Gateway to Think Tanks
来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w24285 |
来源ID | Working 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 |
URL | https://www.nber.org/papers/w24285 |
来源智库 | National Bureau of Economic Research (United States) |
引用统计 | |
资源类型 | 智库出版物 |
条目标识符 | http://119.78.100.153/handle/2XGU8XDN/581957 |
推荐引用方式 GB/T 7714 | David A. Jaeger,Joakim Ruist,Jan Stuhler. Shift-Share Instruments and the Impact of Immigration. 2018. |
条目包含的文件 | ||||||
文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
w24285.pdf(1086KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。