Home > Releases > Economic Policy Uncertainty > Equity Market Volatility: Infectious Disease Tracker
Observation:
Aug 2023: 5.38113 (+ more) Updated: Sep 11, 2023Aug 2023: | 5.38113 | |
Jul 2023: | 6.26868 | |
Jun 2023: | 6.72581 | |
May 2023: | 9.17960 | |
Apr 2023: | 6.85503 |
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 | 2023-09-11 |
Source | ||
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Baker, Scott R. | 2020-05-08 | 2023-09-11 |
Bloom, Nick | 2020-05-08 | 2023-09-11 |
Davis, Stephen J. | 2020-05-08 | 2023-09-11 |
Release | ||
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Economic Policy Uncertainty | 2020-05-08 | 2023-09-11 |
Units | ||
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Index | 2020-05-08 | 2023-09-11 |
Frequency | ||
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Monthly | 2020-05-08 | 2023-09-11 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2020-05-08 | 2023-09-11 |
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 | 2023-09-11 |