Discussion Papers no. 386

Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area

We analyse empirical errors observed in historical population forecasts produced by statistical agencies in 14 European countries since 1950. The focus is on forecasts for three demographic variables: fertility (Total Fertility Rate - TFR), mortality (life expectancy at birth), and migration (net migration). We inspect forecast bias and forecast accuracy in the historical forecasts, as well as the distribution of the errors. Finally, we analyse for each of the three variables correlation patterns in forecast errors across countries and, for mortality, the correlation between errors for men and women. In the second part of the report we use time series model to construct prediction intervals to 2050 for the TFR, the life expectancy for men and women, and net migration in 18 European countries. GARCH models are used for fertility and mortality, while net migration is modelled as an autoregressive process

Om publikasjonen

Tittel

Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European Economic Area

Ansvarlige

Nico Keilman, Dinh Quang Pham

Serie og -nummer

Discussion Papers no. 386

Utgiver

Statistics Norway

Emne

Discussion Papers

Antall sider

115

Målform

Engelsk

Om Discussion Papers

Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.

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