Analysis of the relationship between International Immigration and Unemployement
[EN] The relationship between the unemployment and the international immigration is getting interest while the differences between poor and rich countries are stressed. The poor countries offer cheap work force to occupy less qualified jobs in rich countries, with citizen increasingly demanding and qualified. In spite of this evidence, the immigration is object of huge polemics and by this motive is being studied in those countries where this phenomenon is important. In this study, evidence of the unitary roots in the seasonal frequencies of the "Work Permits" and "Unemployment" series is provided. Because of this, the existence of seasonal cointegration between both series is tested. The results indicate that the only cointegrating relations between both variable are trivial and, therefore, the variables are not related in the long run. In the Short term, the estimate of the VAR model shows that the changes in the immigration during the years 1981-1998 hardly had effects on the unemployment. The opposite relationship, though statistically meaningful, it is also very weak.
|Date of creation:||Oct 2000|
|Date of revision:|
|Contact details of provider:|| Postal: Avda. Lehendakari, Aguirre, 83, 48015 Bilbao|
Phone: + 34 94 601 3740
Fax: + 34 94 601 4935
Web page: http://www.ea3.ehu.es
More information through EDIRC
|Order Information:|| Postal: Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988.
"Seasonal, Integration And Cointegration,"
6-88-2, Pennsylvania State - Department of Economics.
- Joseph Beaulieu, J. & Miron, Jeffrey A., 1993.
"Seasonal unit roots in aggregate U.S. data,"
Journal of Econometrics,
Elsevier, vol. 55(1-2), pages 305-328.
- E. Roy Weintraub, 1992. "Introduction," History of Political Economy, Duke University Press, vol. 24(5), pages 3-12, Supplemen.
- Lee, Tae-Hwy & Tse, Yiuman, 1996. "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 73(2), pages 401-410, August.
- Lee, Hahn Shik, 1992. "Maximum likelihood inference on cointegration and seasonal cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 1-47.
- Withers, Glenn & Pope, David, 1985. "Immigration and Unemployment," The Economic Record, The Economic Society of Australia, vol. 61(173), pages 554-63, June.
- Harvey, Andrew & Snyder, Ralph D., 1990. "Structural time series models in inventory control," International Journal of Forecasting, Elsevier, vol. 6(2), pages 187-198, July.
When requesting a correction, please mention this item's handle: RePEc:ehu:biltok:200013. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alcira Macías)
If references are entirely missing, you can add them using this form.