Abstract
This chapter presents some basic possibilities of acknowledging unpredictable events and structural changes, which are important factors causing discontinuities in observed migration trends. Also here, the relevant models are proposed within the Bayesian framework. In particular, two classes of models are considered: simple historical analogies and extensions of autoregressive models to cases with non-constant conditional variance. After a theoretical introduction of both types of models in Section 7.1, empirical applications to the forecasts of migration flows under study are offered in Section 7.2.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
See explanations to http://equation (4.8) in Section 4.2.
- 2.
Hence, the data for the countries of analogy concern the period 1974–1997. The figures come from the German statistical registration, as reported by the Federal Office for Statistics, Wiesbaden, and have been obtained via: http://www.destatis.de/genesis (accessed on 21 September 2006).
- 3.
I am very grateful to Marek Kupiszewski for drawing my attention to this interpretation.
- 4.
Notably, upon the accession to the EEC, migration from Portugal shifted its primary destination from Switzerland to Germany (Kupiszewski, 1998). Hence, a substitution effect could be observed, akin to what can be expected for Poland with respect to post-accession migration to the British Isles, which at least to some extent might have substituted other directions. However, in the light of recent data on post-accession migration, it seems that the substitution hypothesis is far too simplistic. Migration between Poland and Germany also increased after 2004 as a result of an overall boost of mobility after the EU enlargement, yet to a lesser extent than migration between Poland and the UK. This effect can be explained by different selectivity patterns of migrations to both destinations, whereby Polish migrants to the UK seem to be better educated than migrants to Germany (Kaczmarczyk and Okólski, 2008).
References
Abler, R., Adams, J. S., & Gould, P. (1972). Spatial organization: The geographer’s view of the world. Prentice-Hall, London.
Alho, J., & Spencer, B. (2005). Statistical demography and forecasting. Berlin-Heidelberg: Springer.
Bijak, J. (2008a). Bayesian methods in international migration forecasting. In J. Raymer & F. Willekens (Eds.), Estimation of international migration in Europe: Issues, models and assessment (pp. 255–281). Chichester: Wiley.
Bijak, J., Kupiszewska, D., Kupiszewski, M., Saczuk, K., & Kicinger, A. (2007). Population and labour force projections for 27 European countries, 2002–2052: Impact of international migration on population ageing. European Journal of Population, 23(1), 1–31.
Bollerslev, T. (1986). Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics, 31(3), 307–327.
Carlin, B. P., & Chib, S. (1995). Bayesian model choice via Markov chain Monte Carlo methods. Journal of the Royal Statistical Society B, 57(3), 473–484.
Clark, P. K. (1973). A subordinated stochastic process model with finite variance for speculative prices. Econometrica, 41(1), 135–155.
Engle, R. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1008.
Greene, W. H. (2000). Econometric analysis. Upper Saddle River, NJ: Prentice Hall.
Jacquier, E., Polson, N. G., & Rossi, P. E. (1994). Bayesian analysis of stochastic volatility models. Journal of Business and Economic Statistics, 12(4), 371–417 (with discussion).
Jennissen, R. (2004). Macro-economic determinants of international migration in Europe. Amsterdam: Dutch University Press.
Kaczmarczyk, P., & Okólski, M. (2008). Demographic and labour-market impacts of migration on Poland. Oxford Review of Economic Policy, 24(3), 599–624.
Keilman, N. (1990). Uncertainty in national population forecasting: Issues, backgrounds, analyses, recommendations. Amsterdam: Swets & Zeitlinger.
Keilman, N., & Pham, D. Q. (2004b). Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area (Discussion Paper No. 386). Social and Demographic Research, Statistics Norway, Oslo.
Kupiszewski, M. (1998). Czy na podstawie doświadczeń innych krajów można przewidywać zmiany migracji międzynarodowych po przyjęciu Polski do Unii Europejskiej? [Can the experience of other countries help forecast international migration changes after Poland’s accession to the EU?]. In P. Korcelli (Ed.), Przemiany w zakresie migracji ludności jako konsekwencja przystąpienia Polski do Unii Europejskiej [Changes in migration as a consequence of Poland’s accession to the European Union] (pp. 67–78). Warsaw: Bulletin of the Committee of Spatial Organization of the Polish Academy of Sciences, no. 184.
Kupiszewski, M. (2002a). How trustworthy are forecasts of international migration between Poland and the European Union? Journal of Ethnic and Migration Studies, 28(4), 627–645.
Öberg, S., & Wils, A. B. (1992). East-west migration in Europe. Can migration theories help estimate the numbers. Popnet, 22, 1–7.
Rykiel, Z. (1986). Ograniczenia meldunkowe jako bariery przestrzenne [Administrative control of migration as spatial barriers]. Przegląd Geograficzny, 58(3), 395–409.
Sinn, H.-W., Flaig, G., Werding, M., Munz, S., Duell, N., & Hofmann, H. (2001). EU-Erweiterung und Arbeitskräftemigration, Wege zu einer schrittweisen Annäherung der Arbeitsmärkte. IFO-Institut für Wirtschaftsforschung, München.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2011 Springer Science+Business Media B.V.
About this chapter
Cite this chapter
Bijak, J. (2011). Selected Approaches to Discontinuities in Trends. In: Forecasting International Migration in Europe: A Bayesian View. The Springer Series on Demographic Methods and Population Analysis, vol 24. Springer, Dordrecht. https://doi.org/10.1007/978-90-481-8897-0_7
Download citation
DOI: https://doi.org/10.1007/978-90-481-8897-0_7
Published:
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-8896-3
Online ISBN: 978-90-481-8897-0
eBook Packages: Humanities, Social Sciences and LawSocial Sciences (R0)