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: Monetary Policy Series ID: EMVMONETARYPOL 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 2.82600 1985-02-01 1.69826 1985-03-01 2.39798 1985-04-01 1.28319 1985-05-01 2.37655 1985-06-01 1.71038 1985-07-01 2.04800 1985-08-01 1.67652 1985-09-01 2.91286 1985-10-01 1.37847 1985-11-01 2.51362 1985-12-01 3.07840 1986-01-01 2.95899 1986-02-01 2.18139 1986-03-01 3.07003 1986-04-01 2.15349 1986-05-01 1.38842 1986-06-01 2.49656 1986-07-01 2.91449 1986-08-01 2.51123 1986-09-01 4.34173 1986-10-01 2.04947 1986-11-01 2.44173 1986-12-01 1.63242 1987-01-01 3.44506 1987-02-01 2.58911 1987-03-01 2.63352 1987-04-01 3.83641 1987-05-01 3.54112 1987-06-01 3.36652 1987-07-01 1.56330 1987-08-01 1.77449 1987-09-01 2.93906 1987-10-01 16.08218 1987-11-01 15.14176 1987-12-01 9.70825 1988-01-01 9.54064 1988-02-01 7.77712 1988-03-01 3.27911 1988-04-01 5.51445 1988-05-01 7.11757 1988-06-01 3.34443 1988-07-01 4.44333 1988-08-01 5.66547 1988-09-01 2.86879 1988-10-01 4.61115 1988-11-01 4.36174 1988-12-01 3.43586 1989-01-01 4.59238 1989-02-01 4.73214 1989-03-01 2.45906 1989-04-01 2.48850 1989-05-01 2.95519 1989-06-01 3.44979 1989-07-01 4.63536 1989-08-01 2.90155 1989-09-01 2.10478 1989-10-01 8.19775 1989-11-01 3.86616 1989-12-01 4.42222 1990-01-01 3.95372 1990-02-01 6.69238 1990-03-01 5.47940 1990-04-01 2.63813 1990-05-01 2.43682 1990-06-01 2.64695 1990-07-01 4.67822 1990-08-01 3.85645 1990-09-01 4.84403 1990-10-01 4.00960 1990-11-01 3.20773 1990-12-01 3.55505 1991-01-01 5.67813 1991-02-01 5.71664 1991-03-01 4.49130 1991-04-01 3.61507 1991-05-01 3.44637 1991-06-01 2.96270 1991-07-01 3.31351 1991-08-01 4.51609 1991-09-01 3.00499 1991-10-01 3.14235 1991-11-01 5.00537 1991-12-01 3.82076 1992-01-01 5.62761 1992-02-01 4.06853 1992-03-01 3.42492 1992-04-01 4.58921 1992-05-01 2.71284 1992-06-01 3.76545 1992-07-01 5.60032 1992-08-01 2.98629 1992-09-01 5.01478 1992-10-01 5.21874 1992-11-01 2.36022 1992-12-01 1.70020 1993-01-01 2.14479 1993-02-01 2.68278 1993-03-01 3.18957 1993-04-01 1.96328 1993-05-01 2.87020 1993-06-01 3.73397 1993-07-01 2.86271 1993-08-01 3.86665 1993-09-01 2.53699 1993-10-01 1.95702 1993-11-01 2.78779 1993-12-01 2.06956 1994-01-01 2.73988 1994-02-01 5.57070 1994-03-01 7.34650 1994-04-01 10.10354 1994-05-01 6.63238 1994-06-01 4.38632 1994-07-01 4.68484 1994-08-01 5.00206 1994-09-01 4.95319 1994-10-01 4.00439 1994-11-01 5.28281 1994-12-01 6.35114 1995-01-01 8.48987 1995-02-01 9.92448 1995-03-01 6.05871 1995-04-01 4.43630 1995-05-01 2.92305 1995-06-01 6.23974 1995-07-01 6.33001 1995-08-01 3.61370 1995-09-01 3.44725 1995-10-01 3.78245 1995-11-01 4.53428 1995-12-01 6.84893 1996-01-01 4.83618 1996-02-01 4.20544 1996-03-01 5.69801 1996-04-01 3.27684 1996-05-01 3.11774 1996-06-01 4.49083 1996-07-01 8.55904 1996-08-01 4.88196 1996-09-01 4.32387 1996-10-01 3.60709 1996-11-01 3.60436 1996-12-01 7.00649 1997-01-01 5.70098 1997-02-01 4.66447 1997-03-01 9.10876 1997-04-01 8.26851 1997-05-01 5.76511 1997-06-01 4.83725 1997-07-01 5.76411 1997-08-01 6.45818 1997-09-01 4.61121 1997-10-01 9.22893 1997-11-01 8.88428 1997-12-01 7.11438 1998-01-01 8.37268 1998-02-01 4.81050 1998-03-01 2.20873 1998-04-01 4.55029 1998-05-01 6.26057 1998-06-01 5.93357 1998-07-01 5.87364 1998-08-01 10.78699 1998-09-01 20.52143 1998-10-01 15.58989 1998-11-01 11.54425 1998-12-01 6.72306 1999-01-01 10.56712 1999-02-01 6.19464 1999-03-01 6.04971 1999-04-01 3.94932 1999-05-01 5.06375 1999-06-01 7.80057 1999-07-01 6.92895 1999-08-01 9.36203 1999-09-01 7.00614 1999-10-01 9.22805 1999-11-01 5.91839 1999-12-01 4.33566 2000-01-01 8.89871 2000-02-01 7.78967 2000-03-01 9.60561 2000-04-01 14.10987 2000-05-01 13.89489 2000-06-01 8.14986 2000-07-01 6.29718 2000-08-01 5.85603 2000-09-01 4.60940 2000-10-01 7.34154 2000-11-01 8.46088 2000-12-01 15.43907 2001-01-01 12.85785 2001-02-01 7.72957 2001-03-01 12.59558 2001-04-01 9.01898 2001-05-01 7.90717 2001-06-01 5.03743 2001-07-01 6.40891 2001-08-01 6.73073 2001-09-01 15.67750 2001-10-01 8.38963 2001-11-01 6.48389 2001-12-01 6.05995 2002-01-01 7.69575 2002-02-01 4.42245 2002-03-01 4.74288 2002-04-01 4.97889 2002-05-01 4.13797 2002-06-01 5.45242 2002-07-01 11.48641 2002-08-01 10.57692 2002-09-01 8.80403 2002-10-01 6.55052 2002-11-01 6.99239 2002-12-01 5.08581 2003-01-01 5.55377 2003-02-01 4.24280 2003-03-01 6.44737 2003-04-01 4.29578 2003-05-01 7.20421 2003-06-01 6.89651 2003-07-01 4.02534 2003-08-01 4.69696 2003-09-01 2.40317 2003-10-01 2.51974 2003-11-01 1.58181 2003-12-01 3.33972 2004-01-01 5.23348 2004-02-01 4.00104 2004-03-01 3.09568 2004-04-01 5.20505 2004-05-01 6.01060 2004-06-01 5.48306 2004-07-01 5.55232 2004-08-01 3.86984 2004-09-01 3.31981 2004-10-01 3.69207 2004-11-01 4.29386 2004-12-01 3.81386 2005-01-01 4.70283 2005-02-01 2.82024 2005-03-01 3.89491 2005-04-01 6.23735 2005-05-01 5.52997 2005-06-01 4.70358 2005-07-01 4.63548 2005-08-01 5.48038 2005-09-01 5.65300 2005-10-01 5.40323 2005-11-01 3.77998 2005-12-01 5.14838 2006-01-01 6.30599 2006-02-01 3.74229 2006-03-01 3.86158 2006-04-01 4.67289 2006-05-01 6.85523 2006-06-01 9.22955 2006-07-01 8.06715 2006-08-01 6.53330 2006-09-01 4.73163 2006-10-01 4.17474 2006-11-01 2.75835 2006-12-01 5.50206 2007-01-01 5.14217 2007-02-01 5.58879 2007-03-01 9.46940 2007-04-01 4.91250 2007-05-01 5.05823 2007-06-01 6.19752 2007-07-01 5.63134 2007-08-01 18.85074 2007-09-01 12.06135 2007-10-01 8.88431 2007-11-01 8.59052 2007-12-01 10.13178 2008-01-01 15.99647 2008-02-01 8.18323 2008-03-01 15.36822 2008-04-01 7.02266 2008-05-01 5.40821 2008-06-01 5.62549 2008-07-01 8.39660 2008-08-01 4.02744 2008-09-01 21.66417 2008-10-01 22.95276 2008-11-01 9.31784 2008-12-01 7.78021 2009-01-01 5.89900 2009-02-01 7.31482 2009-03-01 10.35558 2009-04-01 5.52509 2009-05-01 5.85910 2009-06-01 7.39598 2009-07-01 5.80308 2009-08-01 5.64020 2009-09-01 5.13978 2009-10-01 4.95115 2009-11-01 5.22910 2009-12-01 5.10430 2010-01-01 7.75186 2010-02-01 6.15758 2010-03-01 5.47237 2010-04-01 5.35333 2010-05-01 6.60947 2010-06-01 6.70429 2010-07-01 5.33346 2010-08-01 4.99662 2010-09-01 4.36478 2010-10-01 5.35939 2010-11-01 7.44996 2010-12-01 4.99405 2011-01-01 4.98197 2011-02-01 3.38263 2011-03-01 5.69745 2011-04-01 4.48861 2011-05-01 4.27809 2011-06-01 7.22898 2011-07-01 8.04548 2011-08-01 23.86208 2011-09-01 10.91183 2011-10-01 6.07030 2011-11-01 5.51134 2011-12-01 6.68801 2012-01-01 5.62070 2012-02-01 4.05726 2012-03-01 4.65187 2012-04-01 4.29480 2012-05-01 4.14461 2012-06-01 6.84463 2012-07-01 4.70472 2012-08-01 5.37350 2012-09-01 6.71315 2012-10-01 5.70686 2012-11-01 3.37353 2012-12-01 3.87528 2013-01-01 6.87343 2013-02-01 6.25009 2013-03-01 6.52595 2013-04-01 5.19709 2013-05-01 6.65968 2013-06-01 10.73807 2013-07-01 7.07636 2013-08-01 5.92910 2013-09-01 7.37329 2013-10-01 6.52211 2013-11-01 5.74880 2013-12-01 7.79970 2014-01-01 6.45737 2014-02-01 4.90288 2014-03-01 4.34759 2014-04-01 5.99936 2014-05-01 4.09343 2014-06-01 3.00065 2014-07-01 3.75207 2014-08-01 4.67108 2014-09-01 4.02703 2014-10-01 10.96661 2014-11-01 3.92404 2014-12-01 5.89902 2015-01-01 9.46940 2015-02-01 3.77776 2015-03-01 5.28853 2015-04-01 4.55222 2015-05-01 4.07993 2015-06-01 5.77254 2015-07-01 8.78516 2015-08-01 15.81624 2015-09-01 10.77771 2015-10-01 6.32855 2015-11-01 4.21872 2015-12-01 8.78977 2016-01-01 12.33418 2016-02-01 10.19330 2016-03-01 6.89058 2016-04-01 4.01811 2016-05-01 4.07747 2016-06-01 9.01428 2016-07-01 6.89736 2016-08-01 3.78809 2016-09-01 5.23524 2016-10-01 4.85700 2016-11-01 6.77182 2016-12-01 4.28961 2017-01-01 4.35607 2017-02-01 4.20015 2017-03-01 4.08564 2017-04-01 3.31307 2017-05-01 2.41776 2017-06-01 4.07568 2017-07-01 4.96795 2017-08-01 4.48174 2017-09-01 2.84501 2017-10-01 3.57823 2017-11-01 3.56427 2017-12-01 6.54566 2018-01-01 5.28521 2018-02-01 10.92138 2018-03-01 6.77714 2018-04-01 5.40854 2018-05-01 4.97527 2018-06-01 3.96516 2018-07-01 4.23142 2018-08-01 5.18260 2018-09-01 5.70093 2018-10-01 11.29201 2018-11-01 8.06059 2018-12-01 21.73409 2019-01-01 14.78847 2019-02-01 5.01617 2019-03-01 6.48172 2019-04-01 5.59541 2019-05-01 6.04695 2019-06-01 7.88839 2019-07-01 8.34157 2019-08-01 14.63602 2019-09-01 5.41444 2019-10-01 4.78333 2019-11-01 5.85071 2019-12-01 6.13913 2020-01-01 4.87854 2020-02-01 6.69686 2020-03-01 23.08602 2020-04-01 10.19461 2020-05-01 8.15140 2020-06-01 10.61213 2020-07-01 7.62197 2020-08-01 6.19516 2020-09-01 5.07860 2020-10-01 6.70598 2020-11-01 5.96528 2020-12-01 4.24012 2021-01-01 6.34661 2021-02-01 6.91237 2021-03-01 6.56899 2021-04-01 5.32224 2021-05-01 5.67485 2021-06-01 5.95601 2021-07-01 4.73224 2021-08-01 5.34100 2021-09-01 8.10826 2021-10-01 5.64704 2021-11-01 3.99789 2021-12-01 6.26197 2022-01-01 8.14084 2022-02-01 10.40903 2022-03-01 11.39077 2022-04-01 7.45772 2022-05-01 12.71978 2022-06-01 10.20764 2022-07-01 9.55930 2022-08-01 4.56869 2022-09-01 7.94200 2022-10-01 8.83905 2022-11-01 6.72609 2022-12-01 8.12987 2023-01-01 8.30800 2023-02-01 6.57149 2023-03-01 16.60242 2023-04-01 7.17387 2023-05-01 7.64967 2023-06-01 7.11014 2023-07-01 5.39699 2023-08-01 6.04104 2023-09-01 6.96346 2023-10-01 5.99318 2023-11-01 5.07804 2023-12-01 4.81414 2024-01-01 6.01987 2024-02-01 4.37429 2024-03-01 5.21424 2024-04-01 5.70795 2024-05-01 4.72792