Is It To Be Concerned About Not Having Bleeding When Not Pill?

I have used the Microgynon contraceptive pill for a number of years before having a baby and have been taking it again after having my little girl for about one a half-2 years. I have never had any problems with this, however the last four months I have not had any bleeding on my pill free week. I have taken several home pregnancy tests and they have all come up negative so I don't think I am pregnant. What else could be causing this and should I see my doctor/nurse?