Empirical errors and predicted errors in fertility, mortality and migration forecasts in the European economic area

Abstract

Abstract:\nWe analyse empirical errors observed in historical population forecasts produced by statistical\nagencies in 14 European countries since 1950. The focus is on forecasts for three demographic\nvariables: fertility (Total Fertility Rate - TFR), mortality (life expectancy at birth), and migration (net\nmigration). We inspect forecast bias and forecast accuracy in the historical forecasts, as well as the\ndistribution of the errors. Finally, we analyse for each of the three variables correlation patterns in\nforecast errors across countries and, for mortality, the correlation between errors for men and\nwomen.\nIn the second part of the report we use time series model to construct prediction intervals to 2050 for\nthe TFR, the life expectancy for men and women, and net migration in 18 European countries.\nGARCH models are used for fertility and mortality, while net migration is modelled as an\nautoregressive process\nKeywords: stochastic population forecast, empirical forecast errors, prediction intervals, GARCHmodels,\nTFR, life expectancy, net migration, EEA

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