Title: Equity Market Volatility Tracker: Food And Drug Policy Series ID: EMVFOODDRUG 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 2023-02-01 Last Updated: 2023-03-13 8:02 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 0.08074 1985-02-01 0.00000 1985-03-01 0.00000 1985-04-01 0.00000 1985-05-01 0.13203 1985-06-01 0.06578 1985-07-01 0.00000 1985-08-01 0.00000 1985-09-01 0.21846 1985-10-01 0.18797 1985-11-01 0.14364 1985-12-01 0.00000 1986-01-01 0.06576 1986-02-01 0.08079 1986-03-01 0.20022 1986-04-01 0.06526 1986-05-01 0.00000 1986-06-01 0.24357 1986-07-01 0.07286 1986-08-01 0.00000 1986-09-01 0.00000 1986-10-01 0.19214 1986-11-01 0.25043 1986-12-01 0.17490 1987-01-01 0.29699 1987-02-01 0.29422 1987-03-01 0.21068 1987-04-01 0.28630 1987-05-01 0.11610 1987-06-01 0.05519 1987-07-01 0.10781 1987-08-01 0.26096 1987-09-01 0.14695 1987-10-01 0.27444 1987-11-01 0.33773 1987-12-01 0.16362 1988-01-01 0.10966 1988-02-01 0.11031 1988-03-01 0.05045 1988-04-01 0.38601 1988-05-01 0.22070 1988-06-01 0.15202 1988-07-01 0.18014 1988-08-01 0.37770 1988-09-01 0.25165 1988-10-01 0.51811 1988-11-01 0.30431 1988-12-01 0.19918 1989-01-01 0.43737 1989-02-01 0.22805 1989-03-01 0.27323 1989-04-01 0.32258 1989-05-01 0.25044 1989-06-01 0.14999 1989-07-01 0.20833 1989-08-01 0.36929 1989-09-01 0.14685 1989-10-01 0.09477 1989-11-01 0.20084 1989-12-01 0.20101 1990-01-01 0.19286 1990-02-01 0.17767 1990-03-01 0.08910 1990-04-01 0.14933 1990-05-01 0.33611 1990-06-01 0.24509 1990-07-01 0.45091 1990-08-01 0.28566 1990-09-01 0.10092 1990-10-01 0.35984 1990-11-01 0.14152 1990-12-01 0.21546 1991-01-01 0.36465 1991-02-01 0.19489 1991-03-01 0.32467 1991-04-01 0.38342 1991-05-01 0.36552 1991-06-01 0.21946 1991-07-01 0.17139 1991-08-01 0.26256 1991-09-01 0.47447 1991-10-01 0.51514 1991-11-01 0.54406 1991-12-01 0.25472 1992-01-01 0.66207 1992-02-01 0.96063 1992-03-01 0.46006 1992-04-01 0.37354 1992-05-01 0.15958 1992-06-01 0.49115 1992-07-01 0.14868 1992-08-01 0.30741 1992-09-01 0.23434 1992-10-01 0.39387 1992-11-01 0.28901 1992-12-01 0.38862 1993-01-01 0.84663 1993-02-01 0.23847 1993-03-01 0.60492 1993-04-01 0.21814 1993-05-01 0.45923 1993-06-01 0.39603 1993-07-01 0.28627 1993-08-01 0.17059 1993-09-01 0.23064 1993-10-01 0.05150 1993-11-01 0.32167 1993-12-01 0.47759 1994-01-01 0.31018 1994-02-01 0.10713 1994-03-01 0.35962 1994-04-01 0.05741 1994-05-01 0.30377 1994-06-01 0.24642 1994-07-01 0.22853 1994-08-01 0.30625 1994-09-01 0.16886 1994-10-01 0.15016 1994-11-01 0.15692 1994-12-01 0.20324 1995-01-01 0.21769 1995-02-01 0.25125 1995-03-01 0.27291 1995-04-01 0.21640 1995-05-01 0.21652 1995-06-01 0.11555 1995-07-01 0.24346 1995-08-01 0.34416 1995-09-01 0.16159 1995-10-01 0.16445 1995-11-01 0.23555 1995-12-01 0.06061 1996-01-01 0.26500 1996-02-01 0.31384 1996-03-01 0.69772 1996-04-01 0.17554 1996-05-01 0.05567 1996-06-01 0.29939 1996-07-01 0.49980 1996-08-01 0.43812 1996-09-01 0.22174 1996-10-01 0.27747 1996-11-01 0.54065 1996-12-01 0.35626 1997-01-01 0.21927 1997-02-01 0.10975 1997-03-01 0.42121 1997-04-01 0.44395 1997-05-01 0.26205 1997-06-01 0.42063 1997-07-01 0.23056 1997-08-01 0.52505 1997-09-01 0.34708 1997-10-01 0.30094 1997-11-01 0.36368 1997-12-01 0.67509 1998-01-01 0.42663 1998-02-01 0.15686 1998-03-01 0.18030 1998-04-01 0.19571 1998-05-01 0.65110 1998-06-01 0.31229 1998-07-01 0.78665 1998-08-01 0.05476 1998-09-01 0.36645 1998-10-01 0.36016 1998-11-01 0.50931 1998-12-01 0.41693 1999-01-01 0.45207 1999-02-01 0.32320 1999-03-01 0.25419 1999-04-01 0.28897 1999-05-01 0.38581 1999-06-01 0.35003 1999-07-01 0.22173 1999-08-01 0.23701 1999-09-01 0.32336 1999-10-01 0.36702 1999-11-01 0.36990 1999-12-01 0.10575 2000-01-01 0.29272 2000-02-01 0.17571 2000-03-01 0.90406 2000-04-01 0.30541 2000-05-01 0.05718 2000-06-01 0.22957 2000-07-01 0.33143 2000-08-01 0.21295 2000-09-01 0.26799 2000-10-01 0.31690 2000-11-01 0.72842 2000-12-01 0.31637 2001-01-01 0.16555 2001-02-01 0.16803 2001-03-01 0.20906 2001-04-01 0.21097 2001-05-01 0.16248 2001-06-01 0.16250 2001-07-01 0.28109 2001-08-01 0.38938 2001-09-01 0.06478 2001-10-01 0.30882 2001-11-01 0.23157 2001-12-01 0.11882 2002-01-01 0.35519 2002-02-01 0.81466 2002-03-01 0.15636 2002-04-01 0.40060 2002-05-01 0.48366 2002-06-01 0.76217 2002-07-01 0.91891 2002-08-01 0.52556 2002-09-01 0.49952 2002-10-01 0.37585 2002-11-01 0.34109 2002-12-01 0.55888 2003-01-01 0.60487 2003-02-01 0.18183 2003-03-01 0.16118 2003-04-01 0.21479 2003-05-01 0.32019 2003-06-01 0.58355 2003-07-01 0.27954 2003-08-01 0.26994 2003-09-01 0.26702 2003-10-01 0.40496 2003-11-01 0.38347 2003-12-01 0.15903 2004-01-01 0.31718 2004-02-01 0.20785 2004-03-01 0.29022 2004-04-01 0.05154 2004-05-01 0.26133 2004-06-01 0.15666 2004-07-01 0.16657 2004-08-01 0.20639 2004-09-01 0.15322 2004-10-01 0.34925 2004-11-01 0.31419 2004-12-01 0.56692 2005-01-01 0.47028 2005-02-01 0.33179 2005-03-01 0.04809 2005-04-01 0.30675 2005-05-01 0.05120 2005-06-01 0.10452 2005-07-01 0.33111 2005-08-01 0.22835 2005-09-01 0.04791 2005-10-01 0.13622 2005-11-01 0.10356 2005-12-01 0.39172 2006-01-01 0.17043 2006-02-01 0.05057 2006-03-01 0.27915 2006-04-01 0.14603 2006-05-01 0.15820 2006-06-01 0.05697 2006-07-01 0.17287 2006-08-01 0.16752 2006-09-01 0.29573 2006-10-01 0.14396 2006-11-01 0.13135 2006-12-01 0.56431 2007-01-01 0.13532 2007-02-01 0.35565 2007-03-01 0.55162 2007-04-01 0.54083 2007-05-01 0.82025 2007-06-01 0.79216 2007-07-01 0.36165 2007-08-01 0.41659 2007-09-01 0.15014 2007-10-01 0.34170 2007-11-01 0.23996 2007-12-01 0.46287 2008-01-01 0.85315 2008-02-01 0.92640 2008-03-01 0.33203 2008-04-01 0.28091 2008-05-01 0.23720 2008-06-01 0.26577 2008-07-01 0.16906 2008-08-01 0.18307 2008-09-01 0.18676 2008-10-01 0.06104 2008-11-01 0.42081 2008-12-01 0.41574 2009-01-01 0.41710 2009-02-01 0.06417 2009-03-01 0.23944 2009-04-01 0.11050 2009-05-01 0.11837 2009-06-01 0.19463 2009-07-01 0.27373 2009-08-01 0.16428 2009-09-01 0.05245 2009-10-01 0.10648 2009-11-01 0.11493 2009-12-01 0.10108 2010-01-01 0.11745 2010-02-01 0.11095 2010-03-01 0.21460 2010-04-01 0.17085 2010-05-01 0.27539 2010-06-01 0.22726 2010-07-01 0.28986 2010-08-01 0.15947 2010-09-01 0.05196 2010-10-01 0.24812 2010-11-01 0.34122 2010-12-01 0.00000 2011-01-01 0.22906 2011-02-01 0.00000 2011-03-01 0.29368 2011-04-01 0.00000 2011-05-01 0.11884 2011-06-01 0.05925 2011-07-01 0.06705 2011-08-01 0.15199 2011-09-01 0.06344 2011-10-01 0.18031 2011-11-01 0.18169 2011-12-01 0.13511 2012-01-01 0.12088 2012-02-01 0.07118 2012-03-01 0.00000 2012-04-01 0.11767 2012-05-01 0.26739 2012-06-01 0.20534 2012-07-01 0.00000 2012-08-01 0.00000 2012-09-01 0.06103 2012-10-01 0.05595 2012-11-01 0.10882 2012-12-01 0.10198 2013-01-01 0.09104 2013-02-01 0.03931 2013-03-01 0.00000 2013-04-01 0.05046 2013-05-01 0.24850 2013-06-01 0.24405 2013-07-01 0.10483 2013-08-01 0.15467 2013-09-01 0.11431 2013-10-01 0.11149 2013-11-01 0.06608 2013-12-01 0.17080 2014-01-01 0.05714 2014-02-01 0.10658 2014-03-01 0.11911 2014-04-01 0.18365 2014-05-01 0.40934 2014-06-01 0.32734 2014-07-01 0.00000 2014-08-01 0.11122 2014-09-01 0.00000 2014-10-01 0.06093 2014-11-01 0.12866 2014-12-01 0.06081 2015-01-01 0.13528 2015-02-01 0.30466 2015-03-01 0.00000 2015-04-01 0.13589 2015-05-01 0.05828 2015-06-01 0.11662 2015-07-01 0.42854 2015-08-01 0.30861 2015-09-01 0.21995 2015-10-01 0.26369 2015-11-01 0.07031 2015-12-01 0.37245 2016-01-01 0.08448 2016-02-01 0.10193 2016-03-01 0.00000 2016-04-01 0.07306 2016-05-01 0.29125 2016-06-01 0.19179 2016-07-01 0.17915 2016-08-01 0.00000 2016-09-01 0.08444 2016-10-01 0.00000 2016-11-01 0.00000 2016-12-01 0.19952 2017-01-01 0.00000 2017-02-01 0.00000 2017-03-01 0.19003 2017-04-01 0.59162 2017-05-01 0.00000 2017-06-01 0.00000 2017-07-01 0.11040 2017-08-01 0.47176 2017-09-01 0.25864 2017-10-01 0.08946 2017-11-01 0.12291 2017-12-01 0.27274 2018-01-01 0.00000 2018-02-01 0.24542 2018-03-01 0.00000 2018-04-01 0.20802 2018-05-01 0.12757 2018-06-01 0.11329 2018-07-01 0.23508 2018-08-01 0.11267 2018-09-01 0.15408 2018-10-01 0.23773 2018-11-01 0.00000 2018-12-01 0.15093 2019-01-01 0.59154 2019-02-01 0.00000 2019-03-01 0.44194 2019-04-01 0.15543 2019-05-01 0.00000 2019-06-01 0.27679 2019-07-01 0.00000 2019-08-01 0.58544 2019-09-01 0.00000 2019-10-01 0.10630 2019-11-01 0.00000 2019-12-01 0.78707 2020-01-01 0.13185 2020-02-01 0.66969 2020-03-01 1.80104 2020-04-01 0.87885 2020-05-01 1.46307 2020-06-01 0.37236 2020-07-01 0.00000 2020-08-01 0.16303 2020-09-01 0.46169 2020-10-01 0.34390 2020-11-01 1.07069 2020-12-01 0.84802 2021-01-01 0.68612 2021-02-01 0.32151 2021-03-01 0.64088 2021-04-01 0.16128 2021-05-01 0.15337 2021-06-01 0.51051 2021-07-01 0.00000 2021-08-01 0.51687 2021-09-01 0.00000 2021-10-01 0.00000 2021-11-01 0.00000 2021-12-01 0.29819 2022-01-01 0.29074 2022-02-01 0.15771 2022-03-01 0.00000 2022-04-01 0.00000 2022-05-01 0.00000 2022-06-01 0.00000 2022-07-01 0.00000 2022-08-01 0.00000 2022-09-01 0.00000 2022-10-01 0.43471 2022-11-01 0.00000 2022-12-01 0.00000 2023-01-01 0.00000 2023-02-01 0.00000