- Author
- Kujawski Lech (Uniwersytet Gdański), Zientara Piotr (Uniwersytet Gdański), Oziewicz Ewa (Uniwersytet Gdański)
- Title
- Estimation of the Pace and Rate of Emigration Using Setar Models: Econometric Analysis Based on Data from Poland
Szacowanie tempa i poziomu emigracji przy pomocy modeli SETAR - analiza ekonometryczna na podstawie danych z Polski - Source
- International Business and Global Economy, 2016, nr 35/1, s. 538-548, bibliogr. 29 poz.
Biznes Międzynarodowy w Gospodarce Globalnej - Keyword
- Modele ekonometryczne, Emigracja
Econometric models, Emigration - Note
- summ., streszcz.
- Abstract
- Niniejszy artykuł, bazujący na miesięcznych danych z lat 2002-2011, ma na celu dowieść, że polska emigracja następuje rzutami. Innymi słowy, charakteryzuje się ona relatywnie długimi okresami stabilności, po których następują gwałtowne odpływy wywołane takimi czynnikami, jak zmiany w poziomie bezrobocia lub zmiany kursów walutowych. W pierwszym rzędzie autorzy starali się sprawdzić, które z modeli - SETAR (progów) bądź ARMA/ARIMA - najlepiej nadają się do szacowania tempa i poziomu emigracji. Z przeprowadzonej przez autorów analizy ekonometrycznej wynika, że to właśnie model SETAR jest tym, który lepiej pozwoli ocenić badane zjawisko, co z kolei pozwoliło nam oszacować wartości progowe zmiennych - emigracji, bezrobocia, parytetu siły nabywczej, płac, PKB i kursu złotego do euro - powodujących odpływ. Otrzymane rezultaty zasługują per se na uznanie ze względu na swoje socjoekonomiczne i demograficzne implikacje. Opracowanie proponuje nowe, oryginalne podejście do analizowania dynamiki procesów migracyjnych.(abstrakt oryginalny)
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. (original abstract) - Full text
- Show
- Bibliography
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- Cited by
- ISSN
- 2300-6102
- Language
- eng
- URI / DOI
- http://dx.doi.org/10.4467/23539496IB.16.039.5620