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Article
Publication date: 1 December 2004

A. Khalik Salman and Ghazi Shukur

In this paper, we focus on the Granger causality test in the presence of regime shift. We apply a vector autoregressive (4) model on Swedish series of industrial output…

Abstract

In this paper, we focus on the Granger causality test in the presence of regime shift. We apply a vector autoregressive (4) model on Swedish series of industrial output and consumer price index for the period 1980:1‐1998:6. To test for causality, three different test methods namely the single equation Likelihood Ratio test, the systemwise Rao's F‐ test and the Bootstrap test, have been used in this study. We show that when the assumption of parameter constancy is violated, due to the occurrence of the structural changes, Granger causality tests can provide misleading inference about the underlining relationship of causality.

Details

Journal of Economic Studies, vol. 31 no. 6
Type: Research Article
ISSN: 0144-3585

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Article
Publication date: 18 September 2007

Mats Hammarstedt and Ghazi Shukur

There is now a large amount of literature on immigrants' relative earnings and immigrants' earnings assimilation in different countries. This paper aims to contribute to…

Abstract

Purpose

There is now a large amount of literature on immigrants' relative earnings and immigrants' earnings assimilation in different countries. This paper aims to contribute to international research, since the paper investigates the earnings gap between different groups of immigrants and natives at different parts of the earnings distribution in Sweden.

Design/methodology/approach

Quantile regressions are estimated on a large dataset in order to study to what extent there are differences in the earnings gap between different groups of immigrants and natives at the top and the bottom of the earnings distribution in Sweden.

Findings

The study shows, that immigrants are doing relatively better at the top than at the bottom of the earnings distribution. This is the case for males as well as for females. Furthermore, the study also shows that in times of recession, the earnings gap between immigrants from European countries and natives remains stable, while the earnings gap between non‐European immigrants and natives at the bottom of the earnings distribution increases substantially.

Originality/value

This paper is useful to those wishing to examine the extent of differences in earnings between immigrants and natives and differences in earnings between different immigrant groups.

Details

International Journal of Manpower, vol. 28 no. 6
Type: Research Article
ISSN: 0143-7720

Keywords

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Article
Publication date: 14 November 2008

Abstract

Details

International Journal of Manpower, vol. 29 no. 8
Type: Research Article
ISSN: 0143-7720

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