DOI :10.26650/B/SS10.2021.013.32   IUP :10.26650/B/SS10.2021.013.32    Full Text (PDF)

Smooth Breaks and Mean Reversion in Infant Mortality Rates

Veli YılancıEsra 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.


  • Becker, R., Enders, W., & Lee, J. (2006). A stationarity test in the presence of an unknown number of smooth breaks. Journal of Time Series Analysis, 27(3), 381-409. google scholar
  • Bishai, D., Opuni, M., & Poon, A. (2007). Does the Level of Infant Mortality Affect the Rate of Decline? Time Series Data From 21 Countries. Economics and Human Biology, 5, 74-81. google scholar
  • Bishai, D., & Opuni, M. (2009). Are Infant Mortality Rate Declines Exponential? The General Pattern of 20th Century Infant Mortality Rate Decline. Population Health Metrics, 7-13. google scholar
  • Bloom, D.E., & Canning, D. (2000). The Health and Wealth of Nations. Science, 287, 1207-1209. google scholar
  • Bozoklu, S., Yilanci, V., & Gorus, M. S. (2020). Persistence in per capita energy consumption: A fractional integration approach with a Fourier function. Energy Economics, 91, 104926. google scholar
  • Caporale, G. M., & Gil-Alana, L. A. (2015). Infant Mortality Rates: Time Trends and Fractional Integration. Journal ofApplied Statistics, 42(3), 589-602. google scholar
  • Christopoulos, D. K., & Leon-Ledesma, M. A. (2011). International output convergence, breaks, and asymmetric adjustment. Studies in Nonlinear Dynamics & Econometrics, 15(3). google scholar
  • Enders, W., & Lee, J. (2012). A unit root test using a Fourier series to approximate smooth breaks. Oxford Bulletin ofEconomics and Statistics, 74(4), 574-599. google scholar
  • Ergin, I., & Hassoy, H. (2011). Inequalities in Infant Mortality: An Evaluation of the Situation in the World and Turkey. İzmir Dr. Behçet Uz Çocuk Hastanesi Dergisi, 1(3), 98-104. google scholar
  • Gil-Alana, L. A., Cunado, J., & Rangan, G. (2017). Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates. Social Indicators Research, 131, 393-405. google scholar
  • Hunt, E. P., & Chenoweth, A.D. (1961). Recent Trends in Infant Mortality in The United States. A.J.P.H., 51(2), 190-207. google scholar
  • Ludlow, J., & Enders, W. (2000). Estimating non-linear ARMA models using Fourier coefficients. International Journal ofForecasting, 16(3), 333-347. google scholar
  • Lusting, N. (2004). Investing in Health for Economic Development. 1 st ed, Mexico. google scholar
  • Omay, T. (2015). Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing. Economics letters, 134, 123-126. google scholar
  • Perron, P. (1989). The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis. Econometrica: Journal of the Econometric Society, 1361-1401. google scholar
  • Ram, R. (2011). Relation Between Levels of Infant -, child- and Maternal-Mortality and Their Rates of Decline. International Journal ofSocial Economics, 37(5), 374-383. google scholar
  • Rydell, L. H. (1976). Trends in Infant Mortality: Medical Advances or Socio-economic Changes. Acta Sociologica, 19(2), 147-168. google scholar
  • UNICEF. (2011). Levels and Trends in Child Mortality. Report 2011-Estimates Developed by the UN Inter Agency Group for Child Mortality Estimation. google scholar


Istanbul University Press aims to contribute to the dissemination of ever growing scientific knowledge through publication of high quality scientific journals and books in accordance with the international publishing standards and ethics. Istanbul University Press follows an open access, non-commercial, scholarly publishing.