NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Causation Among Socioeconomic Time-Series

Robert T. Michael

NBER Working Paper No. 246
Issued in May 1978

Using annual U. S. time series data from 1950-1974, formal tests of causation are performed among three socioeconomic phenomena: women's labor force participation rates, fertility rates, and divorce rates. Box-Jenkins and other techniques are employed with Granger-Sims type definition of causation based on leads and lags. Women's labor force participation appears to be causally prior to both fertility and divorce; the direction of effect on fertility is negative and on divorce, positive. Additional tests with alternative definitions of variables and a longer (1924-1974) time span also exhibit causal influence from fertility to divorce (with no feedback). When per capita income is also tested for causal influence, it, too, appears causally prior to fertility and divorce.

download in pdf format
   (192 K)

email paper

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/w0246

Users who downloaded this paper also downloaded* these:
Manning and Mullahy t0246 Estimating Log Models: To Transform or Not to Transform?
Kearney and Levine w13436 Socioeconomic Disadvantage and Early Childbearing
Halac and Yared w18545 Fiscal Rules and Discretion under Persistent Shocks
Rajan and Zingales w8178 The Great Reversals: The Politics of Financial Development in the 20th Century
 
Publications
Activities
Meetings
NBER Videos
Themes
Data
People
About

National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us