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: Interest Rates Series ID: EMVMACROINTEREST 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 3.63832 1985-04-01 3.92084 1985-05-01 3.96092 1985-06-01 3.09185 1985-07-01 4.17792 1985-08-01 4.10748 1985-09-01 2.76721 1985-10-01 3.32087 1985-11-01 4.95543 1985-12-01 3.27080 1986-01-01 4.27410 1986-02-01 4.12041 1986-03-01 6.67397 1986-04-01 4.11121 1986-05-01 4.99832 1986-06-01 4.81044 1986-07-01 5.53753 1986-08-01 4.54736 1986-09-01 7.78754 1986-10-01 4.09895 1986-11-01 3.44347 1986-12-01 2.79844 1987-01-01 5.52398 1987-02-01 3.64828 1987-03-01 4.16097 1987-04-01 5.09612 1987-05-01 6.32757 1987-06-01 4.19435 1987-07-01 3.01879 1987-08-01 3.44461 1987-09-01 3.82078 1987-10-01 23.32740 1987-11-01 19.70117 1987-12-01 12.21712 1988-01-01 11.45973 1988-02-01 7.77712 1988-03-01 4.89345 1988-04-01 8.16139 1988-05-01 7.94520 1988-06-01 5.27000 1988-07-01 5.46410 1988-08-01 7.06835 1988-09-01 3.97604 1988-10-01 6.06185 1988-11-01 5.88328 1988-12-01 5.02930 1989-01-01 8.25535 1989-02-01 5.35929 1989-03-01 3.55197 1989-04-01 4.74658 1989-05-01 5.20915 1989-06-01 4.74971 1989-07-01 5.62493 1989-08-01 4.80074 1989-09-01 3.37744 1989-10-01 8.52945 1989-11-01 5.17162 1989-12-01 5.22626 1990-01-01 6.55739 1990-02-01 8.52835 1990-03-01 5.21211 1990-04-01 4.57940 1990-05-01 4.49551 1990-06-01 4.11748 1990-07-01 6.25642 1990-08-01 6.95112 1990-09-01 5.55045 1990-10-01 6.68267 1990-11-01 4.33987 1990-12-01 5.38644 1991-01-01 7.18882 1991-02-01 7.21076 1991-03-01 5.03242 1991-04-01 5.53215 1991-05-01 4.28185 1991-06-01 3.78567 1991-07-01 4.45610 1991-08-01 5.19876 1991-09-01 4.00666 1991-10-01 4.17263 1991-11-01 8.54178 1991-12-01 5.29812 1992-01-01 9.32418 1992-02-01 6.21581 1992-03-01 5.82747 1992-04-01 5.76319 1992-05-01 4.62779 1992-06-01 4.85689 1992-07-01 5.94724 1992-08-01 4.12810 1992-09-01 7.17067 1992-10-01 8.02504 1992-11-01 5.20211 1992-12-01 3.25466 1993-01-01 5.36197 1993-02-01 5.60404 1993-03-01 5.22429 1993-04-01 5.39902 1993-05-01 5.68300 1993-06-01 5.65753 1993-07-01 6.06894 1993-08-01 7.05095 1993-09-01 6.40014 1993-10-01 5.71655 1993-11-01 6.37974 1993-12-01 4.51059 1994-01-01 6.66877 1994-02-01 6.96337 1994-03-01 9.70971 1994-04-01 15.04050 1994-05-01 8.35376 1994-06-01 6.16056 1994-07-01 8.16990 1994-08-01 7.19684 1994-09-01 6.24777 1994-10-01 6.60725 1994-11-01 7.32271 1994-12-01 10.46669 1995-01-01 10.88446 1995-02-01 10.80386 1995-03-01 7.47786 1995-04-01 6.16753 1995-05-01 4.92588 1995-06-01 6.52862 1995-07-01 6.99953 1995-08-01 4.41675 1995-09-01 4.41679 1995-10-01 6.03000 1995-11-01 5.59424 1995-12-01 7.87931 1996-01-01 8.41362 1996-02-01 5.83740 1996-03-01 8.14002 1996-04-01 5.61744 1996-05-01 6.90356 1996-06-01 6.82606 1996-07-01 10.30834 1996-08-01 6.00857 1996-09-01 5.82060 1996-10-01 5.71584 1996-11-01 5.64683 1996-12-01 6.94712 1997-01-01 7.23586 1997-02-01 6.09125 1997-03-01 8.84550 1997-04-01 9.43387 1997-05-01 6.07957 1997-06-01 4.94241 1997-07-01 7.03221 1997-08-01 7.45578 1997-09-01 4.75996 1997-10-01 11.83710 1997-11-01 9.71556 1997-12-01 7.01052 1998-01-01 10.61250 1998-02-01 5.80397 1998-03-01 3.78639 1998-04-01 5.08850 1998-05-01 6.66125 1998-06-01 5.62128 1998-07-01 7.39449 1998-08-01 11.06077 1998-09-01 18.84621 1998-10-01 16.20731 1998-11-01 11.82720 1998-12-01 6.41035 1999-01-01 9.49345 1999-02-01 5.92530 1999-03-01 6.40558 1999-04-01 4.38278 1999-05-01 5.54601 1999-06-01 7.55055 1999-07-01 7.26154 1999-08-01 10.48785 1999-09-01 7.27561 1999-10-01 9.38534 1999-11-01 6.18260 1999-12-01 4.44140 2000-01-01 8.84016 2000-02-01 8.25822 2000-03-01 9.21009 2000-04-01 11.54444 2000-05-01 14.06643 2000-06-01 7.92028 2000-07-01 6.40766 2000-08-01 5.58984 2000-09-01 3.80543 2000-10-01 6.65492 2000-11-01 7.78849 2000-12-01 13.85720 2001-01-01 11.36789 2001-02-01 6.27327 2001-03-01 9.35522 2001-04-01 7.54219 2001-05-01 6.22825 2001-06-01 4.49577 2001-07-01 5.45320 2001-08-01 4.72820 2001-09-01 11.40182 2001-10-01 8.59551 2001-11-01 6.65757 2001-12-01 5.88172 2002-01-01 6.74858 2002-02-01 2.96769 2002-03-01 4.11745 2002-04-01 4.57829 2002-05-01 3.92301 2002-06-01 5.04202 2002-07-01 9.84549 2002-08-01 10.64261 2002-09-01 10.42747 2002-10-01 7.67807 2002-11-01 6.87869 2002-12-01 6.03590 2003-01-01 8.08322 2003-02-01 4.30341 2003-03-01 7.46820 2003-04-01 5.15494 2003-05-01 6.72393 2003-06-01 7.79836 2003-07-01 5.98211 2003-08-01 6.20863 2003-09-01 4.59273 2003-10-01 3.64463 2003-11-01 2.54048 2003-12-01 4.08189 2004-01-01 6.76652 2004-02-01 3.94908 2004-03-01 4.54678 2004-04-01 6.49343 2004-05-01 7.57858 2004-06-01 6.26636 2004-07-01 6.38516 2004-08-01 4.79860 2004-09-01 4.64773 2004-10-01 3.84175 2004-11-01 4.81751 2004-12-01 4.43232 2005-01-01 5.95692 2005-02-01 3.37323 2005-03-01 4.32768 2005-04-01 6.23735 2005-05-01 6.40043 2005-06-01 5.95787 2005-07-01 4.54088 2005-08-01 5.93708 2005-09-01 4.69487 2005-10-01 6.03891 2005-11-01 4.97093 2005-12-01 4.92453 2006-01-01 6.13556 2006-02-01 3.89400 2006-03-01 4.32683 2006-04-01 5.45170 2006-05-01 7.69895 2006-06-01 9.57139 2006-07-01 8.47051 2006-08-01 6.25410 2006-09-01 4.18946 2006-10-01 4.60661 2006-11-01 2.93348 2006-12-01 5.36098 2007-01-01 5.32260 2007-02-01 5.02991 2007-03-01 7.99843 2007-04-01 5.45332 2007-05-01 4.37469 2007-06-01 6.89649 2007-07-01 7.12958 2007-08-01 13.64335 2007-09-01 10.05947 2007-10-01 6.15068 2007-11-01 5.85499 2007-12-01 8.58887 2008-01-01 11.46414 2008-02-01 6.12456 2008-03-01 8.53790 2008-04-01 3.13679 2008-05-01 3.55803 2008-06-01 4.34093 2008-07-01 4.33918 2008-08-01 3.02058 2008-09-01 9.02674 2008-10-01 12.75832 2008-11-01 6.01151 2008-12-01 4.87005 2009-01-01 5.24356 2009-02-01 4.74822 2009-03-01 4.24998 2009-04-01 3.53606 2009-05-01 3.61015 2009-06-01 4.73602 2009-07-01 2.68256 2009-08-01 3.39507 2009-09-01 3.19925 2009-10-01 3.99286 2009-11-01 4.99925 2009-12-01 3.99247 2010-01-01 5.22664 2010-02-01 3.93863 2010-03-01 4.29205 2010-04-01 5.06857 2010-05-01 4.02076 2010-06-01 3.74986 2010-07-01 4.05806 2010-08-01 3.34880 2010-09-01 3.37751 2010-10-01 4.26766 2010-11-01 5.17516 2010-12-01 3.45742 2011-01-01 4.29480 2011-02-01 2.61881 2011-03-01 3.99409 2011-04-01 4.54403 2011-05-01 3.86217 2011-06-01 4.44404 2011-07-01 8.11253 2011-08-01 16.79465 2011-09-01 6.72473 2011-10-01 5.34908 2011-11-01 3.39159 2011-12-01 3.37778 2012-01-01 4.71414 2012-02-01 3.06074 2012-03-01 3.73374 2012-04-01 3.11815 2012-05-01 2.87449 2012-06-01 4.72280 2012-07-01 3.67556 2012-08-01 3.58233 2012-09-01 5.24846 2012-10-01 4.81167 2012-11-01 2.33971 2012-12-01 3.56934 2013-01-01 4.50642 2013-02-01 2.79092 2013-03-01 4.51123 2013-04-01 3.73383 2013-05-01 4.07533 2013-06-01 7.17498 2013-07-01 5.08450 2013-08-01 4.33082 2013-09-01 5.25847 2013-10-01 5.23998 2013-11-01 4.69155 2013-12-01 4.26991 2014-01-01 5.37162 2014-02-01 3.03765 2014-03-01 3.33514 2014-04-01 4.40769 2014-05-01 3.80104 2014-06-01 3.10977 2014-07-01 3.15651 2014-08-01 4.00378 2014-09-01 2.51689 2014-10-01 7.85940 2014-11-01 3.21643 2014-12-01 4.80436 2015-01-01 7.10205 2015-02-01 3.53403 2015-03-01 4.12621 2015-04-01 4.07661 2015-05-01 3.32223 2015-06-01 5.13115 2015-07-01 7.07098 2015-08-01 12.49869 2015-09-01 9.23804 2015-10-01 6.59224 2015-11-01 3.44528 2015-12-01 7.07651 2016-01-01 8.95495 2016-02-01 7.95077 2016-03-01 3.53142 2016-04-01 3.57977 2016-05-01 3.88330 2016-06-01 6.32917 2016-07-01 7.43482 2016-08-01 5.22142 2016-09-01 5.31968 2016-10-01 4.36139 2016-11-01 6.08316 2016-12-01 4.68864 2017-01-01 5.70438 2017-02-01 3.86856 2017-03-01 3.99062 2017-04-01 2.83978 2017-05-01 1.74079 2017-06-01 2.75384 2017-07-01 3.86396 2017-08-01 4.71762 2017-09-01 2.06910 2017-10-01 2.86258 2017-11-01 3.68717 2017-12-01 5.31835 2018-01-01 5.40533 2018-02-01 12.39393 2018-03-01 5.68406 2018-04-01 5.20052 2018-05-01 4.59256 2018-06-01 3.28542 2018-07-01 3.29111 2018-08-01 5.29527 2018-09-01 4.77645 2018-10-01 11.52974 2018-11-01 7.60433 2018-12-01 19.01732 2019-01-01 12.12655 2019-02-01 4.26375 2019-03-01 5.59785 2019-04-01 3.57485 2019-05-01 5.16511 2019-06-01 6.91964 2019-07-01 7.83086 2019-08-01 12.29426 2019-09-01 4.97543 2019-10-01 4.14555 2019-11-01 4.65057 2019-12-01 6.76879 2020-01-01 3.95557 2020-02-01 4.01812 2020-03-01 15.06322 2020-04-01 5.27307 2020-05-01 5.64327 2020-06-01 7.26093 2020-07-01 4.82206 2020-08-01 4.72788 2020-09-01 4.61691 2020-10-01 4.98650 2020-11-01 3.51799 2020-12-01 2.71368 2021-01-01 5.83202 2021-02-01 5.14409 2021-03-01 6.72921 2021-04-01 3.06432 2021-05-01 5.82822 2021-06-01 4.42446 2021-07-01 2.79081 2021-08-01 2.23977 2021-09-01 5.74335 2021-10-01 4.19494 2021-11-01 3.14120 2021-12-01 4.92012 2022-01-01 7.55935 2022-02-01 8.67419 2022-03-01 8.44257 2022-04-01 7.61639 2022-05-01 13.02263 2022-06-01 9.80994 2022-07-01 10.03727 2022-08-01 5.22136 2022-09-01 6.72016 2022-10-01 9.56356 2022-11-01 6.86336 2022-12-01 10.20219 2023-01-01 8.45905 2023-02-01 8.16996 2023-03-01 15.26081 2023-04-01 8.13038 2023-05-01 9.17960 2023-06-01 7.49448 2023-07-01 6.44157 2023-08-01 7.02447 2023-09-01 8.09267 2023-10-01 6.84935 2023-11-01 7.06510 2023-12-01 5.73993 2024-01-01 7.61337 2024-02-01 5.51541 2024-03-01 4.85463 2024-04-01 7.05099 2024-05-01 6.61909