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Breaks, Trends and the Attribution of Climate Change: A Time-Series Analysis

Author

Listed:
  • Francisco Estrada

    (Centro de Ciencias de la Atmósfera, Universidad Nacional Autónoma de México)

  • Pierre Perron

    (Department of Economics, Boston University)

Abstract

Climate change detection and attribution have been the subject of intense research and debate over at least four decades. However, direct attribution of climate change to anthropogenic activities using observed climate and forcing variables through statistical methods has remained elusive, partly caused by difficulties to correctly identify the time-series properties of these variables and by the limited availability of methods to relate nonstationary variables. This paper provides strong evidence concerning the direct attribution of observed climate change to anthropogenic greenhouse gases emissions by first investigating the univariate time-series properties of observed global and hemispheric temperatures and forcing variables and then by proposing statistically adequate multivariate models. The results show that there is a clear anthropogenic fingerprint on both global and hemispheric temperatures. The signal of the well-mixed Greenhouse Gases (GHG) forcing inall temperature series is very clear and accounts for most of their secular movements since the beginning of observations. Both temperature and forcing variables are characterized by piecewise linear trends with abrupt changes in their slopes estimated to occur at different dates. Nevertheless, their long-term movements are so closely related that the observed temperature and forcing trends cancel out. The warming experimented during the last century was mainly due to the increase in GHG which was partially offset by the effect of tropospheric aerosols. Other forcing sources, such as solar, are shown to only contribute to (shorter-term) variations around the GHG forcing trend.

Suggested Citation

  • Francisco Estrada & Pierre Perron, 2019. "Breaks, Trends and the Attribution of Climate Change: A Time-Series Analysis," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 42(83), pages 1-31.
  • Handle: RePEc:pcp:pucrev:y:2019:i:83:p:1-31
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    File URL: https://revistas.pucp.edu.pe/index.php/economia/article/view/21102/20849
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    References listed on IDEAS

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    Cited by:

    1. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.
    2. Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
    3. Kyungsik Nam, 2021. "Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing," Econometrics, MDPI, vol. 9(1), pages 1-25, February.
    4. Grant R. McDermott, 2021. "Skeptic priors and climate consensus," Climatic Change, Springer, vol. 166(1), pages 1-23, May.
    5. Sun, Jingwei & Shi, Wendong, 2015. "Breaks, trends, and unit roots in spot prices for crude oil and petroleum products," Energy Economics, Elsevier, vol. 50(C), pages 169-177.

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    More about this item

    Keywords

    Segmented trends; Temperatures; Greenhouse gases; Radiative forcings; Anthropogenic influence;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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