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: Taxes Series ID: EMVTAXESEMV 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 2024-04-01 Last Updated: 2024-05-15 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 4.11789 1985-02-01 4.28609 1985-03-01 5.12672 1985-04-01 3.70698 1985-05-01 4.75310 1985-06-01 3.09185 1985-07-01 3.68640 1985-08-01 3.26922 1985-09-01 4.58775 1985-10-01 4.51137 1985-11-01 3.87816 1985-12-01 4.48934 1986-01-01 3.61655 1986-02-01 4.44358 1986-03-01 6.87419 1986-04-01 4.11121 1986-05-01 4.92890 1986-06-01 4.93223 1986-07-01 5.17322 1986-08-01 5.15820 1986-09-01 6.54705 1986-10-01 5.44392 1986-11-01 5.50956 1986-12-01 5.13047 1987-01-01 6.59314 1987-02-01 4.47209 1987-03-01 5.63574 1987-04-01 5.84050 1987-05-01 5.39876 1987-06-01 5.02218 1987-07-01 3.98911 1987-08-01 3.86214 1987-09-01 3.77179 1987-10-01 17.61905 1987-11-01 17.33703 1987-12-01 10.63544 1988-01-01 9.92446 1988-02-01 6.01210 1988-03-01 4.03583 1988-04-01 5.84532 1988-05-01 6.06925 1988-06-01 6.33414 1988-07-01 5.10383 1988-08-01 4.80216 1988-09-01 3.97604 1988-10-01 6.57995 1988-11-01 6.39045 1988-12-01 5.42766 1989-01-01 7.38061 1989-02-01 5.41630 1989-03-01 3.36982 1989-04-01 4.19358 1989-05-01 3.75660 1989-06-01 4.14975 1989-07-01 3.59371 1989-08-01 4.00941 1989-09-01 4.74799 1989-10-01 5.82846 1989-11-01 4.76994 1989-12-01 5.47753 1990-01-01 4.43588 1990-02-01 5.27099 1990-03-01 4.05386 1990-04-01 3.68343 1990-05-01 3.61321 1990-06-01 2.84302 1990-07-01 4.28368 1990-08-01 4.09450 1990-09-01 4.08715 1990-10-01 6.99110 1990-11-01 4.71725 1990-12-01 4.52461 1991-01-01 4.94883 1991-02-01 5.39183 1991-03-01 3.51729 1991-04-01 3.77939 1991-05-01 3.96854 1991-06-01 4.71838 1991-07-01 4.28472 1991-08-01 3.93845 1991-09-01 4.42841 1991-10-01 3.96657 1991-11-01 7.12722 1991-12-01 5.85850 1992-01-01 6.95175 1992-02-01 6.49835 1992-03-01 5.62300 1992-04-01 4.64257 1992-05-01 3.98947 1992-06-01 3.98374 1992-07-01 5.15427 1992-08-01 3.73286 1992-09-01 5.06165 1992-10-01 5.26797 1992-11-01 4.86494 1992-12-01 3.49755 1993-01-01 6.49081 1993-02-01 7.98873 1993-03-01 6.54412 1993-04-01 4.96273 1993-05-01 5.05156 1993-06-01 5.37466 1993-07-01 4.75209 1993-08-01 6.70978 1993-09-01 5.07398 1993-10-01 4.12004 1993-11-01 4.50335 1993-12-01 4.98818 1994-01-01 6.15181 1994-02-01 4.17802 1994-03-01 4.98329 1994-04-01 7.17581 1994-05-01 4.70848 1994-06-01 4.73131 1994-07-01 4.97050 1994-08-01 4.64477 1994-09-01 4.33404 1994-10-01 5.55610 1994-11-01 4.70745 1994-12-01 8.33270 1995-01-01 6.31298 1995-02-01 6.72101 1995-03-01 4.63955 1995-04-01 4.43630 1995-05-01 2.81479 1995-06-01 3.40875 1995-07-01 4.74751 1995-08-01 4.01522 1995-09-01 3.77043 1995-10-01 4.71436 1995-11-01 4.47539 1995-12-01 6.54588 1996-01-01 7.68488 1996-02-01 5.14695 1996-03-01 6.68644 1996-04-01 4.38862 1996-05-01 4.28689 1996-06-01 6.16741 1996-07-01 7.30955 1996-08-01 5.06973 1996-09-01 4.10214 1996-10-01 6.38177 1996-11-01 4.56552 1996-12-01 7.83777 1997-01-01 8.44184 1997-02-01 6.58514 1997-03-01 7.00269 1997-04-01 8.04653 1997-05-01 6.39403 1997-06-01 7.93940 1997-07-01 6.74401 1997-08-01 6.61569 1997-09-01 6.59453 1997-10-01 9.98129 1997-11-01 9.04015 1997-12-01 7.47789 1998-01-01 10.39918 1998-02-01 6.53601 1998-03-01 6.44588 1998-04-01 8.85594 1998-05-01 8.86497 1998-06-01 8.37987 1998-07-01 10.54109 1998-08-01 12.75822 1998-09-01 13.03530 1998-10-01 12.09117 1998-11-01 10.35587 1998-12-01 8.70349 1999-01-01 12.77096 1999-02-01 6.84103 1999-03-01 8.23574 1999-04-01 7.46518 1999-05-01 6.22117 1999-06-01 6.20046 1999-07-01 7.15068 1999-08-01 6.63638 1999-09-01 5.87438 1999-10-01 7.81238 1999-11-01 5.38996 1999-12-01 5.71038 2000-01-01 6.26422 2000-02-01 4.50981 2000-03-01 5.81987 2000-04-01 9.83415 2000-05-01 10.46405 2000-06-01 5.68194 2000-07-01 5.96575 2000-08-01 4.57835 2000-09-01 4.71659 2000-10-01 8.34505 2000-11-01 7.78849 2000-12-01 10.50363 2001-01-01 8.38795 2001-02-01 5.76917 2001-03-01 9.30296 2001-04-01 7.96413 2001-05-01 6.87815 2001-06-01 4.65827 2001-07-01 8.09547 2001-08-01 6.17448 2001-09-01 12.76226 2001-10-01 10.19108 2001-11-01 7.46806 2001-12-01 7.06994 2002-01-01 9.76769 2002-02-01 6.86643 2002-03-01 4.27380 2002-04-01 5.55117 2002-05-01 4.19171 2002-06-01 6.85950 2002-07-01 17.32807 2002-08-01 11.36526 2002-09-01 9.11623 2002-10-01 8.80562 2002-11-01 7.67457 2002-12-01 8.77441 2003-01-01 11.93237 2003-02-01 7.03092 2003-03-01 7.68311 2003-04-01 8.21569 2003-05-01 7.25757 2003-06-01 7.37396 2003-07-01 7.43571 2003-08-01 5.77672 2003-09-01 5.01996 2003-10-01 4.90450 2003-11-01 4.69749 2003-12-01 4.50598 2004-01-01 6.13216 2004-02-01 3.74124 2004-03-01 4.20819 2004-04-01 5.15352 2004-05-01 4.18129 2004-06-01 4.17757 2004-07-01 5.82993 2004-08-01 4.17942 2004-09-01 4.49451 2004-10-01 5.23875 2004-11-01 4.86987 2004-12-01 6.18463 2005-01-01 6.16593 2005-02-01 5.80638 2005-03-01 4.32768 2005-04-01 5.57271 2005-05-01 3.84026 2005-06-01 4.80811 2005-07-01 3.87867 2005-08-01 4.28155 2005-09-01 2.97022 2005-10-01 3.58702 2005-11-01 2.69259 2005-12-01 3.69340 2006-01-01 4.48805 2006-02-01 3.28715 2006-03-01 3.30328 2006-04-01 3.60202 2006-05-01 3.79674 2006-06-01 3.70322 2006-07-01 4.37931 2006-08-01 3.46209 2006-09-01 3.25300 2006-10-01 3.83884 2006-11-01 3.32753 2006-12-01 4.27938 2007-01-01 3.78897 2007-02-01 3.35327 2007-03-01 5.14841 2007-04-01 4.86743 2007-05-01 4.73924 2007-06-01 6.15093 2007-07-01 5.42468 2007-08-01 6.87375 2007-09-01 5.25495 2007-10-01 4.73505 2007-11-01 4.41524 2007-12-01 6.58309 2008-01-01 10.50435 2008-02-01 6.07309 2008-03-01 6.45086 2008-04-01 4.82223 2008-05-01 4.12732 2008-06-01 4.07516 2008-07-01 6.53695 2008-08-01 4.16474 2008-09-01 13.38447 2008-10-01 20.63307 2008-11-01 10.33980 2008-12-01 9.20559 2009-01-01 9.35498 2009-02-01 9.11144 2009-03-01 9.75699 2009-04-01 6.07760 2009-05-01 5.68155 2009-06-01 4.86577 2009-07-01 5.03663 2009-08-01 4.43549 2009-09-01 4.03840 2009-10-01 4.57849 2009-11-01 4.42462 2009-12-01 3.13333 2010-01-01 7.57569 2010-02-01 4.21600 2010-03-01 3.70190 2010-04-01 5.46723 2010-05-01 5.56297 2010-06-01 5.96568 2010-07-01 7.24654 2010-08-01 4.67769 2010-09-01 5.50794 2010-10-01 4.86315 2010-11-01 5.91447 2010-12-01 5.37821 2011-01-01 6.58536 2011-02-01 4.41924 2011-03-01 5.63871 2011-04-01 5.04276 2011-05-01 3.92158 2011-06-01 5.09584 2011-07-01 7.30798 2011-08-01 17.25061 2011-09-01 6.66129 2011-10-01 7.75316 2011-11-01 7.02544 2011-12-01 6.82312 2012-01-01 6.76902 2012-02-01 5.62323 2012-03-01 4.83550 2012-04-01 4.17714 2012-05-01 5.74898 2012-06-01 5.13348 2012-07-01 6.32196 2012-08-01 6.42350 2012-09-01 6.16389 2012-10-01 6.71396 2012-11-01 8.27060 2012-12-01 9.53523 2013-01-01 8.73973 2013-02-01 8.64793 2013-03-01 7.66471 2013-04-01 4.69251 2013-05-01 5.01961 2013-06-01 4.63689 2013-07-01 4.14098 2013-08-01 3.81525 2013-09-01 6.11583 2013-10-01 5.96466 2013-11-01 3.89861 2013-12-01 4.09911 2014-01-01 4.74303 2014-02-01 3.14424 2014-03-01 3.51380 2014-04-01 3.85673 2014-05-01 3.85952 2014-06-01 3.05521 2014-07-01 2.73961 2014-08-01 3.22527 2014-09-01 3.52365 2014-10-01 5.23960 2014-11-01 4.63165 2014-12-01 3.64888 2015-01-01 5.81691 2015-02-01 4.26521 2015-03-01 2.67332 2015-04-01 3.94073 2015-05-01 3.26394 2015-06-01 3.73174 2015-07-01 6.14247 2015-08-01 5.63213 2015-09-01 5.35220 2015-10-01 4.35088 2015-11-01 4.28903 2015-12-01 4.54386 2016-01-01 4.98436 2016-02-01 4.07732 2016-03-01 3.70368 2016-04-01 2.99532 2016-05-01 2.81540 2016-06-01 3.93176 2016-07-01 2.23940 2016-08-01 2.66190 2016-09-01 1.51991 2016-10-01 3.27104 2016-11-01 6.88660 2016-12-01 5.08767 2017-01-01 7.88242 2017-02-01 6.07916 2017-03-01 5.70089 2017-04-01 6.15285 2017-05-01 3.77171 2017-06-01 3.08430 2017-07-01 4.19516 2017-08-01 5.77908 2017-09-01 3.53471 2017-10-01 3.75714 2017-11-01 5.03913 2017-12-01 8.86391 2018-01-01 8.64853 2018-02-01 13.49834 2018-03-01 7.76092 2018-04-01 6.55266 2018-05-01 6.12341 2018-06-01 3.85187 2018-07-01 4.81912 2018-08-01 4.84460 2018-09-01 8.01212 2018-10-01 7.13180 2018-11-01 9.27728 2018-12-01 14.79125 2019-01-01 10.20405 2019-02-01 4.26375 2019-03-01 6.03978 2019-04-01 6.52798 2019-05-01 6.80282 2019-06-01 6.22767 2019-07-01 5.78803 2019-08-01 9.95249 2019-09-01 4.68276 2019-10-01 2.55111 2019-11-01 5.10062 2019-12-01 7.39844 2020-01-01 3.82372 2020-02-01 4.01812 2020-03-01 14.24457 2020-04-01 9.31576 2020-05-01 6.27031 2020-06-01 6.70240 2020-07-01 4.35541 2020-08-01 7.98849 2020-09-01 2.61625 2020-10-01 8.42546 2020-11-01 5.65937 2020-12-01 4.07051 2021-01-01 5.83202 2021-02-01 4.01882 2021-03-01 5.44746 2021-04-01 5.16096 2021-05-01 5.67485 2021-06-01 5.10515 2021-07-01 3.03348 2021-08-01 4.82412 2021-09-01 6.41904 2021-10-01 5.80838 2021-11-01 2.28451 2021-12-01 4.17465 2022-01-01 3.92505 2022-02-01 5.99308 2022-03-01 3.08221 2022-04-01 3.49085 2022-05-01 6.96559 2022-06-01 2.91647 2022-07-01 5.25762 2022-08-01 3.91602 2022-09-01 1.34403 2022-10-01 5.94100 2022-11-01 4.66708 2022-12-01 5.41991 2023-01-01 4.53163 2023-02-01 3.72976 2023-03-01 4.52793 2023-04-01 5.42026 2023-05-01 8.83962 2023-06-01 3.26682 2023-07-01 2.43735 2023-08-01 3.93370 2023-09-01 4.89324 2023-10-01 3.25344 2023-11-01 4.85726 2023-12-01 5.55477 2024-01-01 4.07227 2024-02-01 3.23317 2024-03-01 4.85863 2024-04-01 4.01797