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Multiple Regime Shifts and the Effect of Changes in Leadership on the United States Supreme Court Dissent Rate
Abstract
In a previous issue of this journal, Smyth and Narayan (2004) examine structural change in the level of consensus on the High Court of Australia. In this article we adopt a similar strategy to that employed in Smyth and Narayan (2004) to estimate both the number and location of structural breaks in concurring and dissenting opinions on the U.S. Supreme Court. Although it has commonly been believed that there has been one regime shift on the U.S. Supreme Court, corresponding to the breakdown in the consensual norm in the 1930s or 1940s, we find that there have been three breaks in consensus. We find that two of the three breaks in dissenting opinions correspond closely to the beginning of the terms of Taney and Stone as Chief Justice, with the third occurring in the middle of Chase’s term. We find that two of the three breaks in concurring opinions corre- spond closely to the beginning of the terms of Taney and Hughes and that the third break in concurring opinions occurs in the middle of the Warren Court.
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Studies of decision making on the modern Supreme Court have drawn on readily available empirical data to explore the details of how the Court conducts its business (Segal and Spaeth 1993; Spaeth 1995). Sadly, however, such empirical studies have not been plentiful for periods of the Court’s history before the appointment of Chief Justice Earl Warren. Some discussion has occurred dating from the chief justiceship of William Howard Taft beginning in 1910, but these studies have limited scope (Bowen and Scheb 1993; Leavitt 1970; Pritchett 1948; Renstrom 1972; Slotnick 1979; Tate and Handberg 1991). The result is a plethora of studies concerning the modern Court and a dearth of systematic information on earlier Courts (Aliotta 1988; Brenner and Spaeth 1995; Epstein and Kobylka 1992; George and Epstein 1992; Handberg 1976; Schubert 1965, 1974; Segal 1984; Tate 1981; Ulmer 1970). The picture we do have concerning earlier Courts is largely drawn from biographical or doctrinal studies. While both of these enterprises are immensely useful, they lack the systematic quality of an empirical analysis that considers all cases (not just the important ones) and all justices (not just the intellectual or social leaders). We seek to create an empirical context out of which those outstanding justices and decisions arose. Our study allows confirmation of findings of previous studies of individuals and doctrine and provides a more complete picture of the Court during a tumultuous time in its history.
In this study, we examine whether the unique institutional position of the chief justice and the concomitant opportunities afforded its occupants to influence the Court's decision-making affect the behavior of individuals who are promoted to the center chair. We theorize that incumbents of that office will change their behavior systematically so as to advance their broad set of goals, notably including protecting the Court's institutional cohesiveness and legitimacy. Using data that cover more than a century of Supreme Court history (1894-1996), we examine whether the chief justice will concur and dissent less frequently, write fewer individual opinions, and moderate his policy views so as to attain those goals. We find that the chief justice's place within the decisional structure of the Court, in part, serves to create an incentive structure that is associated with a systematic decrease in the number of concurring and dissenting votes cast and separate opinions written. Our results also imply that the office of the chief justice is associated with more moderate expressions of policy goals in economics and civil liberties-civil rights decision-making, the bulk of the Court's agenda during the period of analysis.
The endogenous two-break unit root test of Lumsdaine and Papell is derived assuming no structural breaks under the null. Thus, rejection of the null does not necessarily imply rejection of a unit root per se, but may imply rejection of a unit root without break. Similarly, the alternative does not necessarily imply trend stationarity with breaks, but may indicate a unit root with breaks. In this paper, we propose an endogenous two-break Lagrange multiplier unit root test that allows for breaks under both the null and alternative hypotheses. As a result, rejection of the null unambiguously implies trend stationarity. Copyright (c) 2003 President and Fellows of Harvard College and the Massachusetts Institute of Technology.
In this paper, we propose a minimum LM unit root test that endogenously determines a structural break in intercept and trend. Critical values are provided, and size and power properties are compared to the endogenous one-break unit root test of Zivot and Andrews (1992). Nunes, Newbold, and Kuan (1997) and Lee and Strazicich (2001) previously demonstrated that the Zivot and Andrews test exhibits size distortions in the presence of a break under the null. In contrast, the one-break minimum LM unit root test exhibits no size distortions in the presence of a break under the null. As such, rejection of the null unambiguously implies a trend stationary process.
This paper investigates the possibility, raised by P. Perron (1989, 1990) and P. Rappoport and L. Reichlin (1989), that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike those authors, the authors treat the break date as unknown a priori. Asymptotic distributions are developed for recursive, rolling, and sequential tests for unit roots and/or changing coefficients in time series regressions. When applied to data on real postwar output from seven OECD countries, these techniques fail to reject the unit-root hypothesis for five countries (including the United States) but suggest stationarity around a shifted trend for Japan.
It has been suggested that existing estimates of the long-run impact of a surprise move in income may have a substantial upward bias due to the presence of a trend break in postwar U.S. gross national product data. This article shows that the statistical evidence does not warrant abandoning the no-trend-break null hypothesis. A key part of the argument is that conventionally computed p values overstate the likelihood of the trend-break alternative hypothesis. This is because they do not take into account that, in practice, the date is chosen based on pretest examination of the data.
Recently, Perron has carried out tests of the unit-root hypothesis against the alternative hypothesis of trend stationarity with a break in the trend occurring at the Great Crash of 1929 or at the 1973 oil-price shock. His analysis covers the Nelson-Plosser macroeconomic data series as well as a postwar quarterly real gross national product (GNP) series. His tests reject the unit-root null hypothesis for most of the series. This article takes issue with the assumption used by Perron that the Great Crash and the oil-price shock can be treated as exogenous events. A variation of Perron's test is considered in which the breakpoint is estimated rather than fixed. We argue that this test is more appropriate than Perron's because it circumvents the problem of data-mining. The asymptotic distribution of the estimated breakpoint test statistic is determined. The data series considered by Perron are reanalyzed using this test statistic. The empirical results make use of the asymptotics developed for the test statistic as well as extensive finite-sample corrections obtained by simulation. The effect on the empirical results of fat-tailed and temporally dependent innovations is investigated. In brief, by treating the breakpoint as endogenous, we find that there is less evidence against the unit-root hypothesis than Perron finds for many of the data series but stronger evidence against it for several of the series, including the Nelson-Plosser industrial-production, nominal-GNP, and real-GNP series.
When the first Supreme Court convened in 1790, it was so ill-esteemed that its justices frequently resigned in favor of other pursuits. John Rutledge stepped down as Associate Justice to become a state judge in South Carolina; John Jay resigned as Chief Justice to run for Governor of New York; and Alexander Hamilton declined to replace Jay, pursuing a private law practice instead. As Bernard Schwartz shows in this landmark history, the Supreme Court has indeed travelled a long and interesting journey to its current preeminent place in American life. In A History of the Supreme Court, Schwartz provides the finest, most comprehensive one-volume narrative ever published of our highest court. With impeccable scholarship and a clear, engaging style, he tells the story of the justices and their jurisprudence--and the influence the Court has had on American politics and society. With a keen ability to explain complex legal issues for the nonspecialist, he takes us through both the great and the undistinguised Courts of our nation's history. He provides insight into our foremost justices, such as John Marshall (who established judicial review in Marbury v. Madison, an outstanding display of political calculation as well as fine jurisprudence), Roger Taney (whose legacy has been overshadowed by Dred Scott v. Sanford), Oliver Wendell Holmes, Louis Brandeis, Benjamin Cardozo, and others. He draws on evidence such as personal letters and interviews to show how the court has worked, weaving narrative details into deft discussions of the developments in constitutional law. Schwartz also examines the operations of the court: until 1935, it met in a small room under the Senate--so cramped that the judges had to put on their robes in full view of the spectators. But when the new building was finally opened, one justice called it "almost bombastically pretentious," and another asked, "What are we supposed to do, ride in on nine elephants?" He includes fascinating asides, on the debate in the first Court, for instance, over the use of English-style wigs and gowns (the decision: gowns, no wigs); and on the day Oliver Wendell Holmes announced his resignation--the same day that Earl Warren, as a California District Attorney, argued his first case before the Court. The author brings the story right up to the present day, offering balanced analyses of the pivotal Warren Court and the Rehnquist Court through 1992 (including, of course, the arrival of Clarence Thomas). In addition, he includes four special chapters on watershed cases: Dred Scott v. Sanford, Lochner v. New York, Brown v. Board of Education, and Roe v. Wade. Schwartz not only analyzes the impact of each of these epoch-making cases, he takes us behind the scenes, drawing on all available evidence to show how the justices debated the cases and how they settled on their opinions. Bernard Schwartz is one of the most highly regarded scholars of the Supreme Court, author of dozens of books on the law, and winner of the American Bar Association's Silver Gavel Award. In this remarkable account, he provides the definitive one-volume account of our nation's highest court.
For four decades scholars have sought to explain the rise of dissensus on the U.S. Supreme Court. While the specific explanations they offer vary, virtually all rest on a common story: during the nineteenth (and into the twentieth) century, the Supreme Court followed a norm of consensus. That is, the justices may have privately disagreed over the outcomes of cases but masked their disagreement from the public by producing consensual opinions. The problem with this story is that its underlying assumption lacks an empirical basis. Simply put, there is no systematic evidence to show that a norm of consensus ever existed on the Court. We attempt to provide such evidence by turning to the docket books of Chief Justice Waite (1874-1888) and making the following argument: if a norm of consensus induced unanimity on Courts of by-gone eras, then the norm may have manifested itself through public unanimity in the face of private conference disagreements. Our investigation, which provides systematic support for this argument and thus for the existence of a norm of consensus, raises important questions about publicly unified decision-making bodies, be they courts or other political organizations.
Preface Introduction: Judicial Review and Constitutional Development A Constitutional Right in Slavery Images of a New Union Constitutional Redefinition and National Reconstruction The Rise, Demise and Resurrection of Substantive Due Process Color and the Constitution Freedom of Speech: The "Indispensable" Liberty The Right to Be Let Alone
The Judges' Bill, as the Judiciary Act of 1925 has come to be called, gave the justices of the Supreme Court considerable power to control the volume and substance of the litigation which they were to decide. In this paper we examine the impact of the Judges' Bill on dissent on the Court. We do not seek to explain all of the causes that may have increased dissent in the last half-century. Nor do we believe that the Act or any other single factor adequately explains all of that development. Rather we have focused on assessing to what extent and in what ways the 1925 Act may have been one of the starting points from which new norms about dissenting on the U.S. Supreme Court became institutionalized, and we speculate on what modifications in dissenting behavior might reflect about the changed role of the Court subsequent to the Act.
Theory: We argue that levels of concurrence and dissent on the U.S. Supreme Court are functions of "consensual norms." These norms arise from, and are influenced by, the behaviors of the individual justices, including the actions of the chief justices. In turn, they cause concurrences and dissents to fluctuate around a common level. Hypotheses: If consensual norms are a substantial influence on the behavior of the Court, the long-run extent of concurrence and dissent on the Court will covary substantially, and will do so to varying degrees under different chief justices. Methods: To test our hypotheses, we use cointegration and error-correction analyses of the number of Supreme Court cases from 1800 to 1991 with concurring and dissenting opinions. Because of the dramatic increase in concurrences and dissents during the 1940s, we make use of recently-developed methods for detecting cointegrating relationships in the presence of structural breaks. Results: Consistent with our expectations, dissents and concurrences move together over time; thus consensual norms appear to influence substantially both concurrences and dissents on the Court. The effects of such norms vary in the long term under different Chief Justices.
In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order OOT 2 for any number of breaks. Our method can be applied to both pure and partial structural change models. Second, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program.
For more than a century the members of the U.S. Supreme Court refrained from disagreeing with their brethren through written opinions. The Court exhibited a norm, or behavioral expectation, that limited the formal expression of conflict. Danelski's (1960) classic work on Court leadership suggests that high levels of consensus were due in large part to effective task and social leadership on the part of the chief justice. While Danelski and others have held Chief Justice Stone responsible for the transformation of the consensus norm in the twentieth century, the results of this analysis suggest that the leadership style of Chief Justice Hughes is critical to understanding the shift. Chief Justice Hughes precipitated a shift in the behavioral expectations among the justices, but the change was consolidated under the leadership of Chief Justice Stone. Other variables are explored to validate the prominent role of leadership in the decline of consensus.
The early 1940s marked a period in which the consensus norms of the Supreme Court experienced a radical and apparently permanent change. The consistent pattern of relatively high cohesion characteristic of the Court–s earlier years gave way to surging rates of concurring and dissenting opinions. The present research is an examination of the factors possibly contributing to the justices' sharply increasing tendency to express their individual views rather than to defer to the opinion of the Court. Using both historical and quantitative methods, the authors evaluate the impact of the Court's discretionary jurisdiction, changing caseload, associate justice characteristics, and judicial leadership. The evidence presented points to the conclusion that in combination with other factors the leadership style introduced by Harlan Fiske Stone in 1941 had a dramatic effect on the consensus norms of the Court.
The Supreme Court Opinion as Institutional Practice explores historical transformations in practices of Supreme Court decision-making and opinion-writing. It compares the Court's modern practices to those that existed during the era of the Taft Court, from 1921 through 1929. Many of these differences should be understood in the context of the Judiciary Act of 1925, which transformed the Court from a tribunal of last resort into a supervisor of the development of federal law. The article discusses in detail two major changes in the Court's decision-making practices. The first concerns dissent. During the 1921 through 1928 Terms, 84% of the Court's published opinions were unanimous, whereas during the 1993 through 1998 Terms, only 27% of the Court's published opinions were unanimous. Examination of docket books, however, reveals that in the Taft Court era only about 50% of the Court's cases were unanimous at conference. Intra-Court memoranda indicate that there was a strong "norm of acquiescence", which induced Justices to join opinions with which they disagreed. This norm was sustained by a view of law as primarily embodying the virtues of certainty and reliance. When the Court came to see law as an instrument for the achievement of human purposes, the norm of acquiescence was undermined from within. Also undercutting the norm was the Court's growing recognition of the interdependence of law and political will. The second decision-making practice discussed in detail concerns the citation of law review literature. Between the 1921-1928 Terms and the 1997 Term, references to this literature have increased more than twenty-fold. This change reflects a transformation of the Court's concept of its own judicial authority, from a view primarily grounded in the positive authorization of the state to a view primarily oriented toward the attainment of legal purposes.
In this paper we examine tests for cointegration which allow for the possibility of regime shifts. We propose ADF-, Zα-, and Zt-type tests designed to test the null of no cointegration against the alternative of cointegration in the presence of a possible regime shift. In particular we consider cases where the intercept and/or slope coefficients have a single break of unknown timing. A formal proof is provided for the limiting distributions of the various tests for the regime shift model (both a level and slope change). Critical values are calculated for the tests by simulation methods and a simple Monte Carlo experiment is conducted to evaluate finite-sample performance. In the limited set of experiments, we find that the tests can detect cointegrating relations when there is a break in the intercept and/or slope coefficient. For these same experiments, the power of the conventional ADF test with no allowance for regime shifts falls sharply. As an illustration we test for structural breaks in the U.S. long-run money-demand equation using annual and quarterly data.
Thesis--Princeton University. Bibliography: leaves 370-377. Microfilm of typescript. Ann Arbor, Mich. : University Microfilms, 1963. -- 1 reel ; 35 mm.
Of necessity, many tests for political influence on policies or outcomes involve the use of dummy variables. However, it is often the case that the hypothesis against which the political dummies are tested is the null hypothesis that the intercept is otherwise constant throughout the sample. This simple null can cause inference problems if there are (nonpolitical) intercept shifts in the data and the political dummies are correlated with these unmodeled shifts. Here we present a method for more rigorously testing the significance of political dummy variables in single equation models estimated with time series data. Our method is based on recent work on detecting multiple regime shifts by Bai and Perron. The article illustrates the potential problem caused by an overly simple null hypothesis, exposits the Bai and Perron model, gives a proposed methodology for testing the significance of political dummy variables, and illustrates the method with two examples. Before the curse of statistics fell upon mankind we lived a happy, innocent life
—Hilaire Belloc, On Statistics
This article identifies structural breaks in dissenting and single opinions on the High Court of Australia and uses a recent method proposed by Caporale and Grier (2002) to examine the effect of leadership on variations in the dissent rate between 1904 and 2001. Although there has been much speculation about the effectiveness of different Chief Justices in obtaining consensus on the Court, to this point most of the evidence has been anecdotal. Our main findings are that the structural breaks that we identify coincide with major turning points in the leadership of the Court and that leadership has been important in explaining variations in the proportion of dissenting opinions on the Court. Yes Yes
Scholars have been intrigued by the abrupt change in the rate of nonconsensual opinions that the Supreme Court has published over time, which substantially increased beginning with the battles concerning the court's New Deal transition in the 1930s. Notwithstanding, none of the prior studies on this topic has made any link, whether theoretical or empirical, between the Supreme Court's issuance of these special opinions and the justices' policy preferences. We utilize fractional cointegration to examine the relationship between consensus, agendas, and decisionmaking on the Supreme Court. We find that there is a systematic interrelation between the justices' policy preferences and their issuance of nonconsensual opinions that is dependent upon the policy agenda before the court. In turn, this connection influences the court's policy outcomes, demonstrating that the justices' behavior regarding nonconsensual opinion writing is a classic example of judicial policymaking. Copyright 2004 by The Policy Studies Association..
The effect of changes in policy regimes on real interest rates has important implications for financial and economic theory. There is little current evidence that policy regime changes have any impact on the level of real interest rates. We use large political changes as our measure of policy regime changes. Changes in presidential administration are more significantly correlated with real rate changes than are changes in the Federal Reserve Chair or the mean shift points identified by Garcia and Perron (1996) using time series methods. We also show that change of party control of congress is a significant factor explaining real rates. We argue that theoretical models built on the assumptions of constant or policy invariant real interest rates are at variance with the empirical evidence.
C. R. Nelson and C. I. Plosser (1982), in a classic paper, failed to find strong evidence against the null hypothesis of a generating process with a unit autoregressive root for thirteen U.S. macroeconomic time series. P. Perron (1989) claimed that such evidence was available for a majority of these series if the alternative hypothesis was of trend stationarity with a break in 1929. E. Zivot and D. W. K. Andrews (1992) treated the break date as endogenous, then finding strong evidence against the null for a minority of these series. The authors' own analysis extends theirs by permitting a break under the null as well as the alternative hypothesis and allowing for the sequential nature of the testing. Their empirical findings complete the circle. The authors find no strong evidence against the unit root hypothesis for any of the thirteen Neslon-Plosser series. Copyright 1997 by Blackwell Publishing Ltd
The unit root hypothesis is examined allowing a possible one-time change in the level or in the slope of the trend function. When fluctuations are stationary around a breaking trend function, standard tests cannot reject the unit root, even asymptotically. Consistent tests are derived and applied to the Nelson-Plosser data set (allowing a change in level for the 1929 crash) and to the postwar quarterly real GNP series (allowing a change in slope after 1973). The unit root hypothesis is rejected at a high confidence level for most series. Fluctuations are stationary. The only persistent "shocks" are the 1929 crash and the 1973 oil price shock. Copyright 1989 by The Econometric Society.
This paper develops the statistical theory for testing and estimating multiple change points in regression models. The rate of convergence and limiting distribution for the estimated parameters are obtained. Several test statistics are proposed to determine the existence as well as the number of change points. A partial structural change model is considered. The authors study both fixed and shrinking magnitudes of shifts. In addition, the models allow for serially correlated disturbances (mixingales). An estimation strategy for which the location of the breaks need not be simultaneously determined is discussed. Instead, the authors' method successively estimates each break point.
This paper is concerned with the estimation of covariance matrices in the presence of heteroskedasticity and autocorrelation of unknown forms. Currently available estimators that are designed for this context depend upon the choice of a lag truncation parameter and a weighting scheme. No results are available regarding the choice of lag truncation parameter for a fixed sample size, regarding data-dependent automatic lag truncation parameters, or regarding the choice of weighting scheme. This paper addresses these problems. Asymptotically optimal kernel/weighting scheme and bandwidth/lag truncation parameters are obtained. Using these results, data-dependent automatic bandwidth/lag truncation parameters are introduced. Copyright 1991 by The Econometric Society.
Perron (1989) has carried out tests of the unit root hypothesis against the alternative hypothesis of trend stationarity with a break in the trend occurring at the Great Crash of 1929 or at the 1973 oil price shock. Here a variation of Perron's test is considered in which the break point is estimated rather than fixed. The asymptotic distribution of the "estimated break point" test statistic is determined and the data considered by Perron are reanalyzed. The authors find less evidence against the unit root hypothesis than Perron finds for many of the data series, but stronger evidence against it for several of the series.
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