Probabilistic forecasts of international bilateral migration flows

Abstract

We propose a method for forecasting global human migration flows. A Bayesian hierarchical model is used to make probabilistic projections of the 39,800 bilateral migration flows among the 200 most populous countries. We generate out-of-sample forecasts for all bilateral flows for the 2015 to 2020 period, using models fitted to bilateral migration flows for five 5-y periods from 1990 to 1995 through 2010 to 2015. We find that the model produces well-calibrated out-of-sample forecasts of bilateral flows, as well as total country-level inflows, outflows, and net flows. The mean absolute error decreased by 61% using our method, compared to a leading model of international migration. Out-of-sample analysis indicated that simple methods for forecasting migration flows offered accurate projections of bilateral migration flows in the near term. Our method matched or improved on the out-of-sample performance using these simple deterministic alternatives, while also accurately assessing uncertainty. We integrate the migration flow forecasting model into a fully probabilistic population projection model to generate bilateral migration flow forecasts by age and sex for all flows from 2020 to 2025 through 2040 to 2045.

Keywords: Bayesian hierarchical model; bilateral migration flows; international migration; probabilistic forecasting.

Fig. 1.

(A–D) Observed 2015 to 2020 (A) flow, (B) total country inflows, (C) total country outflows, and (D) total country net flows compared to Bayesian hierarchical model median forecasts colored by United Nations Area and sized according to the absolute error in millions of people.

Fig. 2.

(A and B) Global migration flows in millions of migrants (A) and in percentage of global population migrating (B) during 5-y periods observed from 1990 through 2020 with median forecast (solid line) and 90% prediction interval for 5-y periods from 2020 through 2045.

Fig. 3.

(A–H) Observations and 90% prediction interval forecasts in millions of people per 5-y period for (A) total net flow, (B) population, (C) total inflow, (D) total outflow, (E) population by age and sex (black denotes 2015 to 2020 period), and (F–H) bilateral flows with Germany as origin in descending order by historic magnitude.