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: Real Estate Markets Series ID: EMVMACRORE 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 2024-03-01 Last Updated: 2024-04-08 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 3.14898 1985-02-01 3.72000 1985-03-01 2.97680 1985-04-01 3.20796 1985-05-01 3.56483 1985-06-01 2.56557 1985-07-01 3.44064 1985-08-01 3.52070 1985-09-01 3.93235 1985-10-01 3.63416 1985-11-01 5.02725 1985-12-01 3.46320 1986-01-01 2.49871 1986-02-01 2.26219 1986-03-01 5.60613 1986-04-01 3.06709 1986-05-01 3.95701 1986-06-01 4.56688 1986-07-01 5.02749 1986-08-01 3.93652 1986-09-01 4.34173 1986-10-01 3.97086 1986-11-01 4.13217 1986-12-01 3.49805 1987-01-01 4.81121 1987-02-01 4.64862 1987-03-01 4.31898 1987-04-01 4.06545 1987-05-01 5.34070 1987-06-01 4.41511 1987-07-01 3.28832 1987-08-01 4.17528 1987-09-01 2.84109 1987-10-01 10.75805 1987-11-01 11.70812 1987-12-01 7.90840 1988-01-01 8.16986 1988-02-01 6.12241 1988-03-01 4.08628 1988-04-01 5.18359 1988-05-01 5.57267 1988-06-01 5.21933 1988-07-01 5.94446 1988-08-01 5.34173 1988-09-01 3.37209 1988-10-01 5.49193 1988-11-01 5.07179 1988-12-01 4.78032 1989-01-01 6.06850 1989-02-01 4.67513 1989-03-01 3.64305 1989-04-01 4.28574 1989-05-01 4.50792 1989-06-01 5.24968 1989-07-01 4.99994 1989-08-01 4.69523 1989-09-01 4.60115 1989-10-01 5.97062 1989-11-01 4.56910 1989-12-01 6.43232 1990-01-01 5.44842 1990-02-01 6.39626 1990-03-01 4.58844 1990-04-01 5.57492 1990-05-01 3.99134 1990-06-01 4.50962 1990-07-01 5.69278 1990-08-01 4.61821 1990-09-01 6.66054 1990-10-01 6.99110 1990-11-01 6.79284 1990-12-01 5.60190 1991-01-01 6.92836 1991-02-01 7.08084 1991-03-01 4.32897 1991-04-01 4.38190 1991-05-01 4.22963 1991-06-01 5.65108 1991-07-01 5.59869 1991-08-01 4.93620 1991-09-01 4.63929 1991-10-01 5.20291 1991-11-01 6.63756 1991-12-01 4.99246 1992-01-01 7.17245 1992-02-01 6.44184 1992-03-01 5.52076 1992-04-01 5.38965 1992-05-01 5.37249 1992-06-01 4.85689 1992-07-01 5.84812 1992-08-01 3.73286 1992-09-01 4.96792 1992-10-01 5.02180 1992-11-01 4.67227 1992-12-01 3.20609 1993-01-01 5.13620 1993-02-01 4.23284 1993-03-01 5.11431 1993-04-01 4.09017 1993-05-01 2.64059 1993-06-01 3.90370 1993-07-01 4.06504 1993-08-01 5.74311 1993-09-01 4.38208 1993-10-01 3.39903 1993-11-01 4.07446 1993-12-01 3.13088 1994-01-01 4.80772 1994-02-01 4.33872 1994-03-01 4.88054 1994-04-01 7.46284 1994-05-01 4.35408 1994-06-01 4.38632 1994-07-01 5.48469 1994-08-01 5.15518 1994-09-01 4.61547 1994-10-01 5.05555 1994-11-01 3.45213 1994-12-01 3.40421 1995-01-01 5.27896 1995-02-01 3.76879 1995-03-01 3.16581 1995-04-01 4.32809 1995-05-01 3.03131 1995-06-01 3.52430 1995-07-01 4.93011 1995-08-01 3.67106 1995-09-01 3.50112 1995-10-01 3.23427 1995-11-01 4.06318 1995-12-01 5.39429 1996-01-01 6.22740 1996-02-01 4.39374 1996-03-01 5.34915 1996-04-01 3.74496 1996-05-01 3.11774 1996-06-01 3.89205 1996-07-01 5.56025 1996-08-01 3.69277 1996-09-01 3.60323 1996-10-01 4.60597 1996-11-01 3.54429 1996-12-01 4.98767 1997-01-01 4.38537 1997-02-01 4.11571 1997-03-01 5.37048 1997-04-01 6.49272 1997-05-01 4.24522 1997-06-01 4.52178 1997-07-01 4.78421 1997-08-01 4.93552 1997-09-01 4.51205 1997-10-01 8.47657 1997-11-01 7.37759 1997-12-01 5.71228 1998-01-01 8.79931 1998-02-01 5.90855 1998-03-01 4.77806 1998-04-01 6.31170 1998-05-01 4.90829 1998-06-01 5.67333 1998-07-01 7.70915 1998-08-01 9.36333 1998-09-01 11.09833 1998-10-01 12.76004 1998-11-01 7.92252 1998-12-01 5.68072 1999-01-01 6.27246 1999-02-01 4.47091 1999-03-01 5.13463 1999-04-01 5.39420 1999-05-01 4.48503 1999-06-01 4.50033 1999-07-01 4.93341 1999-08-01 6.99190 1999-09-01 4.36536 1999-10-01 5.40050 1999-11-01 4.17458 1999-12-01 3.96554 2000-01-01 4.27372 2000-02-01 3.22129 2000-03-01 4.91581 2000-04-01 6.90223 2000-05-01 6.63295 2000-06-01 4.70626 2000-07-01 4.41908 2000-08-01 3.56685 2000-09-01 3.00147 2000-10-01 4.48943 2000-11-01 4.09036 2000-12-01 6.39076 2001-01-01 6.07023 2001-02-01 4.48091 2001-03-01 4.65148 2001-04-01 5.11603 2001-05-01 4.44101 2001-06-01 3.84578 2001-07-01 3.65420 2001-08-01 4.45007 2001-09-01 7.70919 2001-10-01 6.53670 2001-11-01 6.07865 2001-12-01 5.46584 2002-01-01 5.97901 2002-02-01 4.53883 2002-03-01 3.90897 2002-04-01 4.46383 2002-05-01 3.22440 2002-06-01 5.45242 2002-07-01 10.10804 2002-08-01 9.32871 2002-09-01 8.86647 2002-10-01 7.51699 2002-11-01 5.17323 2002-12-01 5.14169 2003-01-01 6.37859 2003-02-01 4.66708 2003-03-01 7.46820 2003-04-01 5.36973 2003-05-01 4.85617 2003-06-01 5.94161 2003-07-01 4.91986 2003-08-01 6.47857 2003-09-01 3.25763 2003-10-01 3.46465 2003-11-01 2.63635 2003-12-01 2.86262 2004-01-01 3.80617 2004-02-01 2.65004 2004-03-01 3.82123 2004-04-01 5.56580 2004-05-01 4.80848 2004-06-01 4.38645 2004-07-01 5.21918 2004-08-01 4.07623 2004-09-01 4.18807 2004-10-01 3.74196 2004-11-01 3.92732 2004-12-01 4.89617 2005-01-01 4.70283 2005-02-01 2.82024 2005-03-01 3.60640 2005-04-01 5.87947 2005-05-01 5.37636 2005-06-01 6.89859 2005-07-01 4.91929 2005-08-01 7.02174 2005-09-01 4.79068 2005-10-01 5.40323 2005-11-01 4.55669 2005-12-01 4.75665 2006-01-01 5.90832 2006-02-01 3.08486 2006-03-01 4.51293 2006-04-01 4.42951 2006-05-01 5.06232 2006-06-01 4.89964 2006-07-01 5.99274 2006-08-01 5.69570 2006-09-01 5.02736 2006-10-01 5.18243 2006-11-01 3.45888 2006-12-01 6.20745 2007-01-01 4.78132 2007-02-01 7.01139 2007-03-01 14.25008 2007-04-01 8.83348 2007-05-01 6.65317 2007-06-01 10.06515 2007-07-01 14.10418 2007-08-01 29.94248 2007-09-01 16.46550 2007-10-01 13.42410 2007-11-01 15.74128 2007-12-01 17.84633 2008-01-01 22.07513 2008-02-01 13.32992 2008-03-01 19.73203 2008-04-01 11.84489 2008-05-01 9.53553 2008-06-01 9.61205 2008-07-01 17.24402 2008-08-01 9.74825 2008-09-01 34.48836 2008-10-01 29.91184 2008-11-01 15.20912 2008-12-01 12.76904 2009-01-01 12.51303 2009-02-01 15.14296 2009-03-01 15.38372 2009-04-01 11.05018 2009-05-01 9.76517 2009-06-01 8.95303 2009-07-01 9.36157 2009-08-01 8.26864 2009-09-01 7.49989 2009-10-01 7.40011 2009-11-01 7.24029 2009-12-01 7.22688 2010-01-01 8.57403 2010-02-01 6.98969 2010-03-01 7.51109 2010-04-01 10.08020 2010-05-01 9.41850 2010-06-01 8.52241 2010-07-01 8.57991 2010-08-01 5.90026 2010-09-01 7.11876 2010-10-01 6.50075 2010-11-01 6.71065 2010-12-01 5.21357 2011-01-01 6.01272 2011-02-01 4.96482 2011-03-01 5.52124 2011-04-01 5.31984 2011-05-01 5.10994 2011-06-01 6.34017 2011-07-01 8.58185 2011-08-01 19.91040 2011-09-01 10.08710 2011-10-01 8.89510 2011-11-01 5.51134 2011-12-01 7.90401 2012-01-01 7.49427 2012-02-01 6.61975 2012-03-01 5.38638 2012-04-01 4.88313 2012-05-01 5.01364 2012-06-01 7.59754 2012-07-01 5.58685 2012-08-01 4.87939 2012-09-01 5.61463 2012-10-01 6.04256 2012-11-01 4.02647 2012-12-01 5.04806 2013-01-01 6.64584 2013-02-01 6.36802 2013-03-01 4.20464 2013-04-01 4.69251 2013-05-01 4.67172 2013-06-01 6.10118 2013-07-01 6.08043 2013-08-01 4.43394 2013-09-01 6.68740 2013-10-01 5.68594 2013-11-01 4.36116 2013-12-01 5.92094 2014-01-01 5.71449 2014-02-01 3.51728 2014-03-01 4.70492 2014-04-01 4.95865 2014-05-01 5.14602 2014-06-01 3.76445 2014-07-01 5.00277 2014-08-01 4.78229 2014-09-01 3.85924 2014-10-01 7.18922 2014-11-01 3.92404 2014-12-01 4.86517 2015-01-01 6.49330 2015-02-01 4.38707 2015-03-01 4.00998 2015-04-01 4.95988 2015-05-01 3.61365 2015-06-01 4.31483 2015-07-01 8.28519 2015-08-01 8.10100 2015-09-01 6.01206 2015-10-01 4.41680 2015-11-01 4.78121 2015-12-01 5.28876 2016-01-01 4.89988 2016-02-01 6.01405 2016-03-01 4.82340 2016-04-01 3.06837 2016-05-01 3.00956 2016-06-01 4.02766 2016-07-01 4.65796 2016-08-01 3.58333 2016-09-01 4.22197 2016-10-01 4.26227 2016-11-01 4.47629 2016-12-01 3.69106 2017-01-01 4.66722 2017-02-01 4.31068 2017-03-01 3.42054 2017-04-01 4.02302 2017-05-01 3.28816 2017-06-01 2.97414 2017-07-01 2.98077 2017-08-01 4.71762 2017-09-01 2.67259 2017-10-01 1.87857 2017-11-01 3.56427 2017-12-01 5.04561 2018-01-01 4.44438 2018-02-01 7.85358 2018-03-01 3.82581 2018-04-01 3.64037 2018-05-01 3.82713 2018-06-01 2.71897 2018-07-01 2.46833 2018-08-01 3.37996 2018-09-01 5.23869 2018-10-01 5.70544 2018-11-01 4.86677 2018-12-01 10.11239 2019-01-01 8.57731 2019-02-01 3.88753 2019-03-01 5.30322 2019-04-01 3.73027 2019-05-01 3.02348 2019-06-01 4.29017 2019-07-01 5.44756 2019-08-01 5.85441 2019-09-01 4.24375 2019-10-01 3.61407 2019-11-01 4.50055 2019-12-01 6.45396 2020-01-01 3.42816 2020-02-01 4.68780 2020-03-01 15.39068 2020-04-01 11.60076 2020-05-01 10.03249 2020-06-01 8.19182 2020-07-01 5.91092 2020-08-01 8.31456 2020-09-01 4.30912 2020-10-01 5.50234 2020-11-01 5.04755 2020-12-01 4.57933 2021-01-01 4.11672 2021-02-01 3.85807 2021-03-01 5.76789 2021-04-01 4.51584 2021-05-01 5.06135 2021-06-01 5.95601 2021-07-01 3.15482 2021-08-01 3.79038 2021-09-01 7.43257 2021-10-01 5.64704 2021-11-01 2.99842 2021-12-01 3.57827 2022-01-01 3.77967 2022-02-01 5.36223 2022-03-01 5.09234 2022-04-01 4.44289 2022-05-01 7.72272 2022-06-01 6.36320 2022-07-01 6.85083 2022-08-01 2.93702 2022-09-01 4.39865 2022-10-01 7.24512 2022-11-01 4.94162 2022-12-01 7.17342 2023-01-01 6.79745 2023-02-01 4.97302 2023-03-01 11.06828 2023-04-01 6.69561 2023-05-01 6.79970 2023-06-01 5.38065 2023-07-01 5.91928 2023-08-01 3.93370 2023-09-01 3.95223 2023-10-01 4.79455 2023-11-01 3.31177 2023-12-01 3.51802 2024-01-01 4.07227 2024-02-01 5.51738 2024-03-01 7.43462