A fractional integration analysis of the population in some OECD countries

In this article we examine the degree of persistence of the population series in 19 OECD countries during the period 1948-2000 by means of using fractionally integrated techniques. We use a parametric procedure due to Robinson (1994) that permits us to test I(d) statistical models. The results show that the order of integration of the series substantially varies across countries and also depending on how we specify the I(0) disturbances. Overall, Germany and Portugal present the smallest degrees of integration while population in Japan appears as the most non-stationary series.