This paper models relationships between trends in cause of death mortality rates for five main causes of death (circulatory system, cancer, respiratory system, external causes, infectious and parasitic diseases) across nine major countries (USA, Australia, Switzerland, Japan, Singapore, Italy, Norway, Sweden, UK). Trends and relationships between mortality rates for causes of death are important
... [Show full abstract] since these trends are hidden in aggregate data. Vector Error Correction Models (VECM) are used to model the common trends in causes of death by country. A VECM is a multivariate dynamic system allowing for long-run relationships between variables and common stochastic trends. The paper demonstrates that mortality rates by causes of death have common stochastic trends in many countries but these also differ across countries highlighting the potential for geographical diversification of mortality trends. The results confirm long-run relationships exist between the five main causes of death, indicating dependence between these competing risks. Cause of death analysis provides valuable information that can improve the estimation of aggregate mortality trends.
