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

Ekrame Boubtane, Dramane Coulibaly and Christophe Rault

Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) 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 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.

Keywords: Immigration; Growth; Unemployment; Causality (search for similar items in EconPapers)
Date: 2013-07
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Citations: View citations in EconPapers (2)

Published in Economic Modelling, 2013, 33, pp.261-269. ⟨10.1016/j.econmod.2013.04.017⟩

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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)
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)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:cesptp:halshs-01297094

DOI: 10.1016/j.econmod.2013.04.017

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