Mortality (Dis)Similarities in the Context of Demographic Aging: The Countries of Ex-Yugoslavia

Generally, mortality declines at all ages, with varying intensities, as a result of heterogeneous factors affecting human lifespan. This paper considers switching regression estimation for six ex-Yugoslavian countries with the specification of a time-varying transition probability model of crude death rate. A two-state Markov switching means VAR estimates are used in which the mean growth rate of crude death rate is subject to regime switching, where the errors follow a constant transition probability. The UN data were employed consisting of the crude mortality rate series containing the log difference of yearly crude mortality rate in the six countries of ex-Yugoslavia for 1990–2021. The results show that the estimates of coefficients on the intercept in the mean equation both differ from zero in Bosnia & Herzegovina, Serbia, Montenegro, and Slovenia and are with opposite and statistically significant signs only for Montenegro and Slovenia. The transition probability summaries show a higher probability of remaining in the first high regime state for Macedonia, Serbia, and Bosnia & Herzegovina (0.96, 0.94, and 0.87, respectively). The higher probability of remaining in the second low-medium regime state was found in Slovenia, Croatia, and Montenegro (0.96, 0.87, and 0.56, respectively). The appropriate expected durations in the first regime are approximately 26.41, 16.19, and 7.78 years for Macedonia, Serbia, and Bosnia & Herzegovina, and 28.30, 7.80, and 2.28 years were the corresponding expected durations in the second regime for Slovenia, Croatia, and Montenegro.