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Selected Approaches to Discontinuities in Trends

Author

Listed:
  • Jakub Bijak

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

Abstract

This chapter presents some basic possibilities of acknowledging unpredictable events and structural changes, which are important factors causing discontinuities in observed migration trends. Also here, the relevant models are proposed within the Bayesian framework. In particular, two classes of models are considered: simple historical analogies and extensions of autoregressive models to cases with non-constant conditional variance. After a theoretical introduction of both types of models in Section 7.1, empirical applications to the forecasts of migration flows under study are offered in Section 7.2.

Suggested Citation

Handle: RePEc:spr:ssdmcp:978-90-481-8897-0_7
DOI: 10.1007/978-90-481-8897-0_7
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