Ekonometride Güncel Yöntemler ve Uygulamalar

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DOI :10.26650/B/SS10.2021.013.32   IUP :10.26650/B/SS10.2021.013.32    Tam Metin (PDF)

Smooth Breaks and Mean Reversion in Infant Mortality Rates

Veli Yılancı, Esra Canpolat Gökçe

In this study, we examine the time series characteristics of infant mortality rates (IMR) of 33 countries by employing the Fourier augmented Dickey-Fuller test with fractional frequencies (FFADF) to allow multiple temporary and permanent smooth structural breaks. The main results of the study show that Fourier functions are significant in 22 countries, that is, we must consider multiple smooth changes when testing the stationarity of these variables, so we apply the FFADF unit root test to examine the stationarity of the IMRs for these countries and the ADF unit root test for the remaining countries. The results show that the IMR series of 20 countries are stationary; that is, shocks have an only transitory effect on the IMR. Policymakers in the health sector should consider the integration levels of IMR since policy interventions have a transitory effect if the IMR is stationary.


Anahtar Kelimeler: Fourier Functions, Infant Mortality Rates, Smooth Breaks

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