Abstract We propose a time-varying copula state space approach, which quantifies and visualizes the joint dynamics across major causes of death, utilizing data both before and during the COVID-19 pandemic. Our research investigates how the COVID-19 pandemic has affected mortality experience of five major causes, and more importantly how COVID-19 has changed the dependence structure across these causes. This enables us to gain more insights into the potential impact of COVID-19 on future life expectancy, and conduct scenario-based projections. Based on US weekly mortality data from January 2015 to November 2022, we find that COVID-19 has elevated mortality levels for the majority of causes and altered the dependence structure across these causes, particularly for Alzheimer’s and respiratory diseases. In our scenario-based analysis, we observe a noticeably wider prediction interval for total deaths when the number of COVID-19 deaths is assumed to be high, confirming the significant impact of the pandemic on population mortality. This finding could help explain the extreme mortality levels experienced during the pandemic.
Hanebeck et al. (Wed,) studied this question.