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 Kònya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach...
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ftrepec:oai:RePEc:eee:ecmode:v:33:y:2013:i:c:p:261-269 2024-04-14T08:13:41+00:00 Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe http://www.sciencedirect.com/science/article/pii/S026499931300148X unknown http://www.sciencedirect.com/science/article/pii/S026499931300148X article ftrepec 2024-03-19T10:32:28Z 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 Kònya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach allows one 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. Immigration; Growth; Unemployment; Causality; Article in Journal/Newspaper Iceland RePEc (Research Papers in Economics) Norway |
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Open Polar |
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RePEc (Research Papers in Economics) |
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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 Kònya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach allows one 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. Immigration; Growth; Unemployment; Causality; |
format |
Article in Journal/Newspaper |
author |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe |
spellingShingle |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
author_facet |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe |
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 |
url |
http://www.sciencedirect.com/science/article/pii/S026499931300148X |
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Norway |
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Norway |
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Iceland |
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Iceland |
op_relation |
http://www.sciencedirect.com/science/article/pii/S026499931300148X |
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1796311728036773888 |