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

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  • Zeynel Abidin Ozdemir

    (Gazi University)

  • Mehmet Balcilar

    (Eastern Mediterranean University)

  • Aysit Tansel

    (Middle East Technical University)

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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Bibliographic Info

Paper provided by Turkish Economic Association in its series Working Papers with number 2011/8.

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Length: 34 pages
Date of creation: 2011
Date of revision:
Handle: RePEc:tek:wpaper:2011/8

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Keywords: Labour Force Participation Rates; Gender; Fractional Integration; Structural Breaks;

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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. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," ERC Working Papers 1206, ERC - Economic Research Center, Middle East Technical University, revised Aug 2012.

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