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********QuantMig Deliverable D9.2 - Section 2*******
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Read Me file for Forecasts and PVAR IRFs for Section 2.

Barker E. R. and Bijak J (2021) Uncertainty in Migration Scenarios. QuantMig Project Deliverable D9.2 Data Description. Southampton: University of Southampton. 

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********Forecasts*******
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Each forecast is title x_y_z where x is the country name; y is the type of migration flow, and z is the median, upper-bound or lower-bound

Forecasts of the Immigration/Emigration/Net Migration RATE:
In-sample:
Emigration
Immigration
Net Migration

Out of Sample (Short-Run): 
Emigration
Immigration
Net Migration

Long-Run: 
Emigration
Immigration
Net Migration

There is an m-file used to plot the forecasts.

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*******Panel VAR*******
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The IRFs are grouped by model and then by group (of countries). In each data set there is the median, upper- and lower-bounds.

In the m-files, there are IRF generators which can be used and edited.

The forecasts were made using the data as described in the main document of Barker & Bijak (2021). They employed the BEAR Toolbox V5 (Dieppe et al. (2016)) on Matlab 2018b on Mac Big Sur v11.1. The Mixed Frequency toolbox by Canova and Ferroni (2020) was used in Matlab 2020a.



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********References*******
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Canova, F. and Ferroni, F. (2020), A hitchhiker guide to empirical macro models, CEPR
Discussion Papers 15446, C.E.P.R. Discussion Papers.

Dieppe, A., van Roye, B. and Legrand, R. (2016), The BEAR toolbox, Working Paper Series 1934, European Central Bank.

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******Contact*******
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Emily Barker
University of Southampton
If you spot an error, or have any questions, please e-mail E Barker or J Bijak.
E.R.Barker@soton.ac.uk
J.Bijak@soton.ac.uk
