Abstract

This paper explores the frequency of permanent shocks in divorce rates for 16 European countries during the period 1930–2006. We examine whether the divorce rate is a stationary series, exhibits a unit root, or is stationary around a process subject to structural breaks. A clear finding from this analysis is that not all shocks have transitory effects on the divorce rate. Our results provide evidence of both stationarity around occasional shocks that have permanent effects, and of a unit root, where all shocks have a permanent effect on the divorce rate. All of the permanent shocks are positive, and most are grouped in the 1970s. These shocks can be related to major events that occurred throughout Europe at that time: the divorce law reforms, suggesting that those policies play an important role in the movement of European divorce rates.

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