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A panel VAR analysis of migration in Europe

A panel VAR analysis of migration in Europe
A panel VAR analysis of migration in Europe
Migration flows for European countries are an important factor to the economy, whether net receivers or senders of migrants. With such differing migratory and macroeconomic profiles within Europe, one migration model can't fit all. To examine the effects of migration shocks, we empirically analyse the effects of net migration on the macroeconomy, government finances, and the labour market in panel VAR models using mixed frequency data across Europe. We group the selected European countries into four categories based on macroeconomic and migration characteristics enabling a larger number of countries to be included in the analysis. The results show that net (e)migration matters for an economy with different countries better able to absorb the shocks. The fiscal policy implications are extended to assess the flows of migration, including push and pull factors from the labour market.
Barker, Emily R.
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Barker, Emily R.
fa914b6e-164c-4eb2-80cd-3bda5bc83674

Barker, Emily R. (2021) A panel VAR analysis of migration in Europe 22pp.

Record type: Monograph (Working Paper)

Abstract

Migration flows for European countries are an important factor to the economy, whether net receivers or senders of migrants. With such differing migratory and macroeconomic profiles within Europe, one migration model can't fit all. To examine the effects of migration shocks, we empirically analyse the effects of net migration on the macroeconomy, government finances, and the labour market in panel VAR models using mixed frequency data across Europe. We group the selected European countries into four categories based on macroeconomic and migration characteristics enabling a larger number of countries to be included in the analysis. The results show that net (e)migration matters for an economy with different countries better able to absorb the shocks. The fiscal policy implications are extended to assess the flows of migration, including push and pull factors from the labour market.

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Published date: 25 November 2021

Identifiers

Local EPrints ID: 495607
URI: http://eprints.soton.ac.uk/id/eprint/495607
PURE UUID: a44a7a46-2faf-4f4c-8155-9ad33701f26d
ORCID for Emily R. Barker: ORCID iD orcid.org/0000-0003-3368-9169

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Date deposited: 19 Nov 2024 17:41
Last modified: 20 Nov 2024 02:59

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Author: Emily R. Barker ORCID iD

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