Uncertainty driven by geopolitical tensions and shifting migration dynamics continues to challenge the stability of US economic growth. However, existing research often examines these sources of uncertainty in isolation, using linear methods that overlook their nonlinear, time-varying interactions. This study provides an integrated assessment of how geopolitical risk, migration policy uncertainty, and migration fear jointly influence US economic growth from (Lee, et al., 1990): Q1 to 2024: Q3. Using Wavelet Quantile Granger Causality, Rolling Window WQGC, Nonparametric Causality-in-Quantiles, and Dynamic Transfer Entropy, the analysis uncovers state-dependent and evolving causal patterns, with effects strongest during low and moderate growth conditions and around key events such as 9/11, the Global Financial Crisis, the 2015–2016 U.S. migration policy debates, and the COVID-19 pandemic. The results demonstrate that uncertainty linked to migration sentiment and policy delivers significant, quantile-specific disruptions to labour markets, expectations, and investment behaviour. These insights underscore the need for more predictable migration rules, improved risk-monitoring systems, and targeted communication strategies that mitigate fear-driven economic distortions. Overall, the study advances understanding of uncertainty transmission and offers policy-relevant evidence for stabilising growth in an increasingly volatile global environment.
