Why do some countries fear immigration more than others? Evidence from Europe

In this paper we show that the individuals' perception of immigration is shake by their cultural and social characteristics. In order to account for cultural differences in a broader sense, we rely on linguistic relativity theory according to which linguistic differences in grammatical structure may induce speakers of different languages to conceptualize and experience the world differently (Sapir (1921), Whorf and Carroll (1964)). Linguistic variation is measured by means of a specific linguistic marker developed in Kovacic et al. (2015) based on the number of grammatical categories (moods)concerned with the expression of uncertainty. We show that more intensive users of these specific grammatical forms are signficantly more intolerant toward immigration with respect to other identical individuals speaking a different language/s. In line with Kovacic et al. (2015), this result can be interpreted as a direct consequence of individual unobserved general attitude towards uncertainty reflected by the specific linguistic marker used to measure the degree of linguistic variation. The results are robust to the inclusion of additional set of explanatory and control variables, country and year fixed effects, and alternative estimation methods.