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Selected Approaches to Discontinuities in Trends

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Forecasting International Migration in Europe: A Bayesian View

Part of the book series: The Springer Series on Demographic Methods and Population Analysis ((PSDE,volume 24))

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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.

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Notes

  1. 1.

    See explanations to http://equation (4.8) in Section 4.2.

  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. 3.

    I am very grateful to Marek Kupiszewski for drawing my attention to this interpretation.

  4. 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).

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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

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