Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
International audience 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...
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Language: | English |
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Online Access: | https://shs.hal.science/halshs-01297094 https://doi.org/10.1016/j.econmod.2013.04.017 |
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ftuparislumieres:oai:HAL:halshs-01297094v1 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, Christophe Centre d'économie de la Sorbonne (CES) Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS) 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) ANR-10-LABX-0014,IDGM+,Designing new international development policies from research outcomes. An enhanced(2010) 2013-07 https://shs.hal.science/halshs-01297094 https://doi.org/10.1016/j.econmod.2013.04.017 en eng HAL CCSD Elsevier info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econmod.2013.04.017 halshs-01297094 https://shs.hal.science/halshs-01297094 doi:10.1016/j.econmod.2013.04.017 ISSN: 0264-9993 Economic Modelling https://shs.hal.science/halshs-01297094 Economic Modelling, 2013, 33, pp.261-269. ⟨10.1016/j.econmod.2013.04.017⟩ http://www.sciencedirect.com/science/article/pii/S026499931300148X Immigration Growth Unemployment 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/article Journal articles 2013 ftuparislumieres https://doi.org/10.1016/j.econmod.2013.04.017 2023-08-29T22:49:30Z International audience 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. Article in Journal/Newspaper Iceland Université Paris Lumières: HAL Norway Economic Modelling 33 261 269 |
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collection |
Université Paris Lumières: HAL |
op_collection_id |
ftuparislumieres |
language |
English |
topic |
Immigration Growth Unemployment 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 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, Christophe Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries |
topic_facet |
Immigration Growth Unemployment 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 |
International audience 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. |
author2 |
Centre d'économie de la Sorbonne (CES) Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS) 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) ANR-10-LABX-0014,IDGM+,Designing new international development policies from research outcomes. An enhanced(2010) |
format |
Article in Journal/Newspaper |
author |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe |
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 |
publisher |
HAL CCSD |
publishDate |
2013 |
url |
https://shs.hal.science/halshs-01297094 https://doi.org/10.1016/j.econmod.2013.04.017 |
geographic |
Norway |
geographic_facet |
Norway |
genre |
Iceland |
genre_facet |
Iceland |
op_source |
ISSN: 0264-9993 Economic Modelling https://shs.hal.science/halshs-01297094 Economic Modelling, 2013, 33, pp.261-269. ⟨10.1016/j.econmod.2013.04.017⟩ http://www.sciencedirect.com/science/article/pii/S026499931300148X |
op_relation |
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econmod.2013.04.017 halshs-01297094 https://shs.hal.science/halshs-01297094 doi:10.1016/j.econmod.2013.04.017 |
op_doi |
https://doi.org/10.1016/j.econmod.2013.04.017 |
container_title |
Economic Modelling |
container_volume |
33 |
container_start_page |
261 |
op_container_end_page |
269 |
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1778142610976669696 |