Immigration, Unemployment and Growth 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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Munich: Center for Economic Studies and ifo Institute (CESifo)
2013
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ftzbwkiel:oai:econstor.eu:10419/72560 2024-01-28T10:06:41+01:00 Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe 2013 http://hdl.handle.net/10419/72560 eng eng Munich: Center for Economic Studies and ifo Institute (CESifo) Series: CESifo Working Paper No. 4213 gbv-ppn:743891929 http://hdl.handle.net/10419/72560 RePec:ces:ceswps:_4213 http://www.econstor.eu/dspace/Nutzungsbedingungen ddc:330 E20 F22 J61 immigration growth unemployment Granger causality doc-type:workingPaper 2013 ftzbwkiel 2024-01-01T00:41:37Z 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 EconStor (German National Library of Economics, ZBW) Norway |
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EconStor (German National Library of Economics, ZBW) |
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English |
topic |
ddc:330 E20 F22 J61 immigration growth unemployment Granger causality |
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ddc:330 E20 F22 J61 immigration growth unemployment Granger causality Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
topic_facet |
ddc:330 E20 F22 J61 immigration growth unemployment Granger causality |
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. |
format |
Report |
author |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe |
author_facet |
Boubtane, Ekrame Coulibaly, Dramane Rault, Christophe |
author_sort |
Boubtane, Ekrame |
title |
Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
title_short |
Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
title_full |
Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
title_fullStr |
Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
title_full_unstemmed |
Immigration, Unemployment and Growth in the Host Country: Bootstrap Panel Granger Causality Analysis on OECD Countries |
title_sort |
immigration, unemployment and growth in the host country: bootstrap panel granger causality analysis on oecd countries |
publisher |
Munich: Center for Economic Studies and ifo Institute (CESifo) |
publishDate |
2013 |
url |
http://hdl.handle.net/10419/72560 |
geographic |
Norway |
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Norway |
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Iceland |
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Iceland |
op_relation |
Series: CESifo Working Paper No. 4213 gbv-ppn:743891929 http://hdl.handle.net/10419/72560 RePec:ces:ceswps:_4213 |
op_rights |
http://www.econstor.eu/dspace/Nutzungsbedingungen |
_version_ |
1789333745389535232 |