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The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis

Author

Listed:
  • Mariola Pilatowska

    (Nicolaus Copernicus University)

  • Aneta Wlodarczyk

    (Czestochowa University of Technology)

  • Marcin Zawada

    (Czestochowa University of Technology)

Abstract

The article aims to look at the long-run equilibrium relationship between per capita greenhouse gas emissions and per capita real GDP (EKC hypothesis) in an asymmetric framework using the non-linear threshold cointegration and error correction methodology for Polish economy during the period 2000 to 2012 (quarterly data). To test the robustness of the results the additional explanatory variable (per capita energy consumption) is added to the EKC model. The EKC hypothesis is tested using threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) cointegration method. Moreover, the threshold error correction model (TECM) is implemented in order to examine both the short-run and the long-run Granger-causal relationship between per capita greenhouse gas emissions and per capita income. We found strong evidence in favour of the EKC hypothesis for the Polish case and additionally we confirmed that adjustment of deviations toward the long-run equilibrium is asymmetric.

Suggested Citation

  • Mariola Pilatowska & Aneta Wlodarczyk & Marcin Zawada, 2014. "The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 14, pages 51-70.
  • Handle: RePEc:cpn:umkdem:v:14:y:2014:p:51-70
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    References listed on IDEAS

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    Cited by:

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    2. Aleksandra Jadach-Sepioło & Katarzyna Olejniczak-Szuster & Michał Dziadkiewicz, 2021. "Does Environment Matter in Smart Revitalization Strategies? Management towards Sustainable Urban Regeneration Programs in Poland," Energies, MDPI, vol. 14(15), pages 1-16, July.

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    More about this item

    Keywords

    Environmental Kuznets Curve; greenhouse gas emission; energy consumption; growth; threshold cointegration; Granger causality;
    All these keywords.

    JEL classification:

    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
    • Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
    • Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General

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