Persistence in UK Historical Data on Life Expectancy
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ISSN: 2364-1428
DOI: 10.2139/ssrn.4368216
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2023Citación
Caporale, Guglielmo Maria and Infante, Juan and Rio, Marta del and Gil-Alana, Luis A., Persistence in UK Historical Data on Life Expectancy (2023). CESifo Working Paper No. 10287, Available at SSRN: https://ssrn.com/abstract=4368216
Resumen
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. The results indicate that the former exhibits an upward trend and is persistent but mean reverting; the same holds for the latter, though its degree of persistence is higher. Similar results are obtained for the logged values. On the whole, this evidence suggests that the effects of shocks ...
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preprint