Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries - HAL-SHS - Sciences de l'Homme et de la Société
Journal Articles Economic Modelling Year : 2013

Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries

Abstract

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.

Dates and versions

halshs-01297094 , version 1 (02-04-2016)

Identifiers

Cite

Ekrame Boubtane, Dramane Coulibaly, Christophe Rault. Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries. Economic Modelling, 2013, 33, pp.261-269. ⟨10.1016/j.econmod.2013.04.017⟩. ⟨halshs-01297094⟩
417 View
0 Download

Altmetric

Share

More