Persistence in UK Historical Data on Life Expectancy
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Caporale, G.M., Infante, J., del Rio, M. et al. Persistence in UK Historical Data on Life Expectancy. Popul Res Policy Rev 42, 66 (2023). https://doi.org/10.1007/s11113-023-09813-y
This paper provides estimates of persistence in historical UK data on life expectancy applying fractional integration methods to both an annual series from 1842 to 2019 and a 5-year average from 1543 to 2019. This method is the most appropriate for our purposes since it is more general and flexible than the classical methods based on integer differentiation. The results indicate that the former exhibits an upward trend and is persistent but mean reverting; the same holds for the latter, though i ...