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: Labor Markets Series ID: EMVMACROLABORMKT 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 2.09932 1985-02-01 2.42609 1985-03-01 1.81916 1985-04-01 1.99607 1985-05-01 1.91444 1985-06-01 2.17087 1985-07-01 1.96608 1985-08-01 1.92800 1985-09-01 2.40311 1985-10-01 2.06771 1985-11-01 2.22635 1985-12-01 2.11640 1986-01-01 2.23568 1986-02-01 2.10060 1986-03-01 2.46937 1986-04-01 2.21875 1986-05-01 1.94379 1986-06-01 2.43567 1986-07-01 2.18587 1986-08-01 2.30762 1986-09-01 3.99715 1986-10-01 1.98543 1986-11-01 2.81739 1986-12-01 2.44863 1987-01-01 3.62326 1987-02-01 2.53026 1987-03-01 2.37017 1987-04-01 3.03477 1987-05-01 3.36697 1987-06-01 2.86982 1987-07-01 1.99455 1987-08-01 3.49680 1987-09-01 2.49820 1987-10-01 6.97078 1987-11-01 8.72480 1987-12-01 8.45381 1988-01-01 6.14110 1988-02-01 4.52286 1988-03-01 3.78359 1988-04-01 4.35642 1988-05-01 6.23477 1988-06-01 3.04039 1988-07-01 3.72279 1988-08-01 4.31655 1988-09-01 2.66747 1988-10-01 4.66296 1988-11-01 3.14451 1988-12-01 3.43586 1989-01-01 3.60830 1989-02-01 3.76291 1989-03-01 2.04921 1989-04-01 3.31800 1989-05-01 2.60457 1989-06-01 3.24980 1989-07-01 3.38537 1989-08-01 3.05982 1989-09-01 2.54531 1989-10-01 3.60132 1989-11-01 3.71553 1989-12-01 4.17096 1990-01-01 3.18226 1990-02-01 3.61270 1990-03-01 2.36104 1990-04-01 2.98656 1990-05-01 2.73092 1990-06-01 2.15678 1990-07-01 3.10003 1990-08-01 2.99946 1990-09-01 3.53210 1990-10-01 3.34134 1990-11-01 2.83035 1990-12-01 3.60892 1991-01-01 3.02139 1991-02-01 3.83275 1991-03-01 2.75972 1991-04-01 2.46482 1991-05-01 2.50645 1991-06-01 3.01757 1991-07-01 2.39944 1991-08-01 2.78317 1991-09-01 3.63762 1991-10-01 2.98781 1991-11-01 4.18928 1991-12-01 3.76982 1992-01-01 4.35864 1992-02-01 4.46408 1992-03-01 4.29393 1992-04-01 4.21567 1992-05-01 3.13838 1992-06-01 3.71088 1992-07-01 4.90647 1992-08-01 2.98629 1992-09-01 4.21804 1992-10-01 5.07104 1992-11-01 3.17907 1992-12-01 2.86605 1993-01-01 2.65276 1993-02-01 2.80202 1993-03-01 3.90447 1993-04-01 2.39956 1993-05-01 2.75539 1993-06-01 3.62082 1993-07-01 3.09172 1993-08-01 3.86665 1993-09-01 3.28656 1993-10-01 3.14153 1993-11-01 2.84140 1993-12-01 2.22876 1994-01-01 3.51532 1994-02-01 2.51753 1994-03-01 3.85306 1994-04-01 5.28140 1994-05-01 4.20219 1994-06-01 3.00635 1994-07-01 3.37080 1994-08-01 3.62394 1994-09-01 3.48975 1994-10-01 4.90538 1994-11-01 2.87678 1994-12-01 4.06473 1995-01-01 4.95243 1995-02-01 4.96224 1995-03-01 3.00206 1995-04-01 2.00174 1995-05-01 2.65240 1995-06-01 3.23542 1995-07-01 3.40847 1995-08-01 2.69594 1995-09-01 2.58544 1995-10-01 3.23427 1995-11-01 2.59102 1995-12-01 4.24270 1996-01-01 4.04119 1996-02-01 3.13839 1996-03-01 8.43073 1996-04-01 4.56417 1996-05-01 3.78582 1996-06-01 5.62851 1996-07-01 8.05924 1996-08-01 3.56759 1996-09-01 3.99127 1996-10-01 3.60709 1996-11-01 3.24392 1996-12-01 5.10643 1997-01-01 6.79732 1997-02-01 4.60960 1997-03-01 6.68678 1997-04-01 7.32512 1997-05-01 4.19281 1997-06-01 6.36204 1997-07-01 4.95713 1997-08-01 5.51308 1997-09-01 4.66080 1997-10-01 8.42641 1997-11-01 7.42955 1997-12-01 7.16631 1998-01-01 8.37268 1998-02-01 4.60135 1998-03-01 4.55268 1998-04-01 6.21384 1998-05-01 6.91167 1998-06-01 6.66226 1998-07-01 6.92251 1998-08-01 8.48722 1998-09-01 10.41777 1998-10-01 8.74680 1998-11-01 8.77137 1998-12-01 5.99342 1999-01-01 8.47630 1999-02-01 5.06344 1999-03-01 6.91396 1999-04-01 4.91257 1999-05-01 4.91907 1999-06-01 6.15045 1999-07-01 6.48550 1999-08-01 8.29547 1999-09-01 5.60491 1999-10-01 8.44156 1999-11-01 5.17859 1999-12-01 4.81152 2000-01-01 4.97625 2000-02-01 3.80698 2000-03-01 4.57679 2000-04-01 6.96331 2000-05-01 11.37894 2000-06-01 6.82981 2000-07-01 3.25907 2000-08-01 4.15245 2000-09-01 2.14391 2000-10-01 4.59506 2000-11-01 5.99546 2000-12-01 7.84609 2001-01-01 6.23578 2001-02-01 4.08883 2001-03-01 7.31693 2001-04-01 6.43460 2001-05-01 6.06577 2001-06-01 4.17077 2001-07-01 5.56563 2001-08-01 5.06196 2001-09-01 9.26398 2001-10-01 6.63964 2001-11-01 5.49973 2001-12-01 5.88172 2002-01-01 5.32783 2002-02-01 3.43322 2002-03-01 4.63864 2002-04-01 4.00600 2002-05-01 3.81553 2002-06-01 4.51437 2002-07-01 8.33585 2002-08-01 8.93454 2002-09-01 8.74159 2002-10-01 7.83915 2002-11-01 6.08281 2002-12-01 7.09777 2003-01-01 7.09343 2003-02-01 3.69730 2003-03-01 7.62938 2003-04-01 6.71216 2003-05-01 5.12299 2003-06-01 5.51721 2003-07-01 5.03168 2003-08-01 3.99512 2003-09-01 3.95188 2003-10-01 3.32966 2003-11-01 2.73222 2003-12-01 3.18069 2004-01-01 4.49339 2004-02-01 2.59808 2004-03-01 4.25656 2004-04-01 4.58663 2004-05-01 3.60636 2004-06-01 3.75982 2004-07-01 3.60901 2004-08-01 4.23102 2004-09-01 3.26874 2004-10-01 4.04132 2004-11-01 3.24658 2004-12-01 4.69001 2005-01-01 4.91184 2005-02-01 3.42853 2005-03-01 3.31789 2005-04-01 4.29457 2005-05-01 3.84026 2005-06-01 3.03120 2005-07-01 2.27044 2005-08-01 3.93903 2005-09-01 3.20975 2005-10-01 3.22378 2005-11-01 2.38191 2005-12-01 3.13379 2006-01-01 3.46546 2006-02-01 2.02286 2006-03-01 2.65193 2006-04-01 2.57982 2006-05-01 3.79674 2006-06-01 2.39285 2006-07-01 3.16924 2006-08-01 3.12705 2006-09-01 2.51368 2006-10-01 2.63920 2006-11-01 2.49565 2006-12-01 3.38588 2007-01-01 3.15747 2007-02-01 2.54036 2007-03-01 5.19438 2007-04-01 5.22798 2007-05-01 3.64557 2007-06-01 3.07546 2007-07-01 5.37302 2007-08-01 6.56131 2007-09-01 5.10480 2007-10-01 4.24690 2007-11-01 4.17528 2007-12-01 4.73159 2008-01-01 9.38460 2008-02-01 4.37468 2008-03-01 4.50611 2008-04-01 4.07314 2008-05-01 3.74780 2008-06-01 3.36643 2008-07-01 4.33918 2008-08-01 3.75285 2008-09-01 8.40420 2008-10-01 13.30772 2008-11-01 9.13750 2008-12-01 8.55229 2009-01-01 7.68658 2009-02-01 7.95647 2009-03-01 7.06334 2009-04-01 5.41459 2009-05-01 6.45093 2009-06-01 4.28188 2009-07-01 4.87240 2009-08-01 5.42116 2009-09-01 4.40553 2009-10-01 4.84468 2009-11-01 5.91865 2009-12-01 4.29570 2010-01-01 6.34243 2010-02-01 4.49337 2010-03-01 4.39935 2010-04-01 5.12552 2010-05-01 5.45281 2010-06-01 5.22708 2010-07-01 7.07263 2010-08-01 5.47502 2010-09-01 4.72852 2010-10-01 4.11879 2010-11-01 4.03777 2010-12-01 4.28062 2011-01-01 4.92470 2011-02-01 3.65542 2011-03-01 4.46398 2011-04-01 4.04529 2011-05-01 3.86217 2011-06-01 4.68106 2011-07-01 6.30230 2011-08-01 19.15046 2011-09-01 8.62796 2011-10-01 7.21224 2011-11-01 6.29867 2011-12-01 5.06667 2012-01-01 6.16464 2012-02-01 5.62323 2012-03-01 4.59067 2012-04-01 4.23597 2012-05-01 5.08049 2012-06-01 6.29706 2012-07-01 5.66036 2012-08-01 4.63233 2012-09-01 4.94332 2012-10-01 4.19622 2012-11-01 3.37353 2012-12-01 5.25203 2013-01-01 5.32577 2013-02-01 6.95765 2013-03-01 6.48215 2013-04-01 4.13749 2013-05-01 4.87051 2013-06-01 5.22261 2013-07-01 3.87889 2013-08-01 3.66058 2013-09-01 4.74406 2013-10-01 4.79403 2013-11-01 3.43606 2013-12-01 4.32684 2014-01-01 4.85732 2014-02-01 3.09095 2014-03-01 3.99025 2014-04-01 4.65256 2014-05-01 3.91799 2014-06-01 2.50964 2014-07-01 3.15651 2014-08-01 4.00378 2014-09-01 2.12538 2014-10-01 6.51904 2014-11-01 3.15210 2014-12-01 4.19621 2015-01-01 6.56094 2015-02-01 3.35124 2015-03-01 3.89375 2015-04-01 3.53306 2015-05-01 3.32223 2015-06-01 4.08159 2015-07-01 5.42823 2015-08-01 8.40961 2015-09-01 8.13827 2015-10-01 4.74641 2015-11-01 4.00778 2015-12-01 5.21427 2016-01-01 7.34982 2016-02-01 6.82951 2016-03-01 3.87595 2016-04-01 2.84920 2016-05-01 2.03873 2016-06-01 4.89073 2016-07-01 3.40389 2016-08-01 2.66190 2016-09-01 3.71533 2016-10-01 2.67631 2016-11-01 3.32852 2016-12-01 4.38936 2017-01-01 3.94121 2017-02-01 3.42644 2017-03-01 3.13549 2017-04-01 2.48480 2017-05-01 2.12763 2017-06-01 3.08430 2017-07-01 2.42878 2017-08-01 3.89203 2017-09-01 2.24152 2017-10-01 3.48877 2017-11-01 3.31845 2017-12-01 5.72745 2018-01-01 5.52545 2018-02-01 10.30782 2018-03-01 3.82581 2018-04-01 4.68047 2018-05-01 3.57199 2018-06-01 3.96516 2018-07-01 1.88063 2018-08-01 2.36597 2018-09-01 5.85501 2018-10-01 6.89407 2018-11-01 7.14807 2018-12-01 11.92356 2019-01-01 11.68289 2019-02-01 3.51132 2019-03-01 4.86129 2019-04-01 5.28456 2019-05-01 5.03913 2019-06-01 6.78124 2019-07-01 6.29874 2019-08-01 9.36705 2019-09-01 4.09742 2019-10-01 4.25185 2019-11-01 4.80059 2019-12-01 6.13913 2020-01-01 3.69187 2020-02-01 4.35296 2020-03-01 24.55960 2020-04-01 17.92845 2020-05-01 14.83972 2020-06-01 15.08039 2020-07-01 11.66629 2020-08-01 12.22729 2020-09-01 6.77147 2020-10-01 8.76936 2020-11-01 5.04755 2020-12-01 7.46261 2021-01-01 8.57649 2021-02-01 5.62635 2021-03-01 7.85074 2021-04-01 6.28993 2021-05-01 6.44172 2021-06-01 6.29635 2021-07-01 4.61090 2021-08-01 5.51329 2021-09-01 10.30425 2021-10-01 5.16301 2021-11-01 4.42624 2021-12-01 6.11288 2022-01-01 7.55935 2022-02-01 6.15079 2022-03-01 6.83446 2022-04-01 6.02964 2022-05-01 10.59982 2022-06-01 5.17010 2022-07-01 8.60337 2022-08-01 5.22136 2022-09-01 5.13176 2022-10-01 6.08590 2022-11-01 4.66708 2022-12-01 6.85460 2023-01-01 6.79745 2023-02-01 6.21627 2023-03-01 8.21736 2023-04-01 5.42026 2023-05-01 6.11973 2023-06-01 4.03549 2023-07-01 5.04880 2023-08-01 3.51224 2023-09-01 4.14044 2023-10-01 4.62331 2023-11-01 2.87020 2023-12-01 6.29541 2024-01-01 5.84282 2024-02-01 5.32522 2024-03-01 5.21424 2024-04-01 4.70066 2024-05-01 4.41273