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This paper deals with the analysis of the under-5 mortality rate series in the G7 countries by using fractional integration techniques, including structural breaks and potential nonlinearities in the data. Several features were detected in the results: Firstly, we observed that for the neonatal data, the order of integration is equal to or higher than one in all cases, contrary to what happens for the remaining cases (&lt; 1- &lt; 5 years) where mean reversion is found in many cases, especially as we increase the age of death. Thus, shocks affecting the neonatal (&lt; 1 month from delivery) mortality rates will have permanent effects requiring special attention to recover the original trends. As expected, all the time trend coefficients were significantly negative and the highest reduction in the mortality rates was obtained in Japan, which might be related with the 17-year increase in life expectancy for the country. Due to the sensitivity of the methodological approaches, the use of robust time series approaches when analyzing child mortality rates is highly recommended.

Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends