Estimation of the Pace and Rate of Emigration Using Setar Models: Econometric Analysis Based on Data from Poland

• Autorzy: Lech Kujawski , Piotr Zientara , Ewa Oziewicz

Warianty tytułu

Szacowanie tempa i poziomu emigracji przy pomocy modeli SETAR - analiza ekonometryczna na podstawie danych z Polski

• Języki publikacji: EN

Abstrakty

EN

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)

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)

Słowa kluczowe

EN

Emigration; Econometric models

PL

Emigracja; Modele ekonometryczne

• Czasopismo: International Business and Global Economy
• Rocznik: 2016
• Numer: nr 35/1
• Strony: 538--548

Twórcy

autor

Lech Kujawski

• Uniwersytet Gdański

autor

Piotr Zientara

• Uniwersytet Gdański

autor

Ewa Oziewicz

• Uniwersytet Gdański

Bibliografia

• Brock W.A., Dechert W.D., Scheinkman J., 1986, A Test for Independence Based on the Correlation Dimension, unpublished working paper, Department of Economics, University of Wisconsin, University of Houston and University of Chicago.
• Burrell K. (ed.), 2009, Polish Migration to the UK in the 'New' European Union: After 2004, Ashgate, Aldershot.
• Cieślińska В., 2014, The Experience of Labour Emigration in the Life of Married Women: The Case of Podlasie, Poland, International Migration, no. 1.
• CSO, 2015, Central Statistical Office of Poland, Demographic Yearbook of Poland 2015, Central Statistical Office of Poland, Warsaw.
• Drinkwater S., Eade J., Garapich M., 2009, Poles Apart? EU Enlargement and the Labour Market Outcomes of Immigrants in the United Kingdom, International Migration, no. 1.
• EC, 2006, European Commission, Report on the Functioning of the Transitional Arrangements Set out in the 2003 Accession Treaty (period 1 May 2004-30 April 2006), Brussels, COM(2006) 48 final, http://em4ex.em-opa.euAegaI-content/EN/TXT/PDF/?uri=CELEX:52006DC 0048&from=EN [access: 10.08.2016].
• Fihel A., Grabowska-Lusinska I., 2014, Labour-Market Behaviours of Back-And-Forth Migrants from Poland, International Migration, no. 1.
• Goździak E.M., 2014, Polish Migration after the Fall of the Iron Curtain, International Migration, no. 1.
• House of Lords, 2008, The Economic Impact of Immigration, The Stationery Office Limited, London.
• Isański J., Mleczko A., Seredyńska-Abou Eid R., 2014, Polish Contemporary Migration: From Co-Migrants to Project ME, International Migration, no. 1.
• Kilkey M., Plomien A., Perrons D., 2014, Migrant Men's Fathering Narratives, Practices and Projects in National and Transnational Spaces: Recent Polish Male Migrants to London, International Migration, no. 1.
• Lee E.S., 1966, A Theory of Migration, Demography, no. 1.
• Lesińska M., 2014, The European Backlash Against Immigration and Multiculturalism, Journal of Sociology, no. 1
• MacDonald R., 1999, Exchange Rate Behaviour: Are Fundamentals Important?, The Economic Journal, no. 109.
• Main I., 2014, High Mobility of Polish Women: The Ethnographic Inquiry of Barcelona, International Migration, no. 1.
• McGhee D., Heath S., Trevena P., 2013, Post-Accession Polish Migrants: Their Experiences of Living in Low-Demand Social Housing Areas in Glasgow, Environment and Planning A, no. 2.
• Mostowska M., 2014, Homelessness Abroad: 'Place Utility' in the Narratives of the Polish Homeless in Brussels, International Migration, no. 1.
• OECD, 2013, Organization for Economic Co-operation and Development, Coping with Emigration in Baltic and East European Countries, Organization for Economic Co-operation and Development, Paris.
• Oziewicz E., 2007, Dylematy rozwoju gospodarczego krajów Azji Południowo-Wschodniej na tle procesów globalizacyjnych, Wydawnictwo Uniwersytetu Gdańskiego, Gdańsk.
• Reed H., Lattore M., 2009, The Economic Impacts of Migration on the UK Labour Market, Institute of Public Policy Research, London.
• Ryan L., Sales R., Tilki M., Siara В., 2009, Family Strategies and Transnational Migration: Recent Polish Migrants in London, Journal of Ethnic and Migration Studies, no. 1.
• Somerville W., Sumption M., 2009, Immigration and the Labour Market: Theory, Evidence, Policy, Migration Policy Institute/Equality and Human Rights Commission, Washington, DC.
• Terasvirta Т., 1994, Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models, Journal of American Statistical Association, no. 425.
• The Economist, 2013, You're Welcome, http://www.economist.com/news/leaders/21591865- open-letter-citizens-bulgaria-and-romania-youre-welcome [access: 10.08.2016].
• The Guardian, 2015, South-East Asia Migrant Crisis: Numbers Are Now 'Alarming', Talks Told, https://www.theguardian.conVworld/2015/may/29/south-east-asia-migrant-crisis-bers-are-now-alarming-talks-told [access: 08.03.2016].
• White A., Ryan L., 2008, Polish 'Temporary' Migration: The Formation and Significance of Social Networks, Europe-Asia Studies, no. 9.
• White A., 2011, Polish Families and Migration since EU Accession, The Policy Press, Bristol.
• Zientara P., 2011, International Migration: A Case against Building Ever Higher Fences, Economic Affairs, no. 1.
• Zientara P., 2012, International Economic Migrations: Causes, Mechanisms, Consequences, Gdansk University Press, Gdansk.

Identyfikatory

DOI

10.4467/23539496IB.16.039.5620