Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
This paper examines the causality relationship between immigration, unemployment and economic growth of the host country. We employ the panel Granger causality testing approach of Kónya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach...
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ftccsdartic:oai:HAL:halshs-00914405v1 2023-05-15T16:50:31+02:00 Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries BOUBTANE, Ekrame COULIBALY, Dramane Rault, C. Centre d'Études et de Recherches sur le Développement International (CERDI) Université d'Auvergne - Clermont-Ferrand I (UdA)-Centre National de la Recherche Scientifique (CNRS) EconomiX Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS) Laboratoire d'Économie d'Orleans (LEO) Centre National de la Recherche Scientifique (CNRS)-Université de Tours-Université d'Orléans (UO) 2013 https://halshs.archives-ouvertes.fr/halshs-00914405 fr fre HAL CCSD Elsevier halshs-00914405 https://halshs.archives-ouvertes.fr/halshs-00914405 ISSN: 0264-9993 Economic Modelling https://halshs.archives-ouvertes.fr/halshs-00914405 Economic Modelling, Elsevier, 2013, 33, pp.261-269 Immigration growth unemployment Granger causality JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption Saving Production Investment Labor Markets and Informal Economy/E.E2.E20 - General JEL: F - International Economics/F.F2 - International Factor Movements and International Business/F.F2.F22 - International Migration JEL: J - Labor and Demographic Economics/J.J6 - Mobility Vacancies and Immigrant Workers/J.J6.J60 - General [SHS.ECO]Humanities and Social Sciences/Economics and Finance info:eu-repo/semantics/article Journal articles 2013 ftccsdartic 2021-04-25T00:24:05Z This paper examines the causality relationship between immigration, unemployment and economic growth of the host country. We employ the panel Granger causality testing approach of Kónya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach allows to test for Granger-causality on each individual panel member separately by taking into account the contemporaneous correlation across countries. Using annual data over the 1980-2005 period for 22 OECD countries, we find that, only in Portugal, unemployment negatively causes immigration, while in any country, immigration does not cause unemployment. On the other hand, our results show that, in four countries (France, Iceland, Norway and the United Kingdom), growth positively causes immigration, whereas in any country, immigration does not cause growth. Article in Journal/Newspaper Iceland Archive ouverte HAL (Hyper Article en Ligne, CCSD - Centre pour la Communication Scientifique Directe) Norway |
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Open Polar |
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Archive ouverte HAL (Hyper Article en Ligne, CCSD - Centre pour la Communication Scientifique Directe) |
op_collection_id |
ftccsdartic |
language |
French |
topic |
Immigration growth unemployment Granger causality JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption Saving Production Investment Labor Markets and Informal Economy/E.E2.E20 - General JEL: F - International Economics/F.F2 - International Factor Movements and International Business/F.F2.F22 - International Migration JEL: J - Labor and Demographic Economics/J.J6 - Mobility Vacancies and Immigrant Workers/J.J6.J60 - General [SHS.ECO]Humanities and Social Sciences/Economics and Finance |
spellingShingle |
Immigration growth unemployment Granger causality JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption Saving Production Investment Labor Markets and Informal Economy/E.E2.E20 - General JEL: F - International Economics/F.F2 - International Factor Movements and International Business/F.F2.F22 - International Migration JEL: J - Labor and Demographic Economics/J.J6 - Mobility Vacancies and Immigrant Workers/J.J6.J60 - General [SHS.ECO]Humanities and Social Sciences/Economics and Finance BOUBTANE, Ekrame COULIBALY, Dramane Rault, C. Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
topic_facet |
Immigration growth unemployment Granger causality JEL: E - Macroeconomics and Monetary Economics/E.E2 - Consumption Saving Production Investment Labor Markets and Informal Economy/E.E2.E20 - General JEL: F - International Economics/F.F2 - International Factor Movements and International Business/F.F2.F22 - International Migration JEL: J - Labor and Demographic Economics/J.J6 - Mobility Vacancies and Immigrant Workers/J.J6.J60 - General [SHS.ECO]Humanities and Social Sciences/Economics and Finance |
description |
This paper examines the causality relationship between immigration, unemployment and economic growth of the host country. We employ the panel Granger causality testing approach of Kónya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach allows to test for Granger-causality on each individual panel member separately by taking into account the contemporaneous correlation across countries. Using annual data over the 1980-2005 period for 22 OECD countries, we find that, only in Portugal, unemployment negatively causes immigration, while in any country, immigration does not cause unemployment. On the other hand, our results show that, in four countries (France, Iceland, Norway and the United Kingdom), growth positively causes immigration, whereas in any country, immigration does not cause growth. |
author2 |
Centre d'Études et de Recherches sur le Développement International (CERDI) Université d'Auvergne - Clermont-Ferrand I (UdA)-Centre National de la Recherche Scientifique (CNRS) EconomiX Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS) Laboratoire d'Économie d'Orleans (LEO) Centre National de la Recherche Scientifique (CNRS)-Université de Tours-Université d'Orléans (UO) |
format |
Article in Journal/Newspaper |
author |
BOUBTANE, Ekrame COULIBALY, Dramane Rault, C. |
author_facet |
BOUBTANE, Ekrame COULIBALY, Dramane Rault, C. |
author_sort |
BOUBTANE, Ekrame |
title |
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
title_short |
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
title_full |
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
title_fullStr |
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
title_full_unstemmed |
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
title_sort |
immigration, unemployment and gdp in the host country: bootstrap panel granger causality analysis on oecd countries |
publisher |
HAL CCSD |
publishDate |
2013 |
url |
https://halshs.archives-ouvertes.fr/halshs-00914405 |
geographic |
Norway |
geographic_facet |
Norway |
genre |
Iceland |
genre_facet |
Iceland |
op_source |
ISSN: 0264-9993 Economic Modelling https://halshs.archives-ouvertes.fr/halshs-00914405 Economic Modelling, Elsevier, 2013, 33, pp.261-269 |
op_relation |
halshs-00914405 https://halshs.archives-ouvertes.fr/halshs-00914405 |
_version_ |
1766040655438544896 |