Male and Female Life Expectancy Co-Move --- Even when They Diverge

Andrew Noymer, University of California, Irvine
Viola Van, University of California, Irvine

We develop a framework for mortality sex differentials in time series, that of co-movement/anti-movement and convergence/divergence. We apply this framework to data from the Human Mortality Database (HMD). We use the nonparametric test of Goodman and Grunfeld (1961) to test co-movement between male and female life expectancy. For every country in the HMD (except two with very short spans of data, Chile and Luxembourg), male and female mortality statistically co-move. This applies even in cases, including ones such as Russia that are well-discussed in the literature, which show divergence between the sexes. That is to say, even when the life expectancy sex differential increases, male and female life expectancy co-move. The results are robust to using the same time-window width for all countries. The sex divergence that has been so well-discussed needs to be (re-)considered in light of the fact that male and female life expectancy virtually always co-move, reflecting overall societal mortality factors.