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Breaks in the Breaks: A Time-Series Analysis of Divorce Rates

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Author Info
González-Val, Rafael
Marcén, Miriam

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Abstract

The economic literature examining changes in divorce rates is not conclusive since legal reforms have been found to have permanent, transitory or no effect on divorce rates. This paper studies differences in divorce rates among 16 European countries from 1930 to 2006, by exploiting time-series analysis. We find that 37.5% of the divorce rate’s series are stationary, so that any shock had a transitory effect. However, we also detect structural breaks in the average divorce rate for each country that are endogenously located very close to the year of the divorce law legislation (the same year or some years later).

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File URL: http://mpra.ub.uni-muenchen.de/14851/
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 14851.

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Date of creation: 31 Jan 2009
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Handle: RePEc:pra:mprapa:14851

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Keywords: Divorce rate; unit root; structural break;

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
J12 - Labor and Demographic Economics - - Demographic Economics - - - Marriage; Marital Dissolution; Family Structure
K36 - Law and Economics - - Other Substantive Areas of Law - - - Family and Personal Law
J18 - Labor and Demographic Economics - - Demographic Economics - - - Public Policy

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  3. Betsey Stevenson & Justin Wolfers, 2006. "Bargaining in the Shadow of the Law: Divorce Laws and Family Distress," The Quarterly Journal of Economics, MIT Press, vol. 121(1), pages 267-288, 02. [Downloadable!] (restricted)
    Other versions:
  4. Perron, Pierre & Vogelsang, Timothy J, 1992. "Nonstationarity and Level Shifts with an Application to Purchasing Power Parity," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 301-20, July.
    Other versions:
  5. Ellman, Ira Mark & Lohr, Sharon L., 1998. "Dissolving the relationship between divorce laws and divorce rates," International Review of Law and Economics, Elsevier, vol. 18(3), pages 341-359, September. [Downloadable!] (restricted)
  6. Levin, Andrew & Lin, Chien-Fu & James Chu, Chia-Shang, 2002. "Unit root tests in panel data: asymptotic and finite-sample properties," Journal of Econometrics, Elsevier, vol. 108(1), pages 1-24, May. [Downloadable!] (restricted)
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  7. Johnson, William R & Skinner, Jonathan, 1986. "Labor Supply and Marital Separation," American Economic Review, American Economic Association, vol. 76(3), pages 455-69, June. [Downloadable!] (restricted)
  8. Clark, Simon, 1999. "Law, Property, and Marital Dissolution," Economic Journal, Royal Economic Society, vol. 109(454), pages C41-54, March. [Downloadable!] (restricted)
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  9. Clemente, Jesus & Montanes, Antonio & Reyes, Marcelo, 1998. "Testing for a unit root in variables with a double change in the mean," Economics Letters, Elsevier, vol. 59(2), pages 175-182, May. [Downloadable!] (restricted)
  10. Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2003. "Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, vol. 115(1), pages 53-74, July. [Downloadable!] (restricted)
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  11. Giulio Fella & Paola Manzini & Marco Mariotti, 2004. "Does Divorce Law Matter?," Journal of the European Economic Association, MIT Press, vol. 2(4), pages 607-633, 06. [Downloadable!] (restricted)
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  12. M. Hashem Pesaran, 2007. "A simple panel unit root test in the presence of cross-section dependence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 265-312. [Downloadable!]
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  13. Michael, Robert T, 1985. "Consequences of the Rise in Female Labor Force Participation Rates: Questions and Probes," Journal of Labor Economics, University of Chicago Press, vol. 3(1), pages S117-46, January. [Downloadable!] (restricted)
  14. Brinig, Margaret F. & Buckley, F. H., 1998. "No-fault laws and at-fault people," International Review of Law and Economics, Elsevier, vol. 18(3), pages 325-340, September. [Downloadable!] (restricted)
  15. Becker, Gary S & Landes, Elisabeth M & Michael, Robert T, 1977. "An Economic Analysis of Marital Instability," Journal of Political Economy, University of Chicago Press, vol. 85(6), pages 1141-87, December. [Downloadable!] (restricted)
  16. Allen, Douglas W, 1992. "Marriage and Divorce: Comment," American Economic Review, American Economic Association, vol. 82(3), pages 679-85, June. [Downloadable!] (restricted)
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