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: Infectious Disease Tracker Series ID: INFECTDISEMVTRACK 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: Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators: stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business expectation surveys that provide real-time forward-looking uncertainty measures. We use these indicators to document and quantify the enormous increase in economic uncertainty in the past several weeks. For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2020), 'COVID-INDUCED ECONOMIC UNCERTAINTY' (http://www.policyuncertainty.com/media/COVID-Induced%20Economic%20Uncertainty.pdf) DATE VALUE 1985-01-01 0.32297 1985-02-01 0.32348 1985-03-01 0.57882 1985-04-01 0.14258 1985-05-01 0.33008 1985-06-01 0.19735 1985-07-01 0.16384 1985-08-01 0.33530 1985-09-01 0.72821 1985-10-01 0.12532 1985-11-01 0.14364 1985-12-01 0.06413 1986-01-01 0.06576 1986-02-01 0.00000 1986-03-01 0.40044 1986-04-01 0.19577 1986-05-01 0.13884 1986-06-01 0.30446 1986-07-01 0.43717 1986-08-01 0.13574 1986-09-01 0.34458 1986-10-01 0.19214 1986-11-01 0.18783 1986-12-01 0.46641 1987-01-01 0.59398 1987-02-01 0.47075 1987-03-01 0.42136 1987-04-01 0.45808 1987-05-01 0.69661 1987-06-01 0.33113 1987-07-01 0.37735 1987-08-01 0.52191 1987-09-01 0.14695 1987-10-01 0.93310 1987-11-01 1.29465 1987-12-01 0.76357 1988-01-01 0.65798 1988-02-01 0.38610 1988-03-01 0.30269 1988-04-01 0.38601 1988-05-01 0.44140 1988-06-01 0.50673 1988-07-01 0.30023 1988-08-01 0.59353 1988-09-01 0.40264 1988-10-01 0.88078 1988-11-01 0.25359 1988-12-01 0.39836 1989-01-01 1.03875 1989-02-01 0.45611 1989-03-01 0.36430 1989-04-01 0.50692 1989-05-01 0.05009 1989-06-01 0.49997 1989-07-01 0.46874 1989-08-01 0.47480 1989-09-01 0.58738 1989-10-01 0.33170 1989-11-01 0.30126 1989-12-01 0.85429 1990-01-01 0.24108 1990-02-01 0.76992 1990-03-01 0.26729 1990-04-01 0.14933 1990-05-01 0.25208 1990-06-01 0.44116 1990-07-01 0.28182 1990-08-01 0.23805 1990-09-01 0.05046 1990-10-01 0.35984 1990-11-01 0.28304 1990-12-01 0.21546 1991-01-01 0.31256 1991-02-01 0.12992 1991-03-01 0.43290 1991-04-01 0.16432 1991-05-01 0.67883 1991-06-01 0.82297 1991-07-01 0.28565 1991-08-01 0.47261 1991-09-01 0.57991 1991-10-01 0.30908 1991-11-01 0.81609 1991-12-01 0.61132 1992-01-01 1.15863 1992-02-01 1.13015 1992-03-01 0.51118 1992-04-01 0.64035 1992-05-01 0.53193 1992-06-01 0.38200 1992-07-01 0.49560 1992-08-01 0.43916 1992-09-01 0.46867 1992-10-01 0.34463 1992-11-01 0.24084 1992-12-01 0.68008 1993-01-01 1.01595 1993-02-01 0.53656 1993-03-01 0.71490 1993-04-01 0.27268 1993-05-01 0.68885 1993-06-01 0.28288 1993-07-01 0.28627 1993-08-01 0.45490 1993-09-01 0.57659 1993-10-01 0.15450 1993-11-01 0.05361 1993-12-01 0.26533 1994-01-01 0.20678 1994-02-01 0.26782 1994-03-01 0.46237 1994-04-01 0.51666 1994-05-01 0.60755 1994-06-01 0.59141 1994-07-01 0.51419 1994-08-01 0.51041 1994-09-01 0.16886 1994-10-01 0.55060 1994-11-01 0.36614 1994-12-01 0.05081 1995-01-01 0.43538 1995-02-01 0.31407 1995-03-01 0.16375 1995-04-01 0.43281 1995-05-01 0.21652 1995-06-01 0.34665 1995-07-01 0.48692 1995-08-01 0.17208 1995-09-01 0.43091 1995-10-01 0.16445 1995-11-01 0.29443 1995-12-01 0.54549 1996-01-01 0.26500 1996-02-01 0.37661 1996-03-01 1.04657 1996-04-01 0.64366 1996-05-01 0.33404 1996-06-01 0.41914 1996-07-01 0.43732 1996-08-01 0.50071 1996-09-01 0.55434 1996-10-01 0.11099 1996-11-01 0.48058 1996-12-01 0.35626 1997-01-01 0.38372 1997-02-01 0.54876 1997-03-01 1.15834 1997-04-01 0.88789 1997-05-01 0.83856 1997-06-01 0.47321 1997-07-01 0.86462 1997-08-01 0.78758 1997-09-01 0.49583 1997-10-01 1.35424 1997-11-01 1.61060 1997-12-01 1.81754 1998-01-01 1.97318 1998-02-01 0.62746 1998-03-01 0.49584 1998-04-01 0.97856 1998-05-01 1.25211 1998-06-01 1.14508 1998-07-01 0.73421 1998-08-01 1.80696 1998-09-01 1.98932 1998-10-01 1.44065 1998-11-01 1.75427 1998-12-01 0.99022 1999-01-01 1.29970 1999-02-01 0.80800 1999-03-01 0.50838 1999-04-01 0.96325 1999-05-01 0.81984 1999-06-01 0.60004 1999-07-01 0.88691 1999-08-01 0.71104 1999-09-01 0.91619 1999-10-01 0.94378 1999-11-01 0.73980 1999-12-01 0.84598 2000-01-01 0.40981 2000-02-01 0.35141 2000-03-01 0.73455 2000-04-01 0.91623 2000-05-01 0.85771 2000-06-01 0.57393 2000-07-01 0.44191 2000-08-01 0.15971 2000-09-01 0.10720 2000-10-01 0.58098 2000-11-01 1.34478 2000-12-01 0.69602 2001-01-01 0.99331 2001-02-01 0.72815 2001-03-01 1.41112 2001-04-01 1.21308 2001-05-01 0.64990 2001-06-01 0.54166 2001-07-01 0.78706 2001-08-01 0.38938 2001-09-01 0.77740 2001-10-01 0.72058 2001-11-01 0.81049 2001-12-01 0.41588 2002-01-01 0.71038 2002-02-01 0.58190 2002-03-01 0.26060 2002-04-01 0.62951 2002-05-01 0.26870 2002-06-01 0.46903 2002-07-01 1.31273 2002-08-01 0.65695 2002-09-01 0.74928 2002-10-01 1.18124 2002-11-01 0.51164 2002-12-01 1.06187 2003-01-01 0.60487 2003-02-01 0.42428 2003-03-01 0.59101 2003-04-01 3.11444 2003-05-01 2.40140 2003-06-01 0.74270 2003-07-01 1.22997 2003-08-01 1.24173 2003-09-01 0.37383 2003-10-01 0.62994 2003-11-01 0.43140 2003-12-01 0.95421 2004-01-01 0.63436 2004-02-01 0.51962 2004-03-01 0.53207 2004-04-01 0.56689 2004-05-01 0.36586 2004-06-01 0.46998 2004-07-01 0.49971 2004-08-01 0.61917 2004-09-01 0.25537 2004-10-01 0.89807 2004-11-01 0.47128 2004-12-01 0.82462 2005-01-01 0.67930 2005-02-01 0.44239 2005-03-01 0.28851 2005-04-01 0.56238 2005-05-01 0.40963 2005-06-01 0.52262 2005-07-01 0.47301 2005-08-01 0.62796 2005-09-01 0.19163 2005-10-01 0.86270 2005-11-01 0.51781 2005-12-01 0.83941 2006-01-01 0.62492 2006-02-01 0.10114 2006-03-01 0.60483 2006-04-01 0.68146 2006-05-01 0.47459 2006-06-01 0.51275 2006-07-01 0.46098 2006-08-01 0.55840 2006-09-01 0.64074 2006-10-01 0.28791 2006-11-01 0.65675 2006-12-01 0.65837 2007-01-01 0.81192 2007-02-01 0.50807 2007-03-01 0.73549 2007-04-01 0.76617 2007-05-01 1.00253 2007-06-01 0.55918 2007-07-01 1.03327 2007-08-01 0.93733 2007-09-01 0.75071 2007-10-01 0.58578 2007-11-01 0.57590 2007-12-01 0.46287 2008-01-01 0.69318 2008-02-01 0.82347 2008-03-01 0.99609 2008-04-01 0.42136 2008-05-01 0.47440 2008-06-01 0.44295 2008-07-01 1.01435 2008-08-01 0.50343 2008-09-01 1.30732 2008-10-01 1.58716 2008-11-01 0.90173 2008-12-01 0.71269 2009-01-01 0.65544 2009-02-01 0.57749 2009-03-01 1.01760 2009-04-01 0.93927 2009-05-01 1.00611 2009-06-01 0.51902 2009-07-01 0.54746 2009-08-01 0.71187 2009-09-01 0.57691 2009-10-01 0.53238 2009-11-01 0.51716 2009-12-01 0.45484 2010-01-01 0.70471 2010-02-01 0.11095 2010-03-01 0.26825 2010-04-01 0.45560 2010-05-01 0.27539 2010-06-01 0.28408 2010-07-01 0.46378 2010-08-01 0.26578 2010-09-01 0.31177 2010-10-01 0.29774 2010-11-01 0.51183 2010-12-01 0.65856 2011-01-01 0.62990 2011-02-01 0.27279 2011-03-01 0.58737 2011-04-01 0.33249 2011-05-01 0.47534 2011-06-01 0.47403 2011-07-01 0.26818 2011-08-01 0.75994 2011-09-01 0.31720 2011-10-01 0.60102 2011-11-01 0.36338 2011-12-01 0.47289 2012-01-01 0.60438 2012-02-01 0.49826 2012-03-01 0.42846 2012-04-01 0.47066 2012-05-01 0.20055 2012-06-01 0.61602 2012-07-01 0.29404 2012-08-01 0.43235 2012-09-01 0.54926 2012-10-01 0.33570 2012-11-01 0.32647 2012-12-01 0.50991 2013-01-01 0.18208 2013-02-01 0.39309 2013-03-01 0.43798 2013-04-01 0.15137 2013-05-01 0.39759 2013-06-01 0.04881 2013-07-01 0.20967 2013-08-01 0.10311 2013-09-01 0.45726 2013-10-01 0.44596 2013-11-01 0.26431 2013-12-01 0.22773 2014-01-01 0.34287 2014-02-01 0.37305 2014-03-01 0.65512 2014-04-01 0.48974 2014-05-01 0.29239 2014-06-01 0.38190 2014-07-01 0.71468 2014-08-01 0.61169 2014-09-01 0.27965 2014-10-01 4.93497 2014-11-01 1.22224 2014-12-01 0.85140 2015-01-01 1.21749 2015-02-01 0.48745 2015-03-01 0.69739 2015-04-01 0.67944 2015-05-01 0.46628 2015-06-01 0.40816 2015-07-01 0.78566 2015-08-01 1.38874 2015-09-01 1.09977 2015-10-01 0.19777 2015-11-01 1.12499 2015-12-01 0.96836 2016-01-01 0.50688 2016-02-01 0.71353 2016-03-01 0.25840 2016-04-01 0.29223 2016-05-01 0.58250 2016-06-01 0.28769 2016-07-01 0.26873 2016-08-01 0.51190 2016-09-01 0.33776 2016-10-01 0.39649 2016-11-01 0.22955 2016-12-01 0.59855 2017-01-01 0.62230 2017-02-01 0.33159 2017-03-01 0.38006 2017-04-01 0.35497 2017-05-01 0.48355 2017-06-01 0.11015 2017-07-01 0.22080 2017-08-01 0.94352 2017-09-01 0.17242 2017-10-01 0.08946 2017-11-01 0.12291 2017-12-01 1.22731 2018-01-01 0.12012 2018-02-01 0.49085 2018-03-01 0.87447 2018-04-01 0.31203 2018-05-01 0.25514 2018-06-01 0.22658 2018-07-01 0.23508 2018-08-01 0.22533 2018-09-01 0.46224 2018-10-01 0.95091 2018-11-01 0.15209 2018-12-01 0.15093 2019-01-01 0.73942 2019-02-01 0.37621 2019-03-01 0.44194 2019-04-01 0.31086 2019-05-01 0.37793 2019-06-01 0.83036 2019-07-01 0.85118 2019-08-01 1.17088 2019-09-01 0.73168 2019-10-01 0.85037 2019-11-01 0.90011 2019-12-01 0.78707 2020-01-01 2.10964 2020-02-01 15.73763 2020-03-01 58.12439 2020-04-01 35.15383 2020-05-01 33.44163 2020-06-01 32.02256 2020-07-01 25.19918 2020-08-01 24.12851 2020-09-01 16.31309 2020-10-01 24.76055 2020-11-01 15.14264 2020-12-01 17.46929 2021-01-01 21.95582 2021-02-01 14.95002 2021-03-01 20.50807 2021-04-01 16.12801 2021-05-01 12.11657 2021-06-01 12.59270 2021-07-01 10.07117 2021-08-01 11.02657 2021-09-01 30.91274 2021-10-01 11.61677 2021-11-01 8.56691 2021-12-01 10.73481 2022-01-01 14.39184 2022-02-01 11.51302 2022-03-01 10.05068 2022-04-01 9.52049 2022-05-01 14.53689 2022-06-01 9.01454 2022-07-01 12.26777 2022-08-01 5.76525 2022-09-01 7.20890 2022-10-01 9.99826 2022-11-01 6.31429 2022-12-01 9.08633 2023-01-01 7.85483 2023-02-01 6.92670 2023-03-01 9.89437 2023-04-01 6.85503 2023-05-01 9.17960 2023-06-01 6.72581 2023-07-01 5.91928 2023-08-01 5.33860 2023-09-01 5.45785 2023-10-01 6.16442 2023-11-01 2.87020 2023-12-01 6.48057 2024-01-01 9.38392 2024-02-01 5.13503 2024-03-01 3.59603 2024-04-01 5.70795 2024-05-01 4.88552