Human Activities and Global Warming: A Cointegration Analysis
AbstractDo human activities indeed cause global warming? This paper attempts to answer this question by reexamining the time series properties of climate variables and the existence of long-run relationships between them. Double unit root testing shows that most of the radiative forcings of greenhouse gases are integrated of order two. We then apply an I(1) and I(2) cointegrating rank analysis to identify the presence of I(2) components. After identifying a linear combination of I(2) variables that cointegrates to an I(1) process, we proceed with the I(1) cointegrating analysis and we identify two possible cases with different rank specifications. Estimation of the equation for temperature suggests that this variable reacts significantly to the radiative forcings of greenhouse gases in the long-run. This evidence allow us to conclude that human activities affect temperature variations.
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Bibliographic InfoPaper provided by University of Ottawa, Department of Economics in its series Working Papers with number 0307E.
Length: 26 pages
Date of creation: 2003
Date of revision:
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More information through EDIRC
Global Warming; Radiative Forcing; Cointegration; I(1) and I(2) Processes; Unit Roots.;
Other versions of this item:
- Liu, Hui & Rodríguez, Gabriel, 2005. "Human activities and global warming: a cointegration analysis," MPRA Paper 9939, University Library of Munich, Germany.
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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