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来源类型Working Paper
规范类型报告
DOI10.3386/w24285
来源IDWorking Paper 24285
Shift-Share Instruments and the Impact of Immigration
David A. Jaeger; Joakim Ruist; Jan Stuhler
发表日期2018-02-05
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Econometrics ; Estimation Methods ; Labor Economics ; Demography and Aging ; Labor Supply and Demand ; Unemployment and Immigration
URLhttps://www.nber.org/papers/w24285
来源智库National Bureau of Economic Research (United States)
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条目标识符http://119.78.100.153/handle/2XGU8XDN/581957
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David A. Jaeger,Joakim Ruist,Jan Stuhler. Shift-Share Instruments and the Impact of Immigration. 2018.
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