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

Ekrame Boubtane, Dramane Coulibaly and Christophe Rault

Post-Print from HAL

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 Kónya (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.

Keywords: Granger causality; unemployment; growth; chômage; test de causalité à la Granger; croissance; Immigration (search for similar items in EconPapers)
Date: 2013-03-14
New Economics Papers: this item is included in nep-eec, nep-ger, nep-gro and nep-mig
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00800970
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Published in 2013, 31 p

Downloads: (external link)
https://shs.hal.science/halshs-00800970/document (application/pdf)

Related works:
Journal Article: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013)
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00800970

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().