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Forecasting Applications to Disability Insurance Programs: Evidence for the Quebec Pension Plan Disability Program

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  • Michele Campolieti

Abstract

I propose a new method to forecast applications to disability insurance programs. My approach is based on a state space model, where the coefficient estimates on the explanatory variables vary over time, that I estimate using the Kalman Filter. Using data from the Quebec Pension Plan Disability program, I show that my model and approach is the preferred forecasting model relative to two commonly used alternative approaches. I also use my model to create out-of-sample forecasts, where I study the effects of a few hypothetical changes in the policy and economic environment on forecasts of applicants for disability benefits.

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  • Michele Campolieti, 2015. "Forecasting Applications to Disability Insurance Programs: Evidence for the Quebec Pension Plan Disability Program," Canadian Public Policy, University of Toronto Press, vol. 41(3), pages 223-240, September.
    • Handle: RePEc:cpp:issued:v:41:y:2015:i:3:p:223-240
    DOI: 10.3138/cpp.2014-068
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