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Output growth volatility and remittances

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Author Info
Matteo Bugamelli () (Bank of Italy, Economic Research Department)
Francesco Paternò () (Bank of Italy, Economic Research Department)

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Abstract

Since output growth volatility has negative effects on growth, poverty and welfare, especially in poorer countries, it is crucial to identify the country-specific factors that affect it. The empirical literature has focused mostly on financial development, policy distortions and globalization variables. Among the latter, attention has been directed in particular to trade and financial openness. We contribute to this literature by adding what we see as the missing globalization variable, the one related to the increasingly important phenomenon of international migrations, namely emigrants' remittances. Remittances can help reduce output growth volatility thanks to their considerable magnitude, stability and low pro-cyclicality. Applying an empirical framework taken from the existing literature to a sample of about 60 emerging and developing economies over the period 1980-2003, we provide robust evidence that remittances are negatively correlated to output growth volatility. Instrumental variable estimation supports our intuition about the direction of causality.

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Paper provided by Bank of Italy, Economic Research Department in its series Temi di discussione (Economic working papers) with number 673.

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Date of creation: Jun 2008
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Handle: RePEc:bdi:wptemi:td_673_08

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Related research
Keywords: output growth volatility; workers&; #x2019; remittances; compensation of employees; financial development; trade and financial openness;

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Find related papers by JEL classification:
E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
F22 - International Economics - - International Factor Movements and International Business - - - International Migration
J61 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Geographic Labor Mobility; Immigrant Workers
O1 - Economic Development, Technological Change, and Growth - - Economic Development

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  1. Rapoport, Hillel & Docquier, Frederic, 2006. "The Economics of Migrants' Remittances," Handbook on the Economics of Giving, Reciprocity and Altruism, Elsevier. [Downloadable!] (restricted)
    Other versions:
  2. Alexandra Cox Edwards & Manuelita Ureta, 2003. "International Migration, Remittances, and Schooling: Evidence from El Salvador," NBER Working Papers 9766, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Richard H. Adams, Jr. & John Page, 2003. "International migration, remittances, and poverty in developing countries," Policy Research Working Paper Series 3179, The World Bank. [Downloadable!]
  4. Agenor, Pierre-Richard, 2001. "Business cycles, economic crises, and the poor : testing for asymmetric effects," Policy Research Working Paper Series 2700, The World Bank. [Downloadable!]
  5. Paola Giuliano & Marta Ruiz-Arranz, 2006. "Remittances, Financial Development, and Growth," IZA Discussion Papers 2160, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  6. Hildebrandt, Nicole & McKenzie, David, 2005. "The effects of migration on child health in Mexico," Policy Research Working Paper Series 3573, The World Bank. [Downloadable!]
  7. Taylor, J. Edward & Mora, Jorge & Adams, Richard, 2005. "Remittances, Inequality and Poverty: Evidence from Rural Mexico," 2005 Annual meeting, July 24-27, Providence, RI 19245, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  8. McCormick, Barry & Wahba, Jackline, 2001. "Overseas Work Experience, Savings and Entrepreneurship amongst Return Migrants to LDCs," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 164-78, May. [Downloadable!] (restricted)
  9. José Ernesto & Alexandra, 2006. "International remittances and development : existing evidence, policies and recommendations," INTAL Working Papers 1290, Inter-American Development Bank, INTAL. [Downloadable!]
  10. Dean Yang, 2008. "International Migration, Remittances and Household Investment: Evidence from Philippine Migrants' Exchange Rate Shocks," Economic Journal, Royal Economic Society, vol. 118(528), pages 591-630, 04. [Downloadable!] (restricted)
    Other versions:
  11. Edwards, Alejandra Cox & Ureta, Manuelita, 2003. "International migration, remittances, and schooling: evidence from El Salvador," Journal of Development Economics, Elsevier, vol. 72(2), pages 429-461, December. [Downloadable!] (restricted)
  12. Adams, Richard H. Jr., 2005. "Remittances, household expenditure and investment in Guatemala," Policy Research Working Paper Series 3532, The World Bank. [Downloadable!]
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