NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. 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 2024-04-01 Last Updated: 2024-05-15 8:01 AM CDT 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) 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 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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 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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 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