Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
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- handle: 10670/1.quajx8
- halshs: halshs-01297094
- doi: 10.1016/j.econmod.2013.04.017
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.econmod.2013.04.017
Mots-clés
Immigration Growth Unemployment Causality E - Macroeconomics and Monetary Economics/E.E2 - Consumption, Saving, Production, Investment, Labor Markets, and Informal Economy/E.E2.E20 - General F - International Economics/F.F2 - International Factor Movements and International Business/F.F2.F22 - International Migration J - Labor and Demographic Economics/J.J6 - Mobility, Unemployment, Vacancies, and Immigrant Workers/J.J6.J61 - Geographic Labor Mobility • Immigrant WorkersSujets proches
Migration, International Immigration International migrationCiter ce document
Ekrame Boubtane et al., « Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries », HAL-SHS : économie et finance, ID : 10.1016/j.econmod.2013.04.017
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Résumé
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.