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)

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)

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562000101

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562440001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562110001

The series comes from the 'Current Population Survey (Household Survey)' The source code is: LNU04032240

Indexes of aggregate weekly payrolls are calculated by dividing the current month's aggregate by the average of the 12 monthly figures for the base year. Indexes are averages for production and nonsupervisory employees. For basic industries, the payroll aggregates are the product of average hourly earnings and aggregate weekly hours. At all higher levels of industry aggregation, payroll aggregates are the sum of the component aggregates. Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000035

Indexes of aggregate weekly payrolls are calculated by dividing the current month's aggregate by the average of the 12 monthly figures for the base year. Indexes are averages for production and nonsupervisory employees. For basic industries, the payroll aggregates are the product of average hourly earnings and aggregate weekly hours. At all higher levels of industry aggregation, payroll aggregates are the sum of the component aggregates. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000017

Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000006

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU4244600001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562000001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000003

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562300001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562400001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000011

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562310001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562140001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562000001

Indexes of aggregate weekly hours are calculated by dividing the current month's aggregate hours by the average of the 12 monthly figures, for the base year. For basic industries, the hours aggregates are the product of average weekly hours and employment of workers to which the hours apply (all employees or production and nonsupervisory employees). At all higher levels of industry aggregation, hours aggregates are the sum of the component aggregates. Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000034

Indexes of aggregate weekly payrolls are calculated by dividing the current month's aggregate by the average of the 12 monthly figures for the base year. Indexes are averages for production and nonsupervisory employees. For basic industries, the payroll aggregates are the product of average hourly earnings and aggregate weekly hours. At all higher levels of industry aggregation, payroll aggregates are the sum of the component aggregates. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000017

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000011

Indexes of aggregate weekly hours are calculated by dividing the current month's aggregate hours by the average of the 12 monthly figures, for the base year. For basic industries, the hours aggregates are the product of average weekly hours and employment of workers to which the hours apply (all employees or production and nonsupervisory employees). At all higher levels of industry aggregation, hours aggregates are the sum of the component aggregates. Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000034

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000016

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562400001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562200001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562160001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562110001

Indexes of aggregate weekly payrolls are calculated by dividing the current month's aggregate by the average of the 12 monthly figures for the base year. Indexes are averages for production and nonsupervisory employees. For basic industries, the payroll aggregates are the product of average hourly earnings and aggregate weekly hours. At all higher levels of industry aggregation, payroll aggregates are the sum of the component aggregates. Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000035

Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000030

Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000008

Average weekly hours relate to the average hours per worker for which pay was received and is different from standard or scheduled hours. Factors such as unpaid absenteeism, labor turnover, part-time work, and stoppages cause average weekly hours to be lower than scheduled hours of work for an establishment. Group averages further reflect changes in the workweek of component industries. Average weekly hours are the total weekly hours divided by the employees paid for those hours. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000002

The series comes from the 'Current Population Survey (Household Survey)' The source code is: LNU03032240

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562100001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562100001

Average weekly hours relate to the average hours per worker for which pay was received and is different from standard or scheduled hours. Factors such as unpaid absenteeism, labor turnover, part-time work, and stoppages cause average weekly hours to be lower than scheduled hours of work for an establishment. Group averages further reflect changes in the workweek of component industries. Average weekly hours are the total weekly hours divided by the employees paid for those hours. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000002

Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000030

Average weekly hours relate to the average hours per worker for which pay was received and is different from standard or scheduled hours. Factors such as unpaid absenteeism, labor turnover, part-time work, and stoppages cause average weekly hours to be lower than scheduled hours of work for an establishment. Group averages further reflect changes in the workweek of component industries. Average weekly hours are the total weekly hours divided by the employees paid for those hours. Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000007

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6561000001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562200001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562160001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6562300001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000001

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562310001

To obtain estimates of women worker employment, the ratio of weighted women employees to the weighted all employees in the sample is assumed to equal the same ratio in the universe. The current month's women worker ratio, thus, is estimated and then multiplied by the all-employee estimate. The weighted-difference-link-and-taper formula (described in the source) is used to estimate the current month's women worker ratio. This formula adds the change in the matched sample's women worker ratio (the weighted-difference link) to the prior month's estimate, which has been slightly modified to reflect changes in the sample composition (the taper). The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000010

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000003

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6562140001

Production and related employees include working supervisors and all nonsupervisory employees (including group leaders and trainees) engaged in fabricating, processing, assembling, inspecting, receiving, storing, handling, packing, warehousing, shipping, trucking, hauling, maintenance, repair, janitorial, guard services, product development, auxiliary production for plant's own use (for example, power plant), recordkeeping, and other services closely associated with the above production operations. #Nonsupervisory employees include those individuals in private, service-providing industries who are not above the working-supervisor level. This group includes individuals such as office and clerical workers, repairers, salespersons, operators, drivers, physicians, lawyers, accountants, nurses, social workers, research aides, teachers, drafters, photographers, beauticians, musicians, restaurant workers, custodial workers, attendants, line installers and repairers, laborers, janitors, guards, and other employees at similar occupational levels whose services are closely associated with those of the employees listed. The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CES6500000008

The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6561000001

To obtain estimates of women worker employment, the ratio of weighted women employees to the weighted all employees in the sample is assumed to equal the same ratio in the universe. The current month's women worker ratio, thus, is estimated and then multiplied by the all-employee estimate. The weighted-difference-link-and-taper formula (described in the source) is used to estimate the current month's women worker ratio. This formula adds the change in the matched sample's women worker ratio (the weighted-difference link) to the prior month's estimate, which has been slightly modified to reflect changes in the sample composition (the taper). The series comes from the 'Current Employment Statistics (Establishment Survey).' The source code is: CEU6500000010