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Equity Market-related Economic Uncertainty Index (WLEMUINDXD)

Observation:

2018-07-19: 75.35  
Updated: Jul 19, 2018

Units:

Index,
Not Seasonally Adjusted

Frequency:

Daily,
7-Day
1Y | 5Y | 10Y | Max
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(a) Equity Market-related Economic Uncertainty Index, Index, Not Seasonally Adjusted (WLEMUINDXD)
For additional details, including an analysis of the performance of the model, see:
Baker, Scott, Nicholas Bloom and Steven Davis (2012), “Measuring Economic Policy Uncertainty,” (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf)

Equity Market-related Economic Uncertainty Index

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(a) Equity Market-related Economic Uncertainty Index, Index, Not Seasonally Adjusted (WLEMUINDXD)
For additional details, including an analysis of the performance of the model, see:
Baker, Scott, Nicholas Bloom and Steven Davis (2012), “Measuring Economic Policy Uncertainty,” (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf)

Equity Market-related Economic Uncertainty Index

Select a date that will equal 100 for your custom index:
to

Customize data:

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.

Now create a custom formula to combine or transform the series.
Need help? []

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

Select a date that will equal 100 for your custom index:

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Shaded areas indicate U.S. recessions
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NOTES
Title Release Dates
Equity Market-related Economic Uncertainty Index 2014-03-27 2018-07-19
 
Source    
Baker, Scott R. 2014-03-27 2018-07-19
Bloom, Nick 2014-03-27 2018-07-19
Davis, Stephen J. 2014-03-27 2018-07-19
 
Release    
Economic Policy Uncertainty 2014-03-27 2018-07-19
 
Units    
Index 2014-03-27 2018-07-19
 
Frequency    
Daily, 7-Day 2014-03-27 2018-07-19
 
Seasonal Adjustment    
Not Seasonally Adjusted 2014-03-27 2018-07-19
 
Notes    
For additional details, including an analysis of the performance of the model, see:
Baker, Scott, Nicholas Bloom and Steven Davis (2012), “Measuring Economic Policy Uncertainty,” (http://www.policyuncertainty.com/media/BakerBloomDavis.pdf)

2014-03-27 2018-07-19
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Scott Baker, Nicholas Bloom and Steven J. Davis Baker, Scott R. Bloom, Nick Davis, Stephen J. Economic Policy Uncertainty Equity Academic Data Stock Market Daily Indexes Nation Not Seasonally Adjusted
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