The so-called 'healthy immigrant effect' (HIE) is one of the most striking findings concerning immigrants and their health status. It is usually said to consist of two parts: According to the first part, immigrants upon arrival are on average healthier than their native peers. This finding is mostly explained by self-selection among their origin population. The idea is that healthier individuals are more likely to migrate as they are more able to reap the reward of the investment ‘migration’ than less healthy individuals. However, according to the second part, this health gap between immigrants and natives closes after a relatively short period of time, and the health of immigrants is converging to that of the natives or is getting even worse. This gradient of immigrants’ health has been found in many countries (e.g., Australia, Canada, and the United States) and for many different measures of health (e.g., self-rated health, chronic diseases). The causes for this decline in immigrants’ health are subject to ongoing research, but the underlying processes are not yet fully understood. In literature, several different explanations are discussed: The adoption of destination-country habits and lifestyles, the structural and material relationship between a low socio-economic status and poor health, additional stress due to the migration process, persistent barriers to access to health care due to cultural or language factors, as well as a kind of 'statistical artefact' due to selection effects caused by return migration. As health is a rather complex concept, one can assume that none of the proposed explanations can solely explain the decline in immigrants’ health, but rather that the health deterioration is a result of different interacting causes. This thesis investigates three of the proposed possible explanations for a decline in immigrants’ health, namely return migration, the adoption of destination-country habits and lifestyles, and immigrants’ access to health care and utilisation of health care services.