In this paper the notion of emergence in complex social systems is rediscussed as a necessary instrument for a theory of the macro-micro link. Referring to Schelling's model of segregation, emergent effects are defined as effects generated by (inter)acting micro-social entities, and implemented upon, but not incorporated into, their rules. In the successive section, the way back from macro to micro, i.e. downward causation, is examined. Simple and complex loops are distinguished, with reference to concrete examples drawn from the social scientific and the computational literature. Next, how a given macro-effect is implemented on the lower levels is shown, and two specific mechanisms of implementation, 2nd order emergence and immergence, are discussed.