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The persistence of air pollution in four mega-cities of China

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  • Luis Alberiko Gil-Alaña
  • Carlos Pestana Barros
  • Zhongfei Chen

Abstract

This paper analyses long range fractional dependence of China pollution in four major cities, namely Beijing, Shangai, Guangzhou and Shenzhen from September 28 of 2013 to December 12 of 2015. Unit roots hypotheses are tested by using fractional integration methods using both uncorrelated and autocorrelated errors. The results reveal that the pollution is persistent, meaning that it will continue until strong anti-pollution measures are adopted. Policy implication is derived.

Suggested Citation

  • Luis Alberiko Gil-Alaña & Carlos Pestana Barros & Zhongfei Chen, 2016. "The persistence of air pollution in four mega-cities of China," NCID Working Papers 04/2016, Navarra Center for International Development, University of Navarra.
    • Handle: RePEc:nva:unnvaa:wp04-2016
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    References listed on IDEAS

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    2. Cunado, J. & Gil-Alana, L.A. & de Gracia, F. Perez, 2005. "A test for rational bubbles in the NASDAQ stock index: A fractionally integrated approach," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2633-2654, October.
    3. Luis A. Gil‐Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, September.
    4. L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114.
    5. Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
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    8. Meraz, M. & Rodriguez, E. & Femat, R. & Echeverria, J.C. & Alvarez-Ramirez, J., 2015. "Statistical persistence of air pollutants (O3,SO2,NO2 and PM10) in Mexico City," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 202-217.
    9. Barros, Carlos P. & Gil-Alana, Luis A. & Wanke, Peter, 2016. "Energy production in Brazil: Empirical facts based on persistence, seasonality and breaks," Energy Economics, Elsevier, vol. 54(C), pages 88-95.
    10. Harris, John R & Todaro, Michael P, 1970. "Migration, Unemployment & Development: A Two-Sector Analysis," American Economic Review, American Economic Association, vol. 60(1), pages 126-142, March.
    11. Douglas Almond & Yuyu Chen & Michael Greenstone & Hongbin Li, 2009. "Winter Heating or Clean Air? Unintended Impacts of China's Huai River Policy," American Economic Review, American Economic Association, vol. 99(2), pages 184-190, May.
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    Cited by:

    1. Amato, Federico & Laib, Mohamed & Guignard, Fabian & Kanevski, Mikhail, 2020. "Analysis of air pollution time series using complexity-invariant distance and information measures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    2. Zhongfei Chen & Stavros Kourtzidis & Panayiotis Tzeremes & Nickolaos Tzeremes, 2022. "A robust network DEA model for sustainability assessment: an application to Chinese Provinces," Operational Research, Springer, vol. 22(1), pages 235-262, March.
    3. Mehmet Erdoğmuş, 2023. "Do Shocks Permanently Affect Ecological Balance Per Capita in Brazil, South Africa, and New Zealand?," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(39), pages 147-160, December.
    4. Ju Wang & Tongnan Li & Zhuoqiong Li & Chunsheng Fang, 2022. "Study on the Spatial and Temporal Distribution Characteristics and Influencing Factors of Particulate Matter Pollution in Coal Production Cities in China," IJERPH, MDPI, vol. 19(6), pages 1-14, March.
    5. Chenlu Tao & Gang Diao & Baodong Cheng, 2021. "The Dynamic Impact of the COVID-19 Pandemic on Air Quality: The Beijing Lessons," IJERPH, MDPI, vol. 18(12), pages 1-12, June.
    6. Zhou, Mengling & Wang, Bing & Chen, Zhongfei, 2020. "Has the anti-corruption campaign decreased air pollution in China?," Energy Economics, Elsevier, vol. 91(C).
    7. Chunshan Zhou & Shijie Li & Shaojian Wang, 2018. "Examining the Impacts of Urban Form on Air Pollution in Developing Countries: A Case Study of China’s Megacities," IJERPH, MDPI, vol. 15(8), pages 1-18, July.
    8. Dong, Qichen & Lin, Yongyi & Huang, Jieyu & Chen, Zhongfei, 2020. "Has urbanization accelerated PM2.5 emissions? An empirical analysis with cross-country data," China Economic Review, Elsevier, vol. 59(C).

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    More about this item

    Keywords

    Chinese cities; pollution; unit roots; AR;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development

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