IDEAS home Printed from https://ideas.repec.org/p/dem/wpaper/wp-2012-003.html
   My bibliography  Save this paper

Bayesian forecasting of cohort fertility

Author

Listed:
  • Carl Schmertmann

    (Max Planck Institute for Demographic Research, Rostock, Germany)

  • Emilio Zagheni

    (Max Planck Institute for Demographic Research, Rostock, Germany)

  • Joshua R. Goldstein

    (Max Planck Institute for Demographic Research, Rostock, Germany)

  • Mikko Myrskylä

    (Max Planck Institute for Demographic Research, Rostock, Germany)

Abstract

There are already several documented examples of recent increases in cohort fertility in Scandinavia, but for most countries, cohorts are too young to see if cohort fertility has increased. We produce new estimates of completed cohort fertility for cohorts born in the 1970s. We combine the best of previous efforts, using cohort forecasting methods to preserve what demographers know about the age-pattern of fertility, and using trends in the age-period-cohort Lexis surface to tell us as much as possible about the way in which fertility appears to be changing over time. Our preliminary findings suggest that cohort fertility has stopped its long-term secular decline in the majority of low fertility countries around the world. In some cases, there is a clear suggestion of increase. As we further develop our models we expect to be able to make more precise statements about further trends and the certainty of our knowledge.

Suggested Citation

  • Carl Schmertmann & Emilio Zagheni & Joshua R. Goldstein & Mikko Myrskylä, 2012. "Bayesian forecasting of cohort fertility," MPIDR Working Papers WP-2012-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    • Handle: RePEc:dem:wpaper:wp-2012-003
    DOI: 10.4054/MPIDR-WP-2012-003
    as

    Download full text from publisher

    File URL: https://www.demogr.mpg.de/papers/working/wp-2012-003.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.4054/MPIDR-WP-2012-003?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Scott Lynch & J. Brown, 2001. "Reconsidering mortality compression and deceleration: an alternative model of mortality rates," Demography, Springer;Population Association of America (PAA), vol. 38(1), pages 79-95, February.
    2. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
    3. S. N. Wood, 2000. "Modelling and smoothing parameter estimation with multiple quadratic penalties," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(2), pages 413-428.
    4. Lee, Ronald D., 1993. "Modeling and forecasting the time series of US fertility: Age distribution, range, and ultimate level," International Journal of Forecasting, Elsevier, vol. 9(2), pages 187-202, August.
    5. Zeng Yi & Kenneth Land, 2002. "Adjusting period tempo changes with an extension of ryder’s basic translation equation," Demography, Springer;Population Association of America (PAA), vol. 39(2), pages 269-285, May.
    6. Gunnar Andersson & Marit Rønsen & Lisbeth B. Knudsen & Trude Lappegård & Gerda Neyer & Kari Skrede & Kathrin Teschner & Andres Vikat, 2009. "Cohort fertility patterns in the Nordic countries," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 20(14), pages 313-352.
    7. Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
    8. Angela Luci & Olivier Thevenon, 2010. "Does economic development drive the fertility rebound in OECD countries?," Working Papers hal-00520948, HAL.
    9. Isabelle Bray, 2002. "Application of Markov chain Monte Carlo methods to projecting cancer incidence and mortality," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 51(2), pages 151-164, May.
    10. Renbao Chen & S. Morgan, 1991. "Recent Trends in the Timing of First Births in the United States," Demography, Springer;Population Association of America (PAA), vol. 28(4), pages 513-533, November.
    11. Samir Soneji & Gary King, 2011. "The future of death in America," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(1), pages 1-38.
    12. Tomáš Sobotka, 2008. "Overview Chapter 7: The rising importance of migrants for childbearing in Europe," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 19(9), pages 225-248.
    13. Scott Lynch, 2003. "Cohort and life-course patterns in the relationship between education and health: A hierarchical approach," Demography, Springer;Population Association of America (PAA), vol. 40(2), pages 309-331, May.
    14. Mikko Myrskylä & Joshua R. Goldstein & Yen-hsin Alice Cheng, 2013. "New Cohort Fertility Forecasts for the Developed World: Rises, Falls, and Reversals," Population and Development Review, The Population Council, Inc., vol. 39(1), pages 31-56, March.
    15. Angela Luci & Olivier Thevenon, 2010. "Does economic development drive the fertility rebound in OECD countries?," Working Papers hal-00520948, HAL.
    16. Renshaw, A.E. & Haberman, S., 2006. "A cohort-based extension to the Lee-Carter model for mortality reduction factors," Insurance: Mathematics and Economics, Elsevier, vol. 38(3), pages 556-570, June.
    17. Leontine Alkema & Adrian Raftery & Patrick Gerland & Samuel Clark & François Pelletier & Thomas Buettner & Gerhard Heilig, 2011. "Probabilistic Projections of the Total Fertility Rate for All Countries," Demography, Springer;Population Association of America (PAA), vol. 48(3), pages 815-839, August.
    18. Carter, Lawrence R. & Lee, Ronald D., 1992. "Modeling and forecasting US sex differentials in mortality," International Journal of Forecasting, Elsevier, vol. 8(3), pages 393-411, November.
    19. Pao-Chih Roger Cheng & Eric S. Lin, 2010. "Completing incomplete cohort fertility schedules," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 23(9), pages 223-256.
    20. David Bloom, 1982. "What’s happening to the age at first birth in the United States? A study of recent cohorts," Demography, Springer;Population Association of America (PAA), vol. 19(3), pages 351-370, August.
    21. Rachel Sullivan, 2005. "The age pattern of first-birth rates among U.S. women: The bimodal 1990s," Demography, Springer;Population Association of America (PAA), vol. 42(2), pages 259-273, May.
    22. Hans-Peter Kohler & Dimiter Philipov, 2001. "Variance effects in the bongaarts-feeney formula," Demography, Springer;Population Association of America (PAA), vol. 38(1), pages 1-16, February.
    23. Evert van Imhoff & Nico Keilman, 2000. "On the Quantum and Tempo of Fertility: Comment," Population and Development Review, The Population Council, Inc., vol. 26(3), pages 549-553, September.
    24. Yosihiko Ogata & Koichi Katsura & Niels Keiding & Claus Holst & Anders Green, 2000. "Empirical Bayes Age–Period–Cohort Analysis of Retrospective Incidence Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(3), pages 415-432, September.
    25. Mikko Myrskylä & Hans-Peter Kohler & Francesco C. Billari, 2009. "Advances in development reverse fertility declines," Nature, Nature, vol. 460(7256), pages 741-743, August.
    26. Volker Schmid & Leonhard Held, 2004. "Bayesian Extrapolation of Space–Time Trends in Cancer Registry Data," Biometrics, The International Biometric Society, vol. 60(4), pages 1034-1042, December.
    27. Tomas Frejka & Gérard Calot, 2001. "Cohort Reproductive Patterns in Low‐Fertility Countries," Population and Development Review, The Population Council, Inc., vol. 27(1), pages 103-132, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Mikko Myrskylä & Joshua R. Goldstein & Yen-hsin Alice Cheng, 2012. "New cohort fertility forecasts for the developed world," MPIDR Working Papers WP-2012-014, Max Planck Institute for Demographic Research, Rostock, Germany.
    2. Mikko Myrskyla & Hans-Peter Kohler & Francesco C. Billari, 2011. "High development and fertility: fertility at older reproductive ages and gender equality explain the positive link," Working Papers 049, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
    3. Cristina Rueda-Sabater & Pedro Alvarez-Esteban, 2008. "The analysis of age-specific fertility patterns via logistic models," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(9), pages 1053-1070.
    4. Arkadiusz Wiśniowski & Peter Smith & Jakub Bijak & James Raymer & Jonathan Forster, 2015. "Bayesian Population Forecasting: Extending the Lee-Carter Method," Demography, Springer;Population Association of America (PAA), vol. 52(3), pages 1035-1059, June.
    5. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    6. Rueda, Cristina & Rodríguez, Pilar, 2010. "State space models for estimating and forecasting fertility," International Journal of Forecasting, Elsevier, vol. 26(4), pages 712-724, October.
    7. Francesco Billari & Rebecca Graziani & Eugenio Melilli, 2014. "Stochastic Population Forecasting Based on Combinations of Expert Evaluations Within the Bayesian Paradigm," Demography, Springer;Population Association of America (PAA), vol. 51(5), pages 1933-1954, October.
    8. Rachel WINGENBACH & Jong-Min KIM & Hojin JUNG, 2020. "Living Longer in High Longevity Risk," JODE - Journal of Demographic Economics, Cambridge University Press, vol. 86(1), pages 47-86, March.
    9. Han Lin Shang & Heather Booth & Rob Hyndman, 2011. "Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 25(5), pages 173-214.
    10. Leontine Alkema & Adrian Raftery & Patrick Gerland & Samuel Clark & François Pelletier & Thomas Buettner & Gerhard Heilig, 2011. "Probabilistic Projections of the Total Fertility Rate for All Countries," Demography, Springer;Population Association of America (PAA), vol. 48(3), pages 815-839, August.
    11. Máire Ní Bhrolcháin, 2011. "Tempo and the TFR," Demography, Springer;Population Association of America (PAA), vol. 48(3), pages 841-861, August.
    12. Vanella, Patrizio & Deschermeier, Philipp, 2018. "A Probabilistic Cohort-Component Model for Population Forecasting - The Case of Germany," Hannover Economic Papers (HEP) dp-638, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    13. Booth, Heather, 2006. "Demographic forecasting: 1980 to 2005 in review," International Journal of Forecasting, Elsevier, vol. 22(3), pages 547-581.
    14. Fang, Lei & Härdle, Wolfgang Karl, 2015. "Stochastic population analysis: A functional data approach," SFB 649 Discussion Papers 2015-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    15. Katrien Antonio & Anastasios Bardoutsos & Wilbert Ouburg, 2015. "Bayesian Poisson log-bilinear models for mortality projections with multiple populations," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 485564, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
    16. Alan J. Auerbach & Ronald Lee, 2009. "Notional Defined Contribution Pension Systems in a Stochastic Context: Design and Stability," NBER Chapters, in: Social Security Policy in a Changing Environment, pages 43-68, National Bureau of Economic Research, Inc.
    17. Peter McDonald, 2013. "Societal foundations for explaining fertility: Gender equity," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 28(34), pages 981-994.
    18. repec:hum:wpaper:sfb649dp2008-052 is not listed on IDEAS
    19. Piotr Dominiak & Ewa Lechman & Anna Okonowicz, 2015. "Fertility Rebound And Economic Growth. New Evidence For 18 Countries Over The Period 1970–2011," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(1), pages 91-112, March.
    20. Hyndman, Rob J. & Booth, Heather, 2008. "Stochastic population forecasts using functional data models for mortality, fertility and migration," International Journal of Forecasting, Elsevier, vol. 24(3), pages 323-342.
    21. José A. Ortega & Hans-Peter Kohler, 2002. "Measuring low fertility: rethinking demographic methods," MPIDR Working Papers WP-2002-001, Max Planck Institute for Demographic Research, Rostock, Germany.

    More about this item

    Keywords

    fertility;

    JEL classification:

    • J1 - Labor and Demographic Economics - - Demographic Economics
    • Z0 - Other Special Topics - - General

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:dem:wpaper:wp-2012-003. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Peter Wilhelm (email available below). General contact details of provider: https://www.demogr.mpg.de/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.