Bayesian VAR Modelling ‘from General to Specific’

Jakub Bijak ()
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Jakub Bijak: School of Social Sciences, Centre for Population Change and S3RI, University of Southampton

Chapter Chapter 6 in Forecasting International Migration in Europe: A Bayesian View, 2011, pp 117-136 from Springer

Abstract: Abstract The current chapter outlines the second of proposed perspectives on migration forecasting, which applies the ‘from general to specific’ modelling principle in the context of nested vector autoregression (VAR) models. In this way, the impact of various theory-based interdependent variables on migration can be tested. Similarly to the previous chapter, Section 6.1 outlines the theoretical foundations of VAR modelling, while Section 6.2 illustrates the approach with empirical forecasts for emigration rates among the countries under study.

Keywords: Predictive Distribution; Migration Flow; Emigration Rate; Vector Error Correction Model; Income Differential (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssdmcp:978-90-481-8897-0_6

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DOI: 10.1007/978-90-481-8897-0_6

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