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

Zeynel Ozdemir (), Mehmet Balcilar and Aysıt Tansel ()

No 1105, ERC Working Papers from ERC - Economic Research Center, 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.

Keywords: Labour Force Participation Rates; Gender; Fractional Integration; Structural Breaks (search for similar items in EconPapers)
JEL-codes: C22 E24 J16 J21 (search for similar items in EconPapers)
Pages: 31 pages
Date: 2011-10, Revised 2011-10
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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http://erc.metu.edu.tr/en/system/files/menu/series11/1105.pdf First version, 2011 (application/pdf)

Related works:
Journal Article: INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? (2013)
Working Paper: International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? (2011)
Working Paper: International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? (2011)
Working Paper: International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? (2011)
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