2016-11-01 5.73883 2016-12-01 4.68864 2017-01-01 4.56350 2017-02-01 3.86856 2017-03-01 3.61057 2017-04-01 3.31307 2017-05-01 3.19145 2017-06-01 2.75384 2017-07-01 2.75997 2017-08-01 4.83556 2017-09-01 2.67259 2017-10-01 2.86258 2017-11-01 2.45811 2017-12-01 5.59108 2018-01-01 6.00593 2018-02-01 12.39393 2018-03-01 5.90267 2018-04-01 6.13662 2018-05-01 3.69956 2018-06-01 3.28542 2018-07-01 2.70341 2018-08-01 4.39394 2018-09-01 4.00606 2018-10-01 8.43929 2018-11-01 5.62721 2018-12-01 12.07449 2019-01-01 8.87308 2019-02-01 2.38268 2019-03-01 5.00860 2019-04-01 4.81827 2019-05-01 3.90532 2019-06-01 5.67410 2019-07-01 5.61779 2019-08-01 8.04981 2019-09-01 4.09742 2019-10-01 2.76370 2019-11-01 2.10026 2019-12-01 5.35207 2020-01-01 4.35113 2020-02-01 4.18554 2020-03-01 10.64249 2020-04-01 6.50346 2020-05-01 3.34416 2020-06-01 4.65444 2020-07-01 4.82206 2020-08-01 6.03213 2020-09-01 5.23250 2020-10-01 2.92312 2020-11-01 2.75321 2020-12-01 2.54407 2021-01-01 4.63131 2021-02-01 4.98334 2021-03-01 5.92811 2021-04-01 3.38688 2021-05-01 6.28835 2021-06-01 6.12618 2021-07-01 4.61090 2021-08-01 4.30725 2021-09-01 4.39197 2021-10-01 6.13107 2021-11-01 3.56955 2021-12-01 6.85835 2022-01-01 10.61216 2022-02-01 11.82844 2022-03-01 11.65878 2022-04-01 9.67916 2022-05-01 16.95971 2022-06-01 10.47277 2022-07-01 12.42710 2022-08-01 7.72326 2022-09-01 9.04167 2022-10-01 11.73709 2022-11-01 8.37329 2022-12-01 10.83983 2023-01-01 10.12065 2023-02-01 8.70278 2023-03-01 12.74530 2023-04-01 6.69561 2023-05-01 7.98965 2023-06-01 7.87881 2023-07-01 6.78977 2023-08-01 6.46251 2023-09-01 7.52807 2023-10-01 5.82195 2023-11-01 4.63647 2023-12-01 6.29541 2024-01-01 6.55104 2024-02-01 5.70559 2024-03-01 5.57384 2024-04-01 7.21887 2024-05-01 5.51591