Abstract:We propose a Bayesian framework for joint distributional forecasting of monthly asylum applications across the EU-27. The model decomposes latent application intensities into country-specific random walks and common factors, with idiosyncratic and shared shocks allowed to exhibit heavy tails or stochastic volatility. Using Eurostat data from 2008 to 2026, we evaluate predictive distributions in a rolling out-of-sample exercise, scoring overall distributional accuracy and upper-tail risk. Three findings emerge. First, the preferred specification varies across countries, scoring rules, and horizons, underscoring the need to align models with policy-specific loss functions. Second, joint EU-27 models improve on country-by-country benchmarks, with the largest gains in the upper tail, where preparedness costs are most relevant. Third, random-walk log-intensities provide a useful short-run description of national asylum-application dynamics, especially when combined with flexible innovation dynamics. We conclude by discussing implications for national and EU-level agencies involved in asylum forecasting and preparedness planning.
From: Gregor Zens [view email]
[v1]
Mon, 15 Jun 2026 13:10:45 UTC (245 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。 原文来自 — 版权归原作者所有。