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Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets (EMVMACROLABORMKT)

Observations

Mar 2025: 17.58765
Updated: Apr 3, 2025 8:02 AM CDT
Mar 2025:  17.58765  
Feb 2025:  7.45733  
Jan 2025:  5.91895  
Dec 2024:  3.99092  
Nov 2024:  5.45416  

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly
1Y5Y10YMax
to
Date:
Bar 1 - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets Vintage: 2025-03-05
Bar 1
(a) Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets, Index, Not Seasonally Adjusted (EMVMACROLABORMKT)
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)

Select a date that will equal 100 for your custom index:
  Enter date as YYYY-MM-DD
to

Write a custom formula to transform one or more series or combine two or more series.

You can begin by adding a series to combine with your existing series.

Type keywords to search for data

    Now create a custom formula to combine or transform the series.

    For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

    Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

    Finally, you can change the units of your new series.

    Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD

    Bar 1 - Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets Vintage: 2025-03-05
    Bar 2
    (a) Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets, Index, Not Seasonally Adjusted (EMVMACROLABORMKT)
    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)

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD
    to

    Write a custom formula to transform one or more series or combine two or more series.

    You can begin by adding a series to combine with your existing series.

    Type keywords to search for data

      Now create a custom formula to combine or transform the series.

      For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.

      Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.

      Finally, you can change the units of your new series.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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      Bar 1
      Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets Vintage: 2025-03-05
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      Bar 2
      Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets Vintage: 2025-04-03
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      Notes

      Title Release Dates
      Equity Market Volatility Tracker: Macroeconomic News and Outlook: Labor Markets 2019-10-09 2025-04-03
       
      Source    
      Baker, Scott R. 2019-10-09 2025-04-03
      Bloom, Nick 2019-10-09 2025-04-03
      Davis, Stephen J. 2019-10-09 2025-04-03
       
      Release    
      Economic Policy Uncertainty 2019-10-09 2025-04-03
       
      Units    
      Index 2019-10-09 2025-04-03
       
      Frequency    
      Monthly 2019-10-09 2025-04-03
       
      Seasonal Adjustment    
      Not Seasonally Adjusted 2019-10-09 2025-04-03
       
      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)

      		2019-10-09 2025-04-03

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      Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Bloom, Nick Uncertainty Equity Labor Monthly Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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