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 Konya (2006) that is based on SUR systems and Wald tests with country specific bootstrap critical values. This approach...
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ftunivnantes:oai:HAL:halshs-00827003v1 2023-05-15T16:50:27+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 UMR7322 (LEO) Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS) 2013-05-28 https://shs.hal.science/halshs-00827003 https://shs.hal.science/halshs-00827003/document https://shs.hal.science/halshs-00827003/file/2013.03.pdf en eng HAL CCSD halshs-00827003 https://shs.hal.science/halshs-00827003 https://shs.hal.science/halshs-00827003/document https://shs.hal.science/halshs-00827003/file/2013.03.pdf info:eu-repo/semantics/OpenAccess https://shs.hal.science/halshs-00827003 2013 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.J61 - Geographic Labor Mobility • Immigrant Workers [SHS.ECO]Humanities and Social Sciences/Economics and Finance info:eu-repo/semantics/preprint Preprints, Working Papers, . 2013 ftunivnantes 2023-02-15T00:14:05Z 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 Konya (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. Report Iceland Université de Nantes: HAL-UNIV-NANTES Norway |
institution |
Open Polar |
collection |
Université de Nantes: HAL-UNIV-NANTES |
op_collection_id |
ftunivnantes |
language |
English |
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.J61 - Geographic Labor Mobility • Immigrant Workers [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.J61 - Geographic Labor Mobility • Immigrant Workers [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.J61 - Geographic Labor Mobility • Immigrant Workers [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 Konya (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 UMR7322 (LEO) Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS) |
format |
Report |
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://shs.hal.science/halshs-00827003 https://shs.hal.science/halshs-00827003/document https://shs.hal.science/halshs-00827003/file/2013.03.pdf |
geographic |
Norway |
geographic_facet |
Norway |
genre |
Iceland |
genre_facet |
Iceland |
op_source |
https://shs.hal.science/halshs-00827003 2013 |
op_relation |
halshs-00827003 https://shs.hal.science/halshs-00827003 https://shs.hal.science/halshs-00827003/document https://shs.hal.science/halshs-00827003/file/2013.03.pdf |
op_rights |
info:eu-repo/semantics/OpenAccess |
_version_ |
1766040590824243200 |