This appendix contains information about measures, data and supplementary results for the main analyses (Appendix A) as well as robustness tests (Appendix B).
Appendix A. Survey Questions and Variable Coding.Foreign-born. 'Were you born in this country?' 1 'yes', 0 'no'.Party identification. 'Is there a particular political party you feel closer to than all the other parties?' 1 'yes', 0 'otherwise'.Party identification by party family. 'Is there a particular political party you feel closer to than all the other parties?' If so, 'Which one?' Individual responses to these survey questions were matched with information on party families from the 1999-2019 Chapel Hill Expert Survey (CHES) Trend File (Bakker et al. 2020). The CHES project classifies parties into the following party families: Radical Right, Conservatives, Liberal, Christian-Democratic, Confessional, Socialist, Radical Left, Green, Agrarian/Centre, Regionalist, and No family. The resulting variables are dichotomous, where 1 indicates identification with a party from a selected party family, and 0other party.Religious affiliation. 'Do you consider yourself as belonging to any particular religion or denomination?' If so, 'Which one?' Responses to these survey questions were used to create dummy variables for Christians, Muslims, other believers, and non-believers.Religious services attendance. 'Apart from special occasions such as weddings and funerals, about how often do you attend religious services nowadays?' 0 'never', 1 'less often', 2 'only on special holy days', 3 'at least once a month', 4 'once a week', 5 'more than once a week', and 6 'every day'.Religiosity. 'Regardless of whether you belong to a particular religion, how religious would you say you are?' 0 'not at all religious', 10 'very religious.' Anti-immigrant opinion climate. Based on three survey questions: 1) 'To what extent do you think [country] should allow people of the same race or ethnic group as most [country's] people to come and live here?' 2) 'How about people of different race or ethnic group from most [country's] people?' 3) 'How about people from the poorer countries outside Europe?' Each variable was first recoded so that higher values indicate more anti-immigrant orientation: 0 'allow many to come and live here', 1 'allow some', 2 'allow a few', 3 'allow none.' Average value on these three survey items for each respondent (native and foreign-born) was then used to compute country mean in each survey round.Citizen. 'Are you a citizen of this country?' 1 'yes', 0 'otherwise'.Speaks host country's language. Respondents were asked: 'What language or languages do you speak most often at home?' and were given an opportunity to mention two languages. If at least one of the mentioned languages is an official language of one's host country (as classified by the CIA), then the variable was given a value of 1, 0 -otherwise.Recent immigrant. 'How long ago did you first come to live in this country?' 5 'within last year', 4 '1-5 years ago', 3 '6-10 years ago', 2 '11-20 years ago', 1 ...