Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland
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Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland
Data publikacji: 02.11.2016
International Business and Global Economy, 2016, Tom 35/1, s. 538 - 548
https://doi.org/10.4467/23539496IB.16.039.5620Autorzy
Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland
This paper, which draws on monthly data from 2002–2011, aims to prove that Polish emigration proceeds in spurts – it is, in other words, characterized by relatively long spells of stability that are followed by sudden outflows triggered by such factors as changes in unemployment or currency exchange rates. In doing so, it first seeks to find out whether SETAR (threshold) models are better-placed than ARMA/ARIMA models to estimate the pace and rate of emigration. It transpires from our econometric analysis that this is indeed the case, which, in turn, allowed us to estimate the threshold values of selected transition variables – emigration, unemployment, purchasing power parity, wages, GDP and the PLN/EUR exchange rate – that set off the outflows. These findings per se merit recognition due to their socio-economic and demographic implications. The study contributes to the literature by proposing an original approach to analyzing the dynamics of migratory processes.
Informacje: International Business and Global Economy, 2016, Tom 35/1, s. 538 - 548
Typ artykułu: Oryginalny artykuł naukowy
Tytuły:
Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland
Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland
Uniwersytet Gdański
ul. Bażyńskiego 1a 80-952 Gdańsk, Polska
Uniwersytet Gdański
ul. Bażyńskiego 1a 80-952 Gdańsk, Polska
Publikacja: 02.11.2016
Status artykułu: Otwarte
Licencja: Żadna
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AngielskiLiczba wyświetleń: 1713
Liczba pobrań: 1094