Home > Releases > Economic Policy Uncertainty > Equity Market Volatility: Infectious Disease Tracker
Observation:
Sep 2024: 7.56660 (+ more) Updated: Oct 7, 2024 8:02 AM CDTSep 2024: | 7.56660 | |
Aug 2024: | 4.56658 | |
Jul 2024: | 5.38502 | |
Jun 2024: | 6.15755 | |
May 2024: | 4.05437 |
Units:
Index,Frequency:
MonthlyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title | Release Dates | |
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Equity Market Volatility: Infectious Disease Tracker | 2020-05-08 | 2024-10-07 |
Source | ||
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Baker, Scott R. | 2020-05-08 | 2024-10-07 |
Bloom, Nick | 2020-05-08 | 2024-10-07 |
Davis, Stephen J. | 2020-05-08 | 2024-10-07 |
Release | ||
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Economic Policy Uncertainty | 2020-05-08 | 2024-10-07 |
Units | ||
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Index | 2020-05-08 | 2024-10-07 |
Frequency | ||
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Monthly | 2020-05-08 | 2024-10-07 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2020-05-08 | 2024-10-07 |
Notes | ||
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Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators: stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business expectation surveys that provide real-time forward-looking uncertainty measures. We use these indicators to document and quantify the enormous increase in economic uncertainty in the past several weeks.
For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2020), 'COVID-INDUCED ECONOMIC UNCERTAINTY' (http://www.policyuncertainty.com/media/COVID-Induced%20Economic%20Uncertainty.pdf) |
2020-05-08 | 2024-10-07 |