I want to do research on the effect of international migration on wages and productivity in the construction industry in the Netherlands. My supervisor suggested a Granger causality test. I couldn't find specific data on the amount of labor immigrants in the construction industry, so my supervisor suggested to use the found data on immigrants with labor as a motive as a proxy variable. What do I need as input data for wages and productivity to make this model work? And how do I present this in an excel sheet or in stata?

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