Table 4 Granger-causality test results with alternative specifications. Granger-causality test of interactions between asylum acceptance rates and public debate sentiment in the media. The 20 asylum seekers’ countries of origin with the most decisions made (both accepted and rejected) are included in the regressions. We report Granger-causal testing for 1-month (1-lag) and 2-month (2-lag) lagged VAR models. Locations with NA result from monthly data not being available from the EU database. The \(D_{2}\) statistic is computed as in [71] and is the result of combining Granger tests from multiply imputed datasets

15.55

14.00

<0.001^∗∗∗

<0.001^∗∗∗

7.32

1.45

0.01^∗

0.23

38.38

29.54

<0.001^∗∗∗

<0.001^∗∗∗

3.26

1.09

0.07

0.30

22.20

33.02

<0.001^∗∗∗

<0.001^∗∗∗

5.21

2.27

0.04^∗

0.17

49.13

27.35

<0.001^∗∗∗

<0.001^∗∗∗

2.53

0.18

0.11

0.67

12.60

16.79

<0.001^∗∗∗

<0.001^∗∗∗

2.74

1.57

0.11

0.21

19.31

15.53

<0.001^∗∗∗

<0.001^∗∗∗

6.76

1.82

0.01^∗

0.18

19.39

9.34

<0.001^∗∗∗

<0.001^∗∗∗

18.59

6.58

<0.001^∗∗∗

0.01^∗

18.02

6.61

<0.001^∗∗∗

0.01

8.03

2.35

<0.001^∗∗∗

0.13

10.74

19.76

<0.001^∗∗∗

<0.001^∗∗∗

0.07

2.44

0.80

0.12

16.09

17.67

<0.001^∗∗∗

<0.001^∗∗∗

4.39

4.42

0.05

0.04^∗

6.21

11.64

0.02

<0.001^∗∗∗

0.64

1.42

0.42

0.23

11.62

10.11

<0.001^∗∗∗

<0.001^∗∗∗

5.38

2.52

0.02^∗

0.11

33.73

29.85

<0.001^∗∗∗

<0.001^∗∗∗

3.88

1.37

0.05

0.24

10.89

11.46

<0.001^∗∗∗

<0.001^∗∗∗

1.19

0.97

0.27

0.33

0.12

0.03

0.75

0.86

0.85

0.27

0.36

0.61

0.50

3.40

0.49

0.07

0.24

0.26

0.63

0.61

8.75

14.85

0.01^∗

<0.001^∗∗∗

5.48

2.76

0.02^∗

0.10

16.73

18.16

<0.001^∗∗∗

<0.001^∗∗∗

5.00

2.37

0.03^∗

0.12

53.66

22.16

<0.001^∗∗∗

<0.001^∗∗∗

32.88

9.75

<0.001^∗∗∗

<0.001^∗∗∗