Persistence in UK Historical Data on Life Expectancy

Guglielmo Maria Caporale, Juan Infante, Marta del Rio and Luis Gil-Alana

No 10287, CESifo Working Paper Series from CESifo

Abstract: 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 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.

Keywords: life expectancy; long memory; fractional integration (search for similar items in EconPapers)
JEL-codes: C22 C40 D60 (search for similar items in EconPapers)
Date: 2023
New Economics Papers: this item is included in nep-his
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Journal Article: Persistence in UK Historical Data on Life Expectancy (2023)
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_10287

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