International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?

Arbeitspapier

This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the procedure of Gil-Alana (2008) for single structural break to the case of multiple structural breaks at endogenously determined dates using the principles suggested by Bai and Perron (1998). We use the Robinson (1994) LM test to determine the fractional order of integration. We find that endogenously determined structural breaks render the total, female and male LFPR series stationary or at best mean-reverting.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Discussion Paper ; No. 2011/8

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes ; Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity ; Economics of Gender; Non-labor Discrimination ; Labor Force and Employment, Size, and Structure
• Thema: Labour Force Participation Rates ; Gender ; Fractional Integration ; Structural Breaks ; Erwerbstätigkeit ; Geschlecht ; Unit Root Test ; Strukturbruch ; Schätzung ; Australien ; Kanada ; USA

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Ozdemir, Zeynel Abidin ; Balcilar, Mehmet ; Tansel, Aysit
• Ereignis: Veröffentlichung
• (wer): Turkish Economic Association
• (wo): Ankara
• (wann): 2011

Weitere Informationen

• Handle: http://hdl.handle.net/10419/81655
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ