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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Main Authors: Boubtane, Ekrame, Coulibaly, Dramane, Rault, C.
Other Authors: 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 (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
Language:English
Published: HAL CCSD 2013
Subjects:
Online Access:https://shs.hal.science/halshs-00824924
https://shs.hal.science/halshs-00824924/document
https://shs.hal.science/halshs-00824924/file/2013.03.pdf
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spelling ftuparislumieres:oai:HAL:halshs-00824924v1 2023-09-26T15:19:21+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 (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) 2013-05-22 https://shs.hal.science/halshs-00824924 https://shs.hal.science/halshs-00824924/document https://shs.hal.science/halshs-00824924/file/2013.03.pdf en eng HAL CCSD halshs-00824924 https://shs.hal.science/halshs-00824924 https://shs.hal.science/halshs-00824924/document https://shs.hal.science/halshs-00824924/file/2013.03.pdf info:eu-repo/semantics/OpenAccess https://shs.hal.science/halshs-00824924 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 ftuparislumieres 2023-08-29T22:44:01Z 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 Paris Lumières: HAL Norway
institution Open Polar
collection Université Paris Lumières: HAL
op_collection_id ftuparislumieres
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 (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-00824924
https://shs.hal.science/halshs-00824924/document
https://shs.hal.science/halshs-00824924/file/2013.03.pdf
geographic Norway
geographic_facet Norway
genre Iceland
genre_facet Iceland
op_source https://shs.hal.science/halshs-00824924
2013
op_relation halshs-00824924
https://shs.hal.science/halshs-00824924
https://shs.hal.science/halshs-00824924/document
https://shs.hal.science/halshs-00824924/file/2013.03.pdf
op_rights info:eu-repo/semantics/OpenAccess
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