Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques

Authors

• Boss K.
• Gröger A.
• Heidland T.
• Krüger F.
• Zheng C.

Publication Date

DOI

10.1093/jeg/lbae023

Related Topics

We develop monthly refugee flow forecasting models for 150 origin countries to the EU27, using machine learning and high-dimensional data, including digital trace data from Google Trends. Comparing different models and forecasting horizons and validating them out-of-sample, we find that an ensemble forecast combining Random Forest and Extreme Gradient Boosting algorithms consistently outperforms for forecast horizons between 3 to 12 months. For large refugee flow corridors, this holds in a parsimonious model exclusively based on Google Trends variables, which has the advantage of close-to-real-time availability. We provide practical recommendations about how our approach can enable ahead-of-period refugee forecasting applications.

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