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

Ekrame Boubtane, Dramane Coulibaly () and Christophe Rault ()

Working Papers from CEPII research center

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 does not assume that the panel is homogeneous and it allows to detect for how many and for which countries of the panel there exists one-way Granger-causality, two-way Granger-causality or no Granger-causality, and takes into account for possible contemporaneous dependence across countries. Using annual data over the period 1980-2005 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 United Kingdom), growth positively causes immigration, while in any country, immigration does not cause growth.

Keywords: Immigration; GROWTH; unemployment; Granger causality (search for similar items in EconPapers)
JEL-codes: E20 F22 J61 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fdg, nep-lab, nep-mac and nep-mig
Date: 2011-12
References: View references in EconPapers View complete reference list from CitEc
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Related works:
Journal Article: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
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) Downloads
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
Working Paper: Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries (2013) Downloads
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