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Human activities and global warming: a cointegration analysis

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Author Info
Liu, Hui
Rodríguez, Gabriel

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Abstract

Using econometric tools for selecting I(1) and I(2) trends, we found the existence of static long-run steady-state and dynamic long-run steady-state relations between temperature and radiative forcing of solar irradiance and a set of three greenhouse gases series. Estimates of the adjustment coefficients indicate that temperature series is error correcting around 5-65% of the disequilibria each year, depending on the type of long-run relation. The estimates of the I(1) and I(2) trends indicate that they are driven by linear combinations of the three greenhouse gases and their loadings indicate strong impact on the temperature series. The equilibrium temperature change for a doubling of carbon dioxide is between 2.15 and 3.4 C, which is in agreement with past literature and the report of the IPCC in 2001 using 15 different general circulation models.

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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 9939.

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Date of creation: 2005
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Handle: RePEc:pra:mprapa:9939

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Related research
Keywords: Global warming; Radiative forcing; Cointegration; I(1) process; I(2) process; Unit roots;

Find related papers by JEL classification:
Q00 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - General
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Fiess, Norbert & MacDonald, Ronald, 2001. " The Instability of the Money Demand Function: An I(2) Interpretation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 63(4), pages 475-95, September. [Downloadable!] (restricted)
  2. David I. Stern & Robert K. Kaufmann, 1997. "Time series properties of global climate variables: detection and attribution of climate change," Working Papers in Ecological Economics 9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program. [Downloadable!]
  3. Dickey, David A & Pantula, Sastry G, 1987. "Determining the Ordering of Differencing in Autoregressive Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(4), pages 455-61, October.
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  5. Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December. [Downloadable!] (restricted)
  6. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
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  7. Haldrup, N., . "A Review of the Econometric Analysis of I(2) Variables," Economics Working Papers 1997-12, School of Economics and Management, University of Aarhus. [Downloadable!]
  8. Bent Nielsen, 2005. "Analysis of co-explosive processes," Economics Papers 2005-W08, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  9. Schmidt, Peter & Phillips, C B Peter, 1992. "LM Tests for a Unit Root in the Presence of Deterministic Trends," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 257-87, August.
  10. Niels Haldrup & Peter Lildholdt, . "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers 2000-1, School of Economics and Management, University of Aarhus. [Downloadable!]
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  11. Paruolo, Paolo, 1996. "On the determination of integration indices in I(2) systems," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 313-356. [Downloadable!] (restricted)
  12. Ekaterina VOSTROKNUTOVA, 2003. "Shock Therapy? An I (2) Cointegration Analysis of the Russian Stabilization," Economics Working Papers ECO2003/16, European University Institute. [Downloadable!]
  13. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254. [Downloadable!] (restricted)
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  1. David I. Stern, 2005. "A Three-Layer Atmosphere-Ocean Time Series Model of Global Climate Change," Rensselaer Working Papers in Economics 0510, Rensselaer Polytechnic Institute, Department of Economics. [Downloadable!]
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