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Notes -
The thing is, though, that when you look at a map showing European TFR's by region, the Swedish (and French) TFR's are also quite healthy in regions that don't contain the major cities of these countries (ie. where one would expect most of the migrants to live). Ie. the Swedish TFR is healthy all over the map of Sweden, not just in Stockholm, Göteborg and Malmö (it's slightly lower in Stockholm country than elsewhere, though of course that's general urban fertility heat sink effect for you.)
There's actually quite a lot of immigrant fertility research from Sweden, and at least according to this study, when it comes to immigrant descendants born in Sweden, their fertility is actually slightly lower than those born of Sweden of two Swedish-born parents, though of course there is some fluctucation by group.
Sweden and France both have ultra-high fertility rate native religious minorities that are most common in rural regions and smaller cities.
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Well, to some extent - Stockholm and Skåne (containing Malmö) tops the charts, but Västmanland, Södermanland and Kronoberg beats Västra Götaland (containing Göteborg). Apart from Stockholm, immigrant populations really only start significantly decreasing as you travel north - which to be fair did also have a high TFR according to your image.
I would also add that the Swedish TFR has declined significantly since 2016 (as your paper says: roller coaster fertility).
I only scanned the study quickly, but - interesting! Combining mine and your sources (here we go again with the different time periods and definitions.. Caution!), "full-Swedish" women beat those born in Sweden but with foreign backgrounds, but that group as a whole gets beaten quite handily by foreign-born women.
An updated version of that study would be welcome considering the paper mostly uses data sources from 2014 or earlier, but I feel I'm already spending too much time on this topic - there are many other factors far more influential on mine and the country's futures.
Both the roller-coaster fertility and this trend are explainable by women immigrating from high-fertility countries continuing to have an elevated fertility after immigrating, but in time acculturating to a lower fertility, and particularly their children doing so. The peaks in fertility rate seem to correspond with equivalent immigration peaks. Of course, one question then is whether this will be affected by the fact that many high-fertility countries, such as in the Middle East have been trending down heavily in fertility, too.
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