G2TT
来源类型Discussion paper
规范类型论文
来源IDDP12701
DP12701 Shift-Share Instruments and the Impact of Immigration
Jan Stuhler; David Jaeger; Joakim Ruist
发表日期2018-02-08
出版年2018
语种英语
摘要A large literature exploits geographic variation in the concentration of immigrants to identify their impact on a variety of outcomes. To address the endogeneity of immigrants’ location choices, the most commonly-used instrument interacts national inflows by country of origin with immigrants’ past geographic distribution. We present evidence that estimates based on this “shift-share” instrument conflate the short- and long-run responses to immigration shocks. If the spatial distribution of immigrant inflows is stable over time, the instrument is likely to be correlated with ongoing responses to previous supply shocks. Estimates based on the conventional shift-share instrument are therefore unlikely to identify the short-run causal effect. We propose a “multiple instrumentation” procedure that isolates the spatial variation arising from changes in the country-of-origin composition at the national level and permits us to estimate separately the short- and long-run effects. Our results are a cautionary tale for a large body of empirical work, not just on immigration, that rely on shift-share instruments for causal inference.
主题Labour Economics
关键词Shift-share instrument Immigration Spatial correlation Past settlement instrument
URLhttps://cepr.org/publications/dp12701
来源智库Centre for Economic Policy Research (United Kingdom)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/541513
推荐引用方式
GB/T 7714
Jan Stuhler,David Jaeger,Joakim Ruist. DP12701 Shift-Share Instruments and the Impact of Immigration. 2018.
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