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International Labour Force Participation Rates By Gender: Unit Root Or Structural Breaks?

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  • Zeynel Abidin Ozdemir
  • Mehmet Balcilar
  • Aysit Tansel

Abstract

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.

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File URL: http://hdl.handle.net/10.1111/j.1467-8586.2011.00419.x
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Bibliographic Info

Article provided by Wiley Blackwell in its journal Bulletin of Economic Research.

Volume (Year): 65 (2013)
Issue (Month): (05)
Pages: s142-s164

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Handle: RePEc:bla:buecrs:v:65:y:2013:i::p:s142-s164

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References

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Cited by:
  1. Cengiz, Sibel & Sahin, Afsin, 2013. "Modelling Nonlinear Behavior of Labor Force Participation Rate by STAR: An Application for Turkey," MPRA Paper 47805, University Library of Munich, Germany, revised 07 May 2013.
  2. Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," MPRA Paper 40572, University Library of Munich, Germany.

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