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

Bulletin of Economic Research, December 2011

33 Pages Posted: 21 Dec 2011

See all articles by Zeynel Abidin Ozdemir

Zeynel Abidin Ozdemir

Economic Research Forum (ERF); IZA Institute of Labor Economics

Mehmet Balcilar

University of New Haven

Aysit Tansel

Middle East Technical University (METU) - Department of Economics; IZA Institute of Labor Economics; Economic Research Forum (ERF)

Multiple version iconThere are 2 versions of this paper

Date Written: May 18, 2011

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

JEL Classification: C22, E24, J16, J21

Suggested Citation

Ozdemir, Zeynel Abidin and Balcilar, Mehmet and Tansel, Aysit, International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? (May 18, 2011). Bulletin of Economic Research, December 2011, Available at SSRN: https://ssrn.com/abstract=1946027

Zeynel Abidin Ozdemir

Economic Research Forum (ERF) ( email )

21 Al-Sad Al-Aaly St.
(P.O. Box: 12311)
Dokki, Cairo
Egypt

IZA Institute of Labor Economics ( email )

P.O. Box 7240
Bonn, D-53072
Germany

Mehmet Balcilar

University of New Haven ( email )

300 Boston Post Road
West Haven, CT 06516
United States

HOME PAGE: http://www.mbalcilar.net

Aysit Tansel (Contact Author)

Middle East Technical University (METU) - Department of Economics ( email )

Inonu Bulvari
Ankara 06800
Turkey
90 312 210 2073 (Phone)
90 312 210 7964 (Fax)

IZA Institute of Labor Economics

P.O. Box 7240
Bonn, D-53072
Germany

Economic Research Forum (ERF) ( email )

21 Al-Sad Al-Aaly St.
(P.O. Box: 12311)
Dokki, Cairo
Egypt

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