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Predicting birth-rates through German micro-census data : a comparison of probit and Boolean regression

Hufnagel, Rainer (contributor) - 2008

Boolean Regression. The data forming the basis for this investigation are from the German Micro-census waves of 1996 2002 and … comprise about 400 000 observations. Boolean Regression is used to predict how birth events depend on the socio …-economic characteristics of women and their male partners. Boolean Regression is compared to Probit. The data set is split into two halves in …

Persistent link: https://www.econbiz.de/10003729733

A Unified Approach to Mortality Modelling Using State-Space Framework : Characterisation, Identification, Estimation and Forecasting

Fung, Simon Man Chung - 2016

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a general state-space modelling methodology, which allows...

Persistent link: https://www.econbiz.de/10012990764

Age- and sex-specific fertility in Germany until the year 2040 : the impact of international migration

Vanella, Patrizio - 2017

Good forecasts for future fertility developments are of high importance in political planning, especially regarding measures in social insurance. Fertility is the main driver of demographic change, since small fertility rates lead to a shrinking population and together with decreasing mortality...

Persistent link: https://www.econbiz.de/10011722114

A principal component simulation of age-specific fertility : impacts of family and social policy on reproductive behavior in Germany

Vanella, Patrizio; Deschermeier, Philipp - 2018

This contribution proposes a simulation approach for the indirect estimation of age-specific fertility rates (ASFRs) and the total fertility rate (TFR) for Germany via time series modeling of the principal components of the ASFRs. The model accounts for cross-correlation and autocorrelation...

Persistent link: https://www.econbiz.de/10011860247

The Stochastic Volatility in Mean Model with Time-Varying Parameters : An Application to Inflation Modeling

Chan, Joshua - 2015

This paper generalizes the popular stochastic volatility in mean model of Koopman and Hol Uspensky (2002) to allow for time-varying parameters in the conditional mean. The estimation of this extension is nontrival since the volatility appears in both the conditional mean and the conditional...

Persistent link: https://www.econbiz.de/10013026159

Bayesian demographic modeling and forecasting : an application to U.S. mortality

Reichmuth, Wolfgang H. (contributor); … - 2008

We present a new way to model age-specific demographic variables with the example of age-specific mortality in the U.S., building on the Lee-Carter approach and extending it in several dimensions. We incorporate covariates and model their dynamics jointly with the latent variables underlying...

Persistent link: https://www.econbiz.de/10003770767

Modeling and forecasting age-specific mortality : a Bayesian approach

Reichmuth, Wolfgang H. (contributor); … - 2008

We present a new way to model age-specific demographic variables, using the example of age-specific mortality in the United States, building on the LeeCarter approach and extending it in several dimensions. We incorporate covariates and model their dynamics jointly with the latent variables...

Persistent link: https://www.econbiz.de/10003770768

Multi-population Mortality Projection : The Augmented Common Factor Model with Structural Breaks

Wang, Pengjie - 2020

Multi-population mortality forecasting has become an increasingly important area in actuarial science and demography, as a means to avoid long-run divergence in mortality projection. This paper aims to establish a unified state-space Bayesian framework to model, estimate and forecast mortality...

Persistent link: https://www.econbiz.de/10012832560

Stochastic household forecasts by coherent random shares predictions

Keilman, Nico; Duin, Coen van - 2014 - This version 14 April 2014

We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means of the Hyndman-Booth-Yasmeen product-ratio variant of...

Persistent link: https://www.econbiz.de/10010354141

Moving beyond expectations : from cohort-component to microsimulation projections

Jia, Zhiyang; Leknes, Stefan; Løkken, Sturla Andreas - 2023

Population projections are predominantly made using the cohort-component method (CCM). The opportunities for further development within that framework are limited. Lately, with advances in technical and computational capacity, the microsimulation framework has become a serious contender. In...

Persistent link: https://www.econbiz.de/10014228282