Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
Ekrame Boubtane
- Fonction : Auteur
- PersonId : 12538
- IdHAL : ekrame-boubtane
- ORCID : 0000-0001-9258-6835
- IdRef : 091481910
Dramane Coulibaly
- Fonction : Auteur
- PersonId : 768551
- IdHAL : dcoulibaly
- ORCID : 0000-0001-8280-1685
Christophe Rault
- Fonction : Auteur
- PersonId : 759769
- ORCID : 0000-0002-1658-3912
- IdRef : 059800216
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.
Domaines
Economies et financesFormat du dépôt | Notice |
---|---|
Type de dépôt | Article dans une revue |
Titre |
en
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
|
Résumé |
en
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.
|
Auteur(s) |
Ekrame Boubtane
1, 2
, Dramane Coulibaly
3
, Christophe Rault
4
1
CES -
Centre d'économie de la Sorbonne
( 15080 )
- Maison des Sciences Économiques - 106-112 Boulevard de l'Hôpital - 75647 Paris Cedex 13
- France
2
CERDI -
Centre d'Études et de Recherches sur le Développement International
( 945 )
- 65 boulevard François Mitterrand, 63009 Clermont-Ferrand
- France
3
EconomiX -
EconomiX
( 2564 )
- Bâtiment G
200 Avenue de la République
92001 NANTERRE CEDEX
- France
4
LEO -
Laboratoire d'Économie d'Orleans [UMR7322]
( 199945 )
- Université d'Orléans - UFR Droit Economie Gestion - Rue de Blois - BP 26739 - 45067 ORLÉANS Cedex 2
- France
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Nom de la revue |
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Vulgarisation |
Non
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Volume |
33
|
Date de publication électronique |
2013-05
|
Date de publication |
2013-07
|
Langue du document |
Anglais
|
Comité de lecture |
Oui
|
Audience |
Internationale
|
Page/Identifiant |
261–269
|
URL éditeur |
http://www.sciencedirect.com/science/article/pii/S026499931300148X
|
Domaine(s) |
|
Référence interne |
|
Mots-clés (JEL) |
|
Projet(s) ANR |
|
Mots-clés |
en
Immigration, Growth, Unemployment, Causality
|
DOI | 10.1016/j.econmod.2013.04.017 |
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