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A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4

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Author Info

  • Pierre Perron

    ()
    (Department of Economics, Boston University)

  • Francisco Estrada

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

  • Carlos Gay-García

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

  • Benjamín Martínez-López

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

Abstract

For more than two decades a debate regarding the time-series properties of global and hemispheric temperatures has taken place on the climate change literature and it has hardly been settled at the present time. This paper analyzes the IPCC's AR4 20c3m simulations using modern econometric techniques and provides new evidence to support that global temperatures can be better described as a trend-stationarity process with one-time structural change. As a consequence, the cointegration techniques that have been commonly used in the literature are not adequate and results produced using such techniques should be revised. Furthermore, the analysis of these simulations indicates that the increase in the rate of warming shown by observed and simulated global temperature series since the mid 1970's is produced by external forcing factors that cannot be interpreted as being part of natural variability. As stated in Gay et al. (2009), it can be argued that in terms of Article 2 of the Framework Convention on Climate Change, significant anthropogenic interference with the climate system has already occurred and that current climate models are capable of accurately simulating the response of the climate system, even if it consists in a rapid or abrupt change, to changes in external forcing factors.

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Bibliographic Info

Paper provided by Boston University - Department of Economics in its series Boston University - Department of Economics - Working Papers Series with number WP2011-051.

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Length: 33 pages
Date of creation: Jan 2011
Date of revision:
Handle: RePEc:bos:wpaper:wp2011-051

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References

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  1. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
  2. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
  3. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Testing for Shifts in Trend With an Integrated or Stationary Noise Component," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(3), pages 369-396.
  4. Gonzalo, Jesus & Lee, Tae-Hwy, 1998. "Pitfalls in testing for long run relationships," Journal of Econometrics, Elsevier, vol. 86(1), pages 129-154, June.
  5. repec:cup:cbooks:9780521424080 is not listed on IDEAS
  6. Perron, Pierre & Yabu, Tomoyoshi, 2009. "Estimating deterministic trends with an integrated or stationary noise component," Journal of Econometrics, Elsevier, vol. 151(1), pages 56-69, July.
  7. 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.
  8. David I. Stern & Robert K. Kaufmann, 1997. "Is there a global warming signal in hemispheric temperature series?," Working Papers in Ecological Economics 9708, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
  9. Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.
  10. Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
  11. Graham Elliott, 1998. "On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots," Econometrica, Econometric Society, vol. 66(1), pages 149-158, January.
  12. Stephen Leybourne & Paul Newbold, 2003. "Spurious rejections by cointegration tests induced by structural breaks," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1117-1121.
  13. Serena Ng & Pierre Perron, 1997. "Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power," Boston College Working Papers in Economics 369, Boston College Department of Economics, revised 01 Sep 2000.
  14. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.
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Cited by:
  1. Pierre Perron & Francisco Estrada & Benjamín Martínez-López, 2012. "Statistical evidence about human influence on the climate system," Boston University - Department of Economics - Working Papers Series WP2012-012, Boston University - Department of Economics.
  2. Richard S.J. Tol & Francisco Estrada, 2013. "Estimating the Global Impacts of Climate Variability and Change During the 20th Century," Working Paper Series 6213, Department of Economics, University of Sussex.

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