IDEAS home Printed from https://ideas.repec.org/a/jns/jbstat/v219y1999i3-4p298-307.html
   My bibliography  Save this article

Weibliche Haushaltsvorstände – Ein Phänomen sich ändernder Haushaltsstrukturen oder Neudefinition tradierter Rollenbilder? / Changing Household Composition and Female Household Heads – Causes and Implications

Author

Listed:
  • Eberharter Veronika V.

    () (Universität Innsbruck, SOWI – Fakultät, Institut für Wirtschaftstheorie und Wirtschaftspolitik, Universitätsstraße 15, A-6020 Innsbruck)

Abstract

Labor market investigations attribute the weak labor force participation of German women to traditional role patterns. This article explores whether this interpretation can be confirmed by an alternate indicator - the proportion of female household-heads. Using PSID-GSOEP panel data, changes in the proportion of female household-heads are decomposed into changes in household composition (structural effect) and changes in role patterns (emancipatory effect). The empirical results indicate traditional role patterns to be more likely in US than in German partner-households. Both the increasing numbers of female headed households and the high emancipatory effect point to a redefinition of traditional role patterns in Germany. On the other hand bivariate as well as multivariate approaches prove only a weak causal relationship between the gender of household head and age, education-level and employment-level of both partners.

Suggested Citation

  • Eberharter Veronika V., 1999. "Weibliche Haushaltsvorstände – Ein Phänomen sich ändernder Haushaltsstrukturen oder Neudefinition tradierter Rollenbilder? / Changing Household Composition and Female Household Heads – Causes and Impl," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 219(3-4), pages 298-307, June.
  • Handle: RePEc:jns:jbstat:v:219:y:1999:i:3-4:p:298-307
    as

    Download full text from publisher

    File URL: https://www.degruyter.com/view/j/jbnst.1999.219.issue-3-4/jbnst-1999-3-405/jbnst-1999-3-405.xml?format=INT
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
    2. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.
    3. Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., pages 511-525.
    4. Jeroen J. M. Kremers & Neil R. Ericsson & Juan J. Dolado, 1992. "The power of cointegration tests," International Finance Discussion Papers 431, Board of Governors of the Federal Reserve System (U.S.).
    5. Gerd Hansen, 1996. "The domestic term structure and international interest rate linkages: A cointegration analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), pages 675-689.
    6. Granger, Clive W. J. & Terasvirta, Timo, 1993. "Modelling Non-Linear Economic Relationships," OUP Catalogue, Oxford University Press, number 9780198773207.
    7. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    8. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
    9. Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
    10. Van Dijk, Dick & Franses, Philip Hans & Lucas, Andre, 1999. "Testing for Smooth Transition Nonlinearity in the Presence of Outliers," Journal of Business & Economic Statistics, American Statistical Association, pages 217-235.
    11. Hall, Anthony D & Anderson, Heather M & Granger, Clive W J, 1992. "A Cointegration Analysis of Treasury Bill Yields," The Review of Economics and Statistics, MIT Press, pages 116-126.
    Full references (including those not matched with items on IDEAS)

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:jns:jbstat:v:219:y:1999:i:3-4:p:298-307. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Golla). General contact details of provider: https://www.degruyter.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.