## 1 Introduction  
The NAFTA agreement (now known as USMCA) has boosted economic integration between the United States (the U.S.) and Mexico over the last two and a half decades. From 1994 to 2019, trade in goods between the 2 countries increased 5-fold, from $100.34 billion to $614.54 billion Data from www.census.gov (accessed on 26 September 2020). Trade growth in Mexico was even more dramatic, with exports of goods increasing from $49.49 billion in 1994 to $357.97 billion in 2019. [PERSON] [1] documented a significant growth in export levels in both countries' border cities. Indeed, more impoverished border cities, such as Port Arthur, California, and Reynosa, Mexico, have gained more from trade, with higher growth rates than San Diego or Monterrey. From 1996 to 2019, pedestrian crossings increased by 44.2%, from 34.10 million to 49.18 million, but the growth rate of personal vehicle crossings was 17.1% Data from Bureau of Transportation Statistics. [PERSON] [1] argued that because of NAFTA, economic integration and trade liberalization have intensified, benefiting both countries. According to [PERSON] [2], trade liberalization favored northern Mexican states more than southern states. In addition, [PERSON] [3] demonstrated that a high level of trade liberalization increases the demand for local products in foreign markets, boosting salaries due to the relocation of manufacturing facilities in the border regions. Figure 1 depicts the total annual northbound border crossings of pedestrians and personal vehicles from 2004 to 2019. Data from 2020 is not considered due to border restrictions as part of the public health measures employed to tackle the COVID-19 pandemic. Pedestrian crossings totaled 48 million in 2004. From 2005 to 2007, an increasing trend was noted, followed by a considerable downturn, which was most likely influenced by the global financial crisis, with a low point in 2010 (39.9 million crossings). In 2019, there were 47.5 million pedestrian crossings, which is roughly the same level as that of 15 years earlier. A substantial decline is registered for personal vehicle crossings after 2005, reaching a minimum in 2010 (from 91.5 million crossings in 2005 to 39.9 million in 2010). However, this was followed by a recovery of close to 77 million crossings, which is similar to the 2008 level. Figure 1 depicts periods where pedestrian crossings improved while personal vehicles decreased, suggesting that various factors may influence each type of crossing differently. [PERSON] and [PERSON] [4] claimed that it is not cost effective for pedestrians to shop for specific retail goods categories or travel beyond the immediate border zone. Cross-border shopping requires the price differential of the local and foreign countries to exceed the transaction costs of purchasing across the border. Therefore, as [PERSON] et al. [5] pointed out, border shoppers live near the border. [PERSON] and [PERSON] [6] demonstrated that hedonic shopping motivation may influence economic agents (e.g., consumers) to cross the border to seek fun and pleasure experienced in cross-border shopping trips. The primary goal of this study was to investigate the impact that people's sentiments toward crossing the border have on personal vehicle and pedestrian crossings throughout the entire US-Mexico border. This study stems from behavioral economics studies that have examined the relationship between economic agents' sentiments and economic variables. In those studies, various proxies for assessing investor sentiment were developed, and they can be categorized based on the source of data employed [7]. In this analysis, the use of proxies with data extracted from the volume of internet searches is proposed. The hypothesis to be tested is that policies towards illegal immigration influence the sentiment of economic agents at the aggregate level and thus affect the northbound border crossing of pedestrians and personal vehicles along the US-Mexico border.