Obviously there are exceptions. And some countries, including Germany, are trying to snipe highly educated immigrants, which would of course earn decent wages. But not everybody falls into that category.
Usually people from other countries will have a tougher time on the domestic job market, and there's a good chance your real spending power is less than it was before.
The question should rather be where to go to today. Yes, the purchasing power in Sweden is more than double that of Romania, but that's based on gross national income per capita.
