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...

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...