Revista Desarrollo y Sociedad logo

Desarro. soc. | eISSN 1900-7760 | ISSN 0120-3584

Relación predictiva no lineal entre el PIB per cápita y la tasa de mortalidad: caso de estudio Reino Unido

No. 93 (2023-03-03)
  • Orlando Joaqui-Barandica
    Universidad del Valle
  • Oscar W. Orozco Cerón
    Universidad del Valle

Resumen

Diversos autores han estudiado la hipótesis del cambio en las tasas de mortalidad, en algunos casos evidenciando un decrecimiento, relacionando su comportamiento con diferentes factores, entre ellos el crecimiento económico. Esta investigación aplica un cross-quantilogram para examinar la relación existente entre el producto interno bruto (PIB) per cápita y la tasa de mortalidad para hombres y mujeres tomando como caso de estudio el Reino Unido. El objetivo es mostrar que existen asociaciones entre diferentes cuantiles de las variables estudiadas. Se constatan asociaciones asimétricas, los resultados demuestran que hay un mayor impacto del PIB per cápita sobre la tasa de mortalidad, en comparación con la relación contraria. En el caso de mujeres y hombres los cuantiles altos de crecimiento económico tienen mayor impacto en reducción de las tasas de mortalidad respecto a cuantiles bajos del crecimiento económico, esto puede ser un factor atribuible a la fuerza laboral altamente cargada a los hombres.

Palabras clave: asimetría, cuantilograma cruzado, crecimiento económico, demografía, Reino Unido

Referencias

Bahadir, B. & Lastrapes, W. D. (2015). Emerging market economies and the world interest rate. Journal of International Money and Finance, 58, 1-28. https://doi.org/10.1016/j.jimonfin.2015.08.001

Baumöhl, E. & Lyócsa, Š. (2017). Directional predictability from stock market sector indices to gold: a cross-quantilogram analysis. Finance Research Letters, 23, 152-164. https://doi.org/10.1016/j.frl.2017.02.013

Belliard, M. & Williams, I. (2013). Proyección estocástica de la mortalidad. Una aplicación de Lee-Carter en la Argentina. Revista Latinoamericana de Población, 7(13), 129-148. https://doi.org/10.31406/relap2013.v7.i2.n13.6

Bhargava, A., Jamison, D. T., Lau, L. J. & Murray, C. J. L. (2001). Modeling the effects of health on economic growth. Journal of Health Economics, 20(3), 423-440. https://doi.org/10.1016/S0167-6296(01)00073-X

Birchenall, J. A. (2007). Economic development and the escape from high mortality. World Development, 35(4), 543-568. https://doi.org/10.1016/j.worlddev.2006.06.003

Bloom, D., Canning, D. & Sevilla, J. (2004). The effect of health on economic growth: a production function approach. World Development, 32(1), 1-13.

Brenner, M. H. (2005). Commentary: economic growth is the basis of mortality rate decline in the 20th century - Experience of the United States 1901-2000. International Journal of Epidemiology, 34(6), 1214-1221. https://doi.org/10.1093/ije/dyi146

Cambría, D. (2012). Mortalidad como indicador económico y social. Argentina y América Latina. Revista de Salud Pública, 16(2), 57-66.

Costa, D. & Steckel, R. H. (1997). Long-term trends in health, welfare, and economic growth in the United States. En R. H. Steckel & R. Floud (Eds.), Health and Welfare During Industrialisation (pp. 47-90). University of Chicago Press.

Crimmins, E. M., Shim, H., Zhang, Y. S. & Kim, J. K. (2019). Differences between men and women in mortality and the health dimensions of the morbidity process. Clinical Chemistry, 65(1), 135-145. https://doi.org/10.1373/clinchem.2018.288332

De la Croix, D. & Licandro, O. (1999). Life expectancy and endogenous growth. Economics Letters, 65(2), 255-263. https://doi.org/10.1016/s0165-1765(99)00139-1

Embrechts, P., Resnick, S. I. & Samorodnitsky, G. (1999). Extreme value theory as a risk management tool. North American Actuarial Journal, 3(2), 30-41. https://doi.org/10.1080/10920277.1999.10595797

Fama, E. F. (1965). The behavior of stock-market prices. The Journal of Business, 38(1), 34-105. https://doi.org/10.1086/294743

González, F. & Quast, T. (2011). Macroeconomic changes and mortality in Mexico. Empirical Economics, 40(2), 305-319. https://doi.org/10.1007/s00181-010-0360-0

Granger, C. W. J. (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37(3), 424-438. https://doi.org/10.2307/1912791

Han, R., Wang, H., Hu, Z. Z., Kumar, A., Li, W., Long, L. N., Schemm, J. K. E., Peng, P., Wang, W., Si, D., Jia, X., Zhao, M., Vecchi, G. A., LaRow, T. E., Lim, Y. K., Schubert, S. D., Camargo, S. J., Henderson, N., Jonas, J. A. & Walsh, K. J. E. (2016). An assessment of multimodel simulations for the variability of Western North Pacific tropical cyclones and its association with ENSO. Journal of Climate, 29(18), 6401-6423. https://doi.org/10.1175/JCLI-D-15-0720.1

Hanewald, K. (2011). Explaining mortality dynamics: the role of macroeconomic fluctuations and cause of death trends. North American Actuarial Journal, 290-314. https://doi.org/10.1080/10920277.2011.10597622

Hotelling, H. (1933). Analysis of a complex of statistical variables into principal components. Journal of Educational Psychology, 24(6), 417-441. https://doi.org/10.1037/h0071325

Ibragimov, R. (2009). Copula-based characterizations for higher order markov processes. Econometric Theory, 25(3), 819-846. https://doi.org/10.1017/S0266466609090720

Ibragimov, R., Jaffee, D. & Walden, J. (2009). Nondiversification traps in catastrophe insurance markets. Review of Financial Studies, 22(3), 959-993. https://doi.org/10.1093/rfs/hhn021

Jeune, B. (2007). Explanation of the decline in mortality among the oldest-old: the impact of circulatory diseases. En J. M. Robine, E. M. Crimmins, S. Horiuchi & Z. Yi (Eds.), Human Longevity, Individual Life Duration, and the Growth of the Oldest-Old Population (pp. 357-394). Springer. https://doi.org/10.1007/978-1-4020-4848-7_16

Khemka, G. & Roberts, S. (2015). Impact of economic cycles on mortality: the Australian context. Journal of Population Research, 32(2), 139-155. https://doi.org/10.1007/s12546-015-9146-8

Koenker, R. & Bassett, G. (1978). Regression quantiles. Econometrica, 46(1), 33-50. https://doi.org/10.2307/1913643

Lee, R. D. & Carter, L. R. (1992). Modeling and forecasting U. S. mortality. Journal of the American Statistical Association, 87(419), 659-671. https://doi.org/10.2307/2290201

Linton, O. & Whang, Y. J. (2007). The quantilogram: with an application to evaluating directional predictability. Journal of Econometrics, 141(1), 250-282. https://doi.org/10.1016/j.jeconom.2007.01.004

Mandelbrot, B. (1963). The variation of certain speculative prices. The Journal of Business, 36(4), 394-419. https://doi.org/10.1086/294632

Neumayer, E. (2004). Recessions lower (some) mortality rates: evidence from Germany. Social Science and Medicine, 58(6), 1037-1047. https://doi.org/10.1016/S0277-9536(03)00276-4

Niu, G. & Melenberg, B. (2014). Trends in mortality decrease and economic growth. Demography, 51(5), 1755-1773. https://doi.org/10.1007/s13524-014-0328-3

Pitacco, E., Denuit, M., Haberman, S. & Olivieri, A. (2009). Modelling Longevity Dynamics for Pensions and Annuity Business. Oxford University Press.

Politis, D. N. & Romano, J. P. (1994). The stationary bootstrap. Journal of the American Statistical Association, 89(428), 1303-1313. https://doi.org/10.1080/01621459.1994.10476870

Preston, S. H. (1975). The changing relation between mortality and level of economic development. Population Studies, 29(2), 231-248. https://doi.org/10.1080/00324728.1975.10410201

Pritchett, L. & Summers, L. H. (1996). Wealthier is healthier. The Journal of Human Resources, 31(4), 841-868.

Rachev, S. T. & Mittnik, S. (2000). Stable Paretian Models in Finance. Wiley.

Ruhm, C. J. (2000). Are recessions good for your health? Quarterly Journal of Economics, 115(2), 617-650. https://doi.org/10.1162/003355300554872

Shiller, R. J. (1973). A distributed lag estimator derived from smoothness priors. Econometrica, 41(4), 775-788. https://doi.org/10.2307/1914096

Svensson, M. & Krüger, N. (2010). Mortality and economic fluctuations. Journal of Population Economics, 25(4), 1215-1235. https://doi.org/https://doi.org/10.1007/s00148-010-0342-8

Swift, R. (2011). The relationship between health and GDP in OECD countries in the very long run. Health Economics, 20(3), 306-322. https://doi.org/10.1002/hec.1590

Tapia-Granados, J. A. (2005). Recessions and mortality in Spain, 1980-1997. European Journal of Population, 21(4), 393-422. https://doi.org/10.1007/s10680-005-4767-9

Uribe, J. M., Guillen, M. & Mosquera-López, S. (2018). Uncovering the nonlinear predictive causality between natural gas and electricity prices. Energy Economics, 74, 904-916. https://doi.org/10.1016/j.eneco.2018.07.025

Wold, H. (1966). Estimation of principal components and related models by iterative least squares. En P. R. Krishnaiah (Ed.), Multivariate Analysis (pp. 391-420). Academic Press.

Licencia

Derechos de autor 2023 Revista Desarrollo y Sociedad

Creative Commons License

Esta obra está bajo una licencia internacional Creative Commons Atribución-NoComercial-CompartirIgual 4.0.