Table Data - Equity Market Volatility Tracker: Immigration
| Title | Equity Market Volatility Tracker: Immigration |
|---|---|
| Series ID | EMVIMMIGRATION |
| Source | Baker, Scott R., Bloom, Nick, Davis, Stephen J. |
| Release | Economic Policy Uncertainty (Not a Press Release) |
| Seasonal Adjustment | Not Seasonally Adjusted |
| Frequency | Monthly |
| Units | Index |
| Date Range | 1985-01-01 to 2024-10-01 |
| Last Updated | 2024-11-11 8:01 AM CST |
| 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' |
| DATE | VALUE |
|---|---|
| 1985-01-01 | 0.00000 |
| 1985-02-01 | 0.00000 |
| 1985-03-01 | 0.00000 |
| 1985-04-01 | 0.00000 |
| 1985-05-01 | 0.00000 |
| 1985-06-01 | 0.00000 |
| 1985-07-01 | 0.00000 |
| 1985-08-01 | 0.00000 |
| 1985-09-01 | 0.00000 |
| 1985-10-01 | 0.00000 |
| 1985-11-01 | 0.00000 |
| 1985-12-01 | 0.00000 |
| 1986-01-01 | 0.00000 |
| 1986-02-01 | 0.00000 |
| 1986-03-01 | 0.00000 |
| 1986-04-01 | 0.00000 |
| 1986-05-01 | 0.00000 |
| 1986-06-01 | 0.00000 |
| 1986-07-01 | 0.07286 |
| 1986-08-01 | 0.00000 |
| 1986-09-01 | 0.00000 |
| 1986-10-01 | 0.06405 |
| 1986-11-01 | 0.00000 |
| 1986-12-01 | 0.05830 |
| 1987-01-01 | 0.00000 |
| 1987-02-01 | 0.00000 |
| 1987-03-01 | 0.00000 |
| 1987-04-01 | 0.05726 |
| 1987-05-01 | 0.00000 |
| 1987-06-01 | 0.00000 |
| 1987-07-01 | 0.00000 |
| 1987-08-01 | 0.00000 |
| 1987-09-01 | 0.04898 |
| 1987-10-01 | 0.00000 |
| 1987-11-01 | 0.05629 |
| 1987-12-01 | 0.05454 |
| 1988-01-01 | 0.00000 |
| 1988-02-01 | 0.00000 |
| 1988-03-01 | 0.00000 |
| 1988-04-01 | 0.00000 |
| 1988-05-01 | 0.00000 |
| 1988-06-01 | 0.00000 |
| 1988-07-01 | 0.12009 |
| 1988-08-01 | 0.00000 |
| 1988-09-01 | 0.00000 |
| 1988-10-01 | 0.05181 |
| 1988-11-01 | 0.05072 |
| 1988-12-01 | 0.04980 |
| 1989-01-01 | 0.00000 |
| 1989-02-01 | 0.00000 |
| 1989-03-01 | 0.00000 |
| 1989-04-01 | 0.00000 |
| 1989-05-01 | 0.00000 |
| 1989-06-01 | 0.05000 |
| 1989-07-01 | 0.05208 |
| 1989-08-01 | 0.00000 |
| 1989-09-01 | 0.00000 |
| 1989-10-01 | 0.00000 |
| 1989-11-01 | 0.00000 |
| 1989-12-01 | 0.00000 |
| 1990-01-01 | 0.00000 |
| 1990-02-01 | 0.00000 |
| 1990-03-01 | 0.00000 |
| 1990-04-01 | 0.00000 |
| 1990-05-01 | 0.00000 |
| 1990-06-01 | 0.00000 |
| 1990-07-01 | 0.00000 |
| 1990-08-01 | 0.00000 |
| 1990-09-01 | 0.10092 |
| 1990-10-01 | 0.00000 |
| 1990-11-01 | 0.00000 |
| 1990-12-01 | 0.00000 |
| 1991-01-01 | 0.00000 |
| 1991-02-01 | 0.00000 |
| 1991-03-01 | 0.00000 |
| 1991-04-01 | 0.00000 |
| 1991-05-01 | 0.00000 |
| 1991-06-01 | 0.05486 |
| 1991-07-01 | 0.00000 |
| 1991-08-01 | 0.00000 |
| 1991-09-01 | 0.00000 |
| 1991-10-01 | 0.00000 |
| 1991-11-01 | 0.05441 |
| 1991-12-01 | 0.00000 |
| 1992-01-01 | 0.00000 |
| 1992-02-01 | 0.00000 |
| 1992-03-01 | 0.05112 |
| 1992-04-01 | 0.00000 |
| 1992-05-01 | 0.00000 |
| 1992-06-01 | 0.00000 |
| 1992-07-01 | 0.04956 |
| 1992-08-01 | 0.00000 |
| 1992-09-01 | 0.00000 |
| 1992-10-01 | 0.00000 |
| 1992-11-01 | 0.00000 |
| 1992-12-01 | 0.00000 |
| 1993-01-01 | 0.00000 |
| 1993-02-01 | 0.00000 |
| 1993-03-01 | 0.00000 |
| 1993-04-01 | 0.00000 |
| 1993-05-01 | 0.00000 |
| 1993-06-01 | 0.00000 |
| 1993-07-01 | 0.00000 |
| 1993-08-01 | 0.00000 |
| 1993-09-01 | 0.00000 |
| 1993-10-01 | 0.00000 |
| 1993-11-01 | 0.00000 |
| 1993-12-01 | 0.00000 |
| 1994-01-01 | 0.00000 |
| 1994-02-01 | 0.00000 |
| 1994-03-01 | 0.00000 |
| 1994-04-01 | 0.00000 |
| 1994-05-01 | 0.00000 |
| 1994-06-01 | 0.00000 |
| 1994-07-01 | 0.00000 |
| 1994-08-01 | 0.05104 |
| 1994-09-01 | 0.00000 |
| 1994-10-01 | 0.05005 |
| 1994-11-01 | 0.00000 |
| 1994-12-01 | 0.00000 |
| 1995-01-01 | 0.05442 |
| 1995-02-01 | 0.06281 |
| 1995-03-01 | 0.00000 |
| 1995-04-01 | 0.00000 |
| 1995-05-01 | 0.00000 |
| 1995-06-01 | 0.05778 |
| 1995-07-01 | 0.06087 |
| 1995-08-01 | 0.00000 |
| 1995-09-01 | 0.00000 |
| 1995-10-01 | 0.05482 |
| 1995-11-01 | 0.00000 |
| 1995-12-01 | 0.12122 |
| 1996-01-01 | 0.00000 |
| 1996-02-01 | 0.00000 |
| 1996-03-01 | 0.00000 |
| 1996-04-01 | 0.00000 |
| 1996-05-01 | 0.00000 |
| 1996-06-01 | 0.05988 |
| 1996-07-01 | 0.12495 |
| 1996-08-01 | 0.00000 |
| 1996-09-01 | 0.11087 |
| 1996-10-01 | 0.00000 |
| 1996-11-01 | 0.00000 |
| 1996-12-01 | 0.00000 |
| 1997-01-01 | 0.00000 |
| 1997-02-01 | 0.00000 |
| 1997-03-01 | 0.00000 |
| 1997-04-01 | 0.00000 |
| 1997-05-01 | 0.05241 |
| 1997-06-01 | 0.05258 |
| 1997-07-01 | 0.00000 |
| 1997-08-01 | 0.00000 |
| 1997-09-01 | 0.00000 |
| 1997-10-01 | 0.05016 |
| 1997-11-01 | 0.05195 |
| 1997-12-01 | 0.05193 |
| 1998-01-01 | 0.05333 |
| 1998-02-01 | 0.00000 |
| 1998-03-01 | 0.04508 |
| 1998-04-01 | 0.00000 |
| 1998-05-01 | 0.00000 |
| 1998-06-01 | 0.00000 |
| 1998-07-01 | 0.00000 |
| 1998-08-01 | 0.05476 |
| 1998-09-01 | 0.00000 |
| 1998-10-01 | 0.00000 |
| 1998-11-01 | 0.05659 |
| 1998-12-01 | 0.00000 |
| 1999-01-01 | 0.05651 |
| 1999-02-01 | 0.05387 |
| 1999-03-01 | 0.00000 |
| 1999-04-01 | 0.00000 |
| 1999-05-01 | 0.00000 |
| 1999-06-01 | 0.00000 |
| 1999-07-01 | 0.05543 |
| 1999-08-01 | 0.00000 |
| 1999-09-01 | 0.00000 |
| 1999-10-01 | 0.15730 |
| 1999-11-01 | 0.05284 |
| 1999-12-01 | 0.05287 |
| 2000-01-01 | 0.17563 |
| 2000-02-01 | 0.05857 |
| 2000-03-01 | 0.00000 |
| 2000-04-01 | 0.06108 |
| 2000-05-01 | 0.17154 |
| 2000-06-01 | 0.11479 |
| 2000-07-01 | 0.00000 |
| 2000-08-01 | 0.00000 |
| 2000-09-01 | 0.05360 |
| 2000-10-01 | 0.05282 |
| 2000-11-01 | 0.05603 |
| 2000-12-01 | 0.06327 |
| 2001-01-01 | 0.00000 |
| 2001-02-01 | 0.00000 |
| 2001-03-01 | 0.00000 |
| 2001-04-01 | 0.00000 |
| 2001-05-01 | 0.00000 |
| 2001-06-01 | 0.00000 |
| 2001-07-01 | 0.00000 |
| 2001-08-01 | 0.00000 |
| 2001-09-01 | 0.19435 |
| 2001-10-01 | 0.05147 |
| 2001-11-01 | 0.00000 |
| 2001-12-01 | 0.11882 |
| 2002-01-01 | 0.00000 |
| 2002-02-01 | 0.00000 |
| 2002-03-01 | 0.00000 |
| 2002-04-01 | 0.00000 |
| 2002-05-01 | 0.00000 |
| 2002-06-01 | 0.00000 |
| 2002-07-01 | 0.06564 |
| 2002-08-01 | 0.00000 |
| 2002-09-01 | 0.00000 |
| 2002-10-01 | 0.00000 |
| 2002-11-01 | 0.00000 |
| 2002-12-01 | 0.22355 |
| 2003-01-01 | 0.05499 |
| 2003-02-01 | 0.06061 |
| 2003-03-01 | 0.00000 |
| 2003-04-01 | 0.00000 |
| 2003-05-01 | 0.10673 |
| 2003-06-01 | 0.00000 |
| 2003-07-01 | 0.00000 |
| 2003-08-01 | 0.00000 |
| 2003-09-01 | 0.00000 |
| 2003-10-01 | 0.00000 |
| 2003-11-01 | 0.00000 |
| 2003-12-01 | 0.00000 |
| 2004-01-01 | 0.21145 |
| 2004-02-01 | 0.00000 |
| 2004-03-01 | 0.04837 |
| 2004-04-01 | 0.00000 |
| 2004-05-01 | 0.00000 |
| 2004-06-01 | 0.00000 |
| 2004-07-01 | 0.00000 |
| 2004-08-01 | 0.00000 |
| 2004-09-01 | 0.05107 |
| 2004-10-01 | 0.00000 |
| 2004-11-01 | 0.05236 |
| 2004-12-01 | 0.05154 |
| 2005-01-01 | 0.05225 |
| 2005-02-01 | 0.05530 |
| 2005-03-01 | 0.00000 |
| 2005-04-01 | 0.00000 |
| 2005-05-01 | 0.00000 |
| 2005-06-01 | 0.05226 |
| 2005-07-01 | 0.04730 |
| 2005-08-01 | 0.00000 |
| 2005-09-01 | 0.00000 |
| 2005-10-01 | 0.00000 |
| 2005-11-01 | 0.00000 |
| 2005-12-01 | 0.00000 |
| 2006-01-01 | 0.00000 |
| 2006-02-01 | 0.00000 |
| 2006-03-01 | 0.00000 |
| 2006-04-01 | 0.00000 |
| 2006-05-01 | 0.05273 |
| 2006-06-01 | 0.00000 |
| 2006-07-01 | 0.00000 |
| 2006-08-01 | 0.05584 |
| 2006-09-01 | 0.04929 |
| 2006-10-01 | 0.04799 |
| 2006-11-01 | 0.08757 |
| 2006-12-01 | 0.00000 |
| 2007-01-01 | 0.00000 |
| 2007-02-01 | 0.05081 |
| 2007-03-01 | 0.13790 |
| 2007-04-01 | 0.13521 |
| 2007-05-01 | 0.18228 |
| 2007-06-01 | 0.18639 |
| 2007-07-01 | 0.00000 |
| 2007-08-01 | 0.00000 |
| 2007-09-01 | 0.10009 |
| 2007-10-01 | 0.00000 |
| 2007-11-01 | 0.09598 |
| 2007-12-01 | 0.00000 |
| 2008-01-01 | 0.15996 |
| 2008-02-01 | 0.05147 |
| 2008-03-01 | 0.09487 |
| 2008-04-01 | 0.04682 |
| 2008-05-01 | 0.04744 |
| 2008-06-01 | 0.00000 |
| 2008-07-01 | 0.00000 |
| 2008-08-01 | 0.09153 |
| 2008-09-01 | 0.06225 |
| 2008-10-01 | 0.18313 |
| 2008-11-01 | 0.00000 |
| 2008-12-01 | 0.00000 |
| 2009-01-01 | 0.17876 |
| 2009-02-01 | 0.06417 |
| 2009-03-01 | 0.11972 |
| 2009-04-01 | 0.05525 |
| 2009-05-01 | 0.00000 |
| 2009-06-01 | 0.06488 |
| 2009-07-01 | 0.00000 |
| 2009-08-01 | 0.05476 |
| 2009-09-01 | 0.00000 |
| 2009-10-01 | 0.00000 |
| 2009-11-01 | 0.00000 |
| 2009-12-01 | 0.00000 |
| 2010-01-01 | 0.00000 |
| 2010-02-01 | 0.00000 |
| 2010-03-01 | 0.00000 |
| 2010-04-01 | 0.00000 |
| 2010-05-01 | 0.05508 |
| 2010-06-01 | 0.05682 |
| 2010-07-01 | 0.00000 |
| 2010-08-01 | 0.00000 |
| 2010-09-01 | 0.00000 |
| 2010-10-01 | 0.00000 |
| 2010-11-01 | 0.05687 |
| 2010-12-01 | 0.05488 |
| 2011-01-01 | 0.00000 |
| 2011-02-01 | 0.00000 |
| 2011-03-01 | 0.00000 |
| 2011-04-01 | 0.00000 |
| 2011-05-01 | 0.00000 |
| 2011-06-01 | 0.00000 |
| 2011-07-01 | 0.00000 |
| 2011-08-01 | 0.15199 |
| 2011-09-01 | 0.06344 |
| 2011-10-01 | 0.06010 |
| 2011-11-01 | 0.06056 |
| 2011-12-01 | 0.00000 |
| 2012-01-01 | 0.06044 |
| 2012-02-01 | 0.00000 |
| 2012-03-01 | 0.00000 |
| 2012-04-01 | 0.00000 |
| 2012-05-01 | 0.00000 |
| 2012-06-01 | 0.20534 |
| 2012-07-01 | 0.07351 |
| 2012-08-01 | 0.00000 |
| 2012-09-01 | 0.12206 |
| 2012-10-01 | 0.05595 |
| 2012-11-01 | 0.16324 |
| 2012-12-01 | 0.10198 |
| 2013-01-01 | 0.09104 |
| 2013-02-01 | 0.31447 |
| 2013-03-01 | 1.05116 |
| 2013-04-01 | 0.15137 |
| 2013-05-01 | 0.44729 |
| 2013-06-01 | 0.34167 |
| 2013-07-01 | 0.41934 |
| 2013-08-01 | 0.25779 |
| 2013-09-01 | 0.05716 |
| 2013-10-01 | 0.16723 |
| 2013-11-01 | 0.39647 |
| 2013-12-01 | 0.45546 |
| 2014-01-01 | 0.51430 |
| 2014-02-01 | 0.10658 |
| 2014-03-01 | 0.05956 |
| 2014-04-01 | 0.18365 |
| 2014-05-01 | 0.05848 |
| 2014-06-01 | 0.10911 |
| 2014-07-01 | 0.00000 |
| 2014-08-01 | 0.22243 |
| 2014-09-01 | 0.22372 |
| 2014-10-01 | 0.06093 |
| 2014-11-01 | 0.12866 |
| 2014-12-01 | 0.00000 |
| 2015-01-01 | 0.00000 |
| 2015-02-01 | 0.06093 |
| 2015-03-01 | 0.00000 |
| 2015-04-01 | 0.00000 |
| 2015-05-01 | 0.00000 |
| 2015-06-01 | 0.00000 |
| 2015-07-01 | 0.00000 |
| 2015-08-01 | 0.00000 |
| 2015-09-01 | 0.00000 |
| 2015-10-01 | 0.06592 |
| 2015-11-01 | 0.07031 |
| 2015-12-01 | 0.07449 |
| 2016-01-01 | 0.16896 |
| 2016-02-01 | 0.20387 |
| 2016-03-01 | 0.00000 |
| 2016-04-01 | 0.29223 |
| 2016-05-01 | 0.00000 |
| 2016-06-01 | 0.09590 |
| 2016-07-01 | 0.17915 |
| 2016-08-01 | 0.00000 |
| 2016-09-01 | 0.00000 |
| 2016-10-01 | 0.09912 |
| 2016-11-01 | 0.34433 |
| 2016-12-01 | 0.00000 |
| 2017-01-01 | 0.10372 |
| 2017-02-01 | 0.00000 |
| 2017-03-01 | 0.09501 |
| 2017-04-01 | 0.47330 |
| 2017-05-01 | 0.00000 |
| 2017-06-01 | 0.00000 |
| 2017-07-01 | 0.22080 |
| 2017-08-01 | 0.11794 |
| 2017-09-01 | 0.00000 |
| 2017-10-01 | 0.08946 |
| 2017-11-01 | 0.12291 |
| 2017-12-01 | 0.00000 |
| 2018-01-01 | 0.24024 |
| 2018-02-01 | 0.36814 |
| 2018-03-01 | 0.00000 |
| 2018-04-01 | 0.00000 |
| 2018-05-01 | 0.00000 |
| 2018-06-01 | 0.22658 |
| 2018-07-01 | 0.00000 |
| 2018-08-01 | 0.11267 |
| 2018-09-01 | 0.30816 |
| 2018-10-01 | 0.11886 |
| 2018-11-01 | 0.15209 |
| 2018-12-01 | 1.20745 |
| 2019-01-01 | 0.44365 |
| 2019-02-01 | 0.00000 |
| 2019-03-01 | 0.29462 |
| 2019-04-01 | 0.31086 |
| 2019-05-01 | 0.00000 |
| 2019-06-01 | 0.13839 |
| 2019-07-01 | 0.17024 |
| 2019-08-01 | 0.00000 |
| 2019-09-01 | 0.00000 |
| 2019-10-01 | 0.10630 |
| 2019-11-01 | 0.30004 |
| 2019-12-01 | 0.31483 |
| 2020-01-01 | 0.13185 |
| 2020-02-01 | 0.16742 |
| 2020-03-01 | 0.49119 |
| 2020-04-01 | 0.35154 |
| 2020-05-01 | 0.00000 |
| 2020-06-01 | 0.18618 |
| 2020-07-01 | 0.15555 |
| 2020-08-01 | 0.32606 |
| 2020-09-01 | 0.15390 |
| 2020-10-01 | 0.85974 |
| 2020-11-01 | 0.00000 |
| 2020-12-01 | 0.33921 |
| 2021-01-01 | 0.17153 |
| 2021-02-01 | 0.00000 |
| 2021-03-01 | 0.00000 |
| 2021-04-01 | 0.00000 |
| 2021-05-01 | 0.15337 |
| 2021-06-01 | 0.00000 |
| 2021-07-01 | 0.00000 |
| 2021-08-01 | 0.34458 |
| 2021-09-01 | 0.00000 |
| 2021-10-01 | 0.00000 |
| 2021-11-01 | 0.00000 |
| 2021-12-01 | 0.00000 |
| 2022-01-01 | 0.00000 |
| 2022-02-01 | 0.00000 |
| 2022-03-01 | 0.40203 |
| 2022-04-01 | 0.00000 |
| 2022-05-01 | 0.00000 |
| 2022-06-01 | 0.00000 |
| 2022-07-01 | 0.47797 |
| 2022-08-01 | 0.00000 |
| 2022-09-01 | 0.00000 |
| 2022-10-01 | 0.00000 |
| 2022-11-01 | 0.00000 |
| 2022-12-01 | 0.00000 |
| 2023-01-01 | 0.00000 |
| 2023-02-01 | 0.00000 |
| 2023-03-01 | 0.00000 |
| 2023-04-01 | 0.00000 |
| 2023-05-01 | 0.00000 |
| 2023-06-01 | 0.00000 |
| 2023-07-01 | 0.00000 |
| 2023-08-01 | 0.00000 |
| 2023-09-01 | 0.00000 |
| 2023-10-01 | 0.00000 |
| 2023-11-01 | 0.00000 |
| 2023-12-01 | 0.00000 |
| 2024-01-01 | 0.00000 |
| 2024-02-01 | 0.00000 |
| 2024-03-01 | 0.00000 |
| 2024-04-01 | 0.00000 |
| 2024-05-01 | 0.31187 |
| 2024-06-01 | 0.00000 |
| 2024-07-01 | 0.00000 |
| 2024-08-01 | 0.00000 |
| 2024-09-01 | 0.00000 |
| 2024-10-01 | 0.00000 |
