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Breaks, trends and the attribution of climate change: a time-series analysis

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  • Pierre Perron

    ()
    (Department of Economics, Boston University)

  • Francisco Estrada

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

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 the difficulties for correctly identifying the time-series properties of these variables and by the limited availability of methods for relating 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 GHG forcing in all temperature series is very clear and accounts for most of their secular movement 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.

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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 WP2012-013.

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Length: 47 pages
Date of creation: Jan 2012
Date of revision:
Handle: RePEc:bos:wpaper:wp2012-013

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  1. Pierre Perron & Tomoyoshi Yabu, 2005. "Testing for Shifts in Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2005-026, Boston University - Department of Economics.
  2. Luis A. Gil-Alana, 2008. "Time trend estimation with breaks in temperature time series," Faculty Working Papers 09/08, School of Economics and Business Administration, University of Navarra.
  3. Pierre Perron & Tomoyoshi Yabu, 2005. "Estimating Deterministric Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2005-037, Boston University - Department of Economics.
  4. Bierens, Herman J, 2000. "Nonparametric Nonlinear Cotrending Analysis, with an Application to Interest and Inflation in the United States," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(3), pages 323-37, July.
  5. James H. Stock & Mark W. Watson, 1991. "A simple estimator of cointegrating vectors in higher order integrated systems," Working Paper Series, Macroeconomic Issues 91-3, Federal Reserve Bank of Chicago.
  6. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
  7. Diebold, Francis X & Mariano, Roberto S, 2002. "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 134-44, January.
  8. Eric Zivot & Donald W.K. Andrews, 1990. "Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis," Cowles Foundation Discussion Papers 944, Cowles Foundation for Research in Economics, Yale University.
  9. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 393-95, October.
  10. Engle, Robert F & Kozicki, Sharon, 1993. "Testing for Common Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 369-80, October.
  11. Perron, Pierre & Zhu, Xiaokang, 2005. "Structural breaks with deterministic and stochastic trends," Journal of Econometrics, Elsevier, vol. 129(1-2), pages 65-119.
  12. Kim, Dukpa & Perron, Pierre, 2009. "Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses," Journal of Econometrics, Elsevier, vol. 148(1), pages 1-13, January.
  13. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
  14. Perron, P., 1990. "Further Evidence On Breaking Trend Functions In Macroeconomics Variables," Papers 350, Princeton, Department of Economics - Econometric Research Program.
  15. Perron, P, 1993. "Erratum [The Great Crash, the Oil Price Shock and the Unit Root Hypothesis]," Econometrica, Econometric Society, vol. 61(1), pages 248-49, January.
  16. David I. Stern & Robert K. Kaufmann, 1997. "Time series properties of global climate variables: detection and attribution of climate change," Working Papers in Ecological Economics 9702, Australian National University, Centre for Resource and Environmental Studies, Ecological Economics Program.
  17. Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
  18. 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.
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