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http://bura.brunel.ac.uk/handle/2438/26804| Title: | Persistence in UK historical data on life expectancy |
| Authors: | Caporale, GM Infante, J del Rio, M Gil-Alana, LA |
| Keywords: | life expectancy;long memory;fractional integration |
| Issue Date: | 21-Jul-2023 |
| Publisher: | Springer Nature |
| Citation: | Caporale, G.M. et al. (2023) 'Persistence in UK historical data on life expectancy', Population Research and Policy Review, 42, 66, pp. 1 - 11. doi: 10.1007/s11113-023-09813-y. |
| Abstract: | Copyright © 2023 The Author(s). 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 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 to the series are transitory though persistent, which is useful information for policy makers whose task is to take appropriate measures to increase life expectancy. |
| Description: | This paper was developed from CESifo Working Paper No. 10287 available at https://www.cesifo.org/DocDL/cesifo1_wp10287.pdf. Data availability: Data used in this research are available from the authors upon request. Data availability: Data used in this research are available from the authors upon request. |
| URI: | https://bura.brunel.ac.uk/handle/2438/26804 |
| DOI: | https://doi.org/10.1007/s11113-023-09813-y |
| ISSN: | 0167-5923 |
| Other Identifiers: | ORCID iD: Guglielmo Maria Caporale https://orcid.org/0000-0002-0144-4135 ORCID iD: Luis A. Gil-Alana http://orcid.org/0000-0002-5760-3123 66 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
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|---|---|---|---|---|
| FullText.pdf | Copyright © 2023 The Author(s). Rights and permissions: Open Access. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit https://creativecommons.org/licenses/by/4.0/. | 860.31 kB | Adobe PDF | View/Open |
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