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An atmosphere-ocean time series model of global climate change

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  • Stern, David I.

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  • Stern, David I., 2006. "An atmosphere-ocean time series model of global climate change," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1330-1346, November.
  • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:1330-1346
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    1. Engsted, Tom & Haldrup, Niels, 1999. "Multicointegration in Stock-Flow Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 237-254, May.
    2. Reto Knutti & Thomas F. Stocker & Fortunat Joos & Gian-Kasper Plattner, 2002. "Constraints on radiative forcing and future climate change from observations and climate model ensembles," Nature, Nature, vol. 416(6882), pages 719-723, April.
    3. Granger, C W J & Lee, T H, 1989. "Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Non-symmetric Error Correction Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 145-159, Supplemen.
    4. Piet De Jong, 1991. "Stable Algorithms For The State Space Model," Journal of Time Series Analysis, Wiley Blackwell, vol. 12(2), pages 143-157, March.
    5. D. A. Stainforth & T. Aina & C. Christensen & M. Collins & N. Faull & D. J. Frame & J. A. Kettleborough & S. Knight & A. Martin & J. M. Murphy & C. Piani & D. Sexton & L. A. Smith & R. A. Spicer & A. , 2005. "Uncertainty in predictions of the climate response to rising levels of greenhouse gases," Nature, Nature, vol. 433(7024), pages 403-406, January.
    6. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    7. Robert K. Kaufmann & David I. Stern, 1997. "Evidence for human influence on climate from hemispheric temperature relations," Nature, Nature, vol. 388(6637), pages 39-44, July.
    8. Nordhaus, William D., 1993. "Rolling the 'DICE': an optimal transition path for controlling greenhouse gases," Resource and Energy Economics, Elsevier, vol. 15(1), pages 27-50, March.
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    Citations

    Blog mentions

    As found by EconAcademics.org, the blog aggregator for Economics research:
    1. Omitted Variables Bias in Estimating the Rate of Global Warming
      by David Stern in Stochastic Trend on 2009-10-11 07:07:00
    2. Polynomial Cointegration and the Global Warming Hypothesis
      by David Stern in Stochastic Trend on 2010-04-15 15:40:00
    3. Atmospheric CO2 Concentrations During Ancient Greenhouse Climates were Similar to those Predicted for A.D. 2100
      by David Stern in Stochastic Trend on 2011-02-12 14:09:00
    4. Schmith, Johansen, and Thejll on Atmospheric Temperature and Sea Level Rise
      by David Stern in Stochastic Trend on 2011-11-14 14:48:00
    5. The Ocean in Climate Econometrics
      by noreply@blogger.com (David Stern) in Stochastic Trend on 2016-10-26 14:00:00
    6. A Multicointegration Model of Global Climate Change
      by noreply@blogger.com (David Stern) in Stochastic Trend on 2018-02-10 07:11:00

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    Cited by:

    1. Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
    2. Paolo Paruolo & Ben Murphy & Greet Janssens-Maenhout, 2011. "Do emissions and income have a common trend? A country-specific, time-series, global analysis, 1970-2008," Economics and Quantitative Methods qf1113, Department of Economics, University of Insubria.
    3. Felix Pretis, 2015. "Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs," Economics Series Working Papers 750, University of Oxford, Department of Economics.
    4. Torben Schmith & Søren Johansen & Peter Thejll, 2011. "Statistical analysis of global surface air temperature and sea level using cointegration methods," CREATES Research Papers 2011-39, Department of Economics and Business Economics, Aarhus University.
    5. J. Isaac Miller & Kyungsik Nam, 2019. "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers 1903, Department of Economics, University of Missouri.

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