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Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR

Author

Listed:
  • Ghatak, Subrata

    (Kingston University London)

  • Moore, Tomoe

    (Brunel University)

Abstract

This paper investigates the interaction between migration and the European Union (EU) labour market. The study runs Granger causality tests using panel data on 13 of the original EU countries. As predicted by theory, the modelling unveils a negative relationship among unemployment and migration. However, real wages and immigration appear to remain independent. These findings imply that migration flows have had little significant adverse impact on the EU labour market.

Suggested Citation

  • Ghatak, Subrata & Moore, Tomoe, 2007. "Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR," Economics Discussion Papers 2007-6, School of Economics, Kingston University London.
    • Handle: RePEc:ris:kngedp:2007_006
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    File URL: http://eprints.kingston.ac.uk/6699/1/Ghatak-S-6699.pdf
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    References listed on IDEAS

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    Citations

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    Cited by:

    1. O. Damette & V. Fromentin, 2013. "Migration and labour markets in OECD countries: a panel cointegration approach," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2295-2304, June.
    2. Alexandra M. Espinosa & Ignacio Díaz-Emparanza, 2023. "Assessing the Spanish immigration policy with frequency-wise causality in Hosoya’s sense," Empirical Economics, Springer, vol. 65(1), pages 111-147, July.
    3. Alexandra M. Espinosa & Ignacio Díaz-Emparanza, 2021. "The Long-term Relationship Between International Labour Migration and Unemployment in Spain," Journal of International Migration and Integration, Springer, vol. 22(1), pages 145-166, March.
    4. Latif, Ehsan, 2015. "The relationship between immigration and unemployment: Panel data evidence from Canada," Economic Modelling, Elsevier, vol. 50(C), pages 162-167.

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    More about this item

    Keywords

    Migration; Unemployment; Wages; EU; Panel Data;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • J00 - Labor and Demographic Economics - - General - - - General
    • J60 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - General

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