Immigration and Unemployment: New evidence from Australia and New Zealand
This study uses a new Granger no-causality testing procedure developed by Toda &Yamamoto (1995) to contribute to the debate on immigration and unemployment in Australia and New Zealand. It investigates a possible causal linkage between these variables in a six-variable vector autoregression (VAR) model. The research finds no Granger causality between immigration and unemployment. Instead, it finds evidence of Granger causality running from industrial structural changes, measured by the Stoikov and HDB indices, to unemployment, and from several other economic variables to unemployment.
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Volume (Year): 13 (1999)
Issue (Month): 2 ()
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- Leamer, Edward E., 1985. "Vector autoregressions for causal inference?," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 22(1), pages 255-304, January.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Toda, Hiro Y, 1994. "Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present," The Review of Economics and Statistics, MIT Press, vol. 76(1), pages 66-79, February.
- Zapata, Hector O & Rambaldi, Alicia N, 1997.
"Monte Carlo Evidence on Cointegration and Causation,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 59(2), pages 285-298, May.
- Zapata, Hector O. & Rambaldi, Alicia N., 1996. "Monte Carlo Evidence On Cointegration And Causation," Staff Papers 31690, Louisiana State University, Department of Agricultural Economics and Agribusiness.
- Steven J. Davis & John Haltiwanger, 1992. "Gross Job Creation, Gross Job Destruction, and Employment Reallocation," The Quarterly Journal of Economics, Oxford University Press, vol. 107(3), pages 819-863.
- Steve J. Davis & John Haltiwanger, 1990. "Gross Job Creation, Gross Job Destruction and Employment Reallocation," Working Papers 90-4, Center for Economic Studies, U.S. Census Bureau.
- Steve J. Davis & John Haltiwanger, 1991. "Gross Job Creation, Gross Job Destruction and Employment Reallocation," NBER Working Papers 3728, National Bureau of Economic Research, Inc.
- Steve J. Davis & John Haltiwanger, 1991. "Gross job creation, gross job destruction and employment reallocation," Working Paper Series, Macroeconomic Issues 91-5, Federal Reserve Bank of Chicago.
- P.N.(Raja) Junankar & David Pope & Glenn Withers, 1998. "Immigration and the Australian Macroeconomy: Perspective and Prospective," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 31(4), pages 435-444.
- Borjas, George J, 1995. "Ethnicity, Neighborhoods, and Human-Capital Externalities," American Economic Review, American Economic Association, vol. 85(3), pages 365-390, June.
- George J. Borjas, 1994. "Ethnicity, Neighborhoods, and Human Capital Externalities," NBER Working Papers 4912, National Bureau of Economic Research, Inc.
- Withers, Glenn & Pope, David, 1985. "Immigration and Unemployment," The Economic Record, The Economic Society of Australia, vol. 61(173), pages 554-563, June.
- Lee, Hahn Shik, 1992. "Maximum likelihood inference on cointegration and seasonal cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 1-47.
- Trivedi, P K & Baker, G M, 1985. "Equilibrium Unemployment in Australia: Concepts and Measurement," The Economic Record, The Economic Society of Australia, vol. 61(174), pages 629-643, September.
- Toda, Hiro Y. & Yamamoto, Taku, 1995. "Statistical inference in vector autoregressions with possibly integrated processes," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 225-250.
- Tyers, Rod & Duncan, Ron, 1999. "Trade, Technology and Labor Markets: General Equilibrium Perspectives," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 14, pages 226-264.
- Borland, Jeff, 1996. "Job Creation and Job Destruction in Manufacturing Industry in Australia," The Economic Record, The Economic Society of Australia, vol. 72(216), pages 46-62, March. Full references (including those not matched with items on IDEAS)
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