If you have no money then you may be there to make some (is the thinking).
If you can show you have enough money to support yourself and get out again then it will make your life easier. However they will already need to be suspicious of you to take an interest in this.
From what I've heard, Australia does the same and so do a few other places. The question is often framed as "and how much money have you brought along for your holiday?", which is doubly loaded as there's a right answer and two wrong answers (nothing and X, where X is bordering on enough to kick start a new life). Immigration sucks.
Australia has an actual dollar amount (AU$3000 I think) that you have to have before getting a one year work visa. A friend went there recently and that was his experience.
If you can show you have enough money to support yourself and get out again then it will make your life easier. However they will already need to be suspicious of you to take an interest in this.