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Analysis of the relationship between International Immigration and Unemployement

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  • Díaz-Emparanza Herrero, Ignacio
  • Miranda Espinosa, Alexandra

Abstract

[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.

Suggested Citation

  • Díaz-Emparanza Herrero, Ignacio & Miranda Espinosa, Alexandra, 2000. "Analysis of the relationship between International Immigration and Unemployement," BILTOKI 2000-13, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  • Handle: RePEc:ehu:biltok:5784
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    File URL: https://addi.ehu.es/handle/10810/5784
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    References listed on IDEAS

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    1. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    2. 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.
    3. Johnson,Paul & Zimmermann,Klaus F. (ed.), 1993. "Labour Markets in an Ageing Europe," Cambridge Books, Cambridge University Press, number 9780521443982, December.
    4. Lee, Tae-Hwy & Tse, Yiuman, 1996. "Cointegration tests with conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 73(2), pages 401-410, August.
    5. Cheung, Yin-Wong & Lai, Kon S, 1993. "Finite-Sample Sizes of Johansen's Likelihood Ration Tests for Conintegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(3), pages 313-328, August.
    6. Withers, Glenn & Pope, David, 1985. "Immigration and Unemployment," The Economic Record, The Economic Society of Australia, vol. 61(173), pages 554-563, June.
    7. Lee, Hahn Shik, 1992. "Maximum likelihood inference on cointegration and seasonal cointegration," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 1-47.
    8. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    seasonal cointegration; immigration; unemployment; cointegración estacional; desempleo; inmigración;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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