The Short-Run and Long-Run Relationships between Mortality and the Business Cycle in Canada

Table 1

Phillip-Perron stationarity test.

(a) Stationarity test in levels

Variable	PP statistic	PP critical value (5%)
Death rate	−1.1822	−3.4904
Unemployment rate	−1.9982	−2.9737
Real GDP per capita	−2.2823	−3.4904
Real health expenditure per capita	−1.7556	−3.4904
Female death rate	−2.4057	−3.4904
Male death rate	−2.0220	−3.4904

(b) Stationarity test in first difference

Variable	PP statistic	PP critical value (5%)
Death rate	−7.9970	−2.9146
Unemployment rate	−5.8568	−2.9146
Real GDP per capita	−5.4436	−2.9146
Real health expenditure per capita	−5.3781	−2.9146
Female death rate	−9.3015	−2.9146
Male death rate	−5.9515	−2.9146