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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.16.039.5620

Autorzy

,
Lech Kujawski
Wszystkie publikacje autora →
,
Piotr Zientara
Uniwersytet Gdański
ul. Bażyńskiego 1a 80-952 Gdańsk, Polska
Wszystkie publikacje autora →
Ewa Oziewicz
Uniwersytet Gdański
ul. Bażyńskiego 1a 80-952 Gdańsk, Polska
Wszystkie publikacje autora →

Tytuły

Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland

Abstrakt

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.

Bibliografia


Informacje

Informacje: International Business and Global Economy, 2016, Tom 35/1, s. 538 - 548

Typ artykułu: Oryginalny artykuł naukowy

Tytuły:

Polski:

Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland

Angielski:

Estimation of the pace and rate of emigration using SETAR models:
Econometric analysis based on data from Poland

Autorzy

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 __T_UNLOCK

Licencja: Żadna

Udział procentowy autorów:

Lech Kujawski (Autor) - 33%
Piotr Zientara (Autor) - 33%
Ewa Oziewicz (Autor) - 34%

Korekty artykułu:

-

Języki publikacji:

Angielski