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Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2013
This paper examines the causality relationship between immigration, unemployment and economic growth of the host … country. We employ the panel Granger causality testing approach of K´onya (2006) that is based on SUR systems and Wald tests … with country specific bootstrap critical values. This approach allows to test for Granger causality on each individual …
Persistent link: https://www.econbiz.de/10010992405
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Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - In: Economic Modelling 33 (2013) C, pp. 261-269
This paper examines the causality relationship between immigration, unemployment and economic growth of the host … country. We employ the panel Granger causality testing approach of Kònya (2006) that is based on SUR systems and Wald tests … with country specific bootstrap critical values. This approach allows one to test for Granger-causality on each individual …
Persistent link: https://www.econbiz.de/10011048943
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Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countries.
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2013
This paper examines the causality relationship between immigration, unemployment and economic growth of the host … country. We employ the panel Granger causality testing approach of Kónya (2006) that is based on SUR systems and Wald tests … with country specific bootstrap critical values. This approach allows to test for Granger-causality on each individual …
Persistent link: https://www.econbiz.de/10010617535
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Immigration, unemployment and GDP in the host country : bootstrap panel Granger causality analysis on OECD countries
Boubtane, Ekrame; Coulibaly, Dramane; Rault, Christophe - In: Economic modelling 33 (2013), pp. 261-269
Persistent link: https://www.econbiz.de/10010192959
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Long-run strong-exogeneity
Rault, Christophe - In: Economics Bulletin 31 (2011) 1, pp. 1-8
cointegration amongst "endogenous" and "exogenous" variables and also between cointegrating vectors appearing in the equations of …
Persistent link: https://www.econbiz.de/10008784411
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Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data
L'Horty, Yannick; Rault, Christophe - 2003
This paper examines the set of interdependences between the formation of wages, prices and the minimum wage (SMIC) through a vectorial error correction model estimated on French quarterly macroeconomic data covering the 1970-1/1999-4 period. Two periods are distinguished: the period of inflation...
Persistent link: https://www.econbiz.de/10010261586
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The Impact of Growth, Labour Cost and Working Time on Employment: Lessons from the French Experience
L'Horty, Yannick; Rault, Christophe - 2003
To account for employment evolutions at the macro-economic level, we propose a modelling where employment is explained by added value, working time and real labour cost. Estimations using quarterly French macro-economic data are carried out in a multivariate framework for three sets of sectors....
Persistent link: https://www.econbiz.de/10010275663
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Inflation, Minimum Wage and Other Wages: An Econometric Study on French Macroeconomic Data
L'Horty, Yannick; Rault, Christophe - Institute for the Study of Labor (IZA) - 2003
This paper examines the set of interdependences between the formation of wages, prices and the minimum wage (SMIC) through a vectorial error correction model estimated on French quarterly macroeconomic data covering the 1970-1/1999-4 period. Two periods are distinguished: the period of inflation...
Persistent link: https://www.econbiz.de/10005233863
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Why Is French Equilibrium Unemployment So High?
L'horty, Yannick; Rault, Christophe - In: Journal of Applied Economics VI (2003) May, pp. 127-156
Unemployment in France rose steadily from the early-seventies to the mid-eighties. Since the mid-eighties it has continued to experience fluctuations around a very high average level. Equilibrium unemployment theories are a useful framework within which to account for these developments. A...
Persistent link: https://www.econbiz.de/10005260547
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Further results on weak-exogeneity in vector error correction models
Rault, Christophe - Econometric Society - 2004
This paper provides a necessary and sufficient condition for weak exogeneity in vector error correction models. An interesting property is that the statistics involved in the sequential procedure for testing this condition are distributed as ?ariables and can therefore easily be calculated with...
Persistent link: https://www.econbiz.de/10005702765