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
Publication date: 02.11.2016
International Business and Global Economy, 2016, Volume 35/1 , pp. 538-548
https://doi.org/10.4467/23539496IB.16.039.5620Authors
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.
Information: International Business and Global Economy, 2016, Volume 35/1 , pp. 538-548
Article type: Original article
Titles:
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
University of Gdańsk
ul. Bażyńskiego 1a 80-952 Gdańsk, Poland
University of Gdańsk
ul. Bażyńskiego 1a 80-952 Gdańsk, Poland
Published at: 02.11.2016
Article status: Open
Licence: None
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