Fractional Persistence And Dynamic Interdependence Of Climate Change, Health Outcomes And Economic Growth In Nigeria: Evidence From Fractional Co-Integration Vector Autoregressive (Fcvar) Model

This study investigates the persistence and dynamic interdependence of climate change, health outcomes and economic growth in Nigeria, contributing to the literature by jointly modelling fractional persistence and long-run relationships within a climate-health-growth framework. Using annual data on real GDP growth, climate change, life expectancy, infant mortality, labour-force participation and gross fixed capital formation, the study applies Gaussian semi-parametric (GSP) and Geweke-Porter-Hudak (GPH) fractional integration estimators alongside the Fractionally Cointegrated Vector Autoregressive (FCVAR) model, which accommodates fractional orders of integration and cointegration. The results reveal heterogeneous persistence: economic growth, climate change and capital formation are predominantly non-stationary but mean-reverting, whereas life expectancy, infant mortality and labour-force participation exhibit stronger, largely non-mean-reverting persistence. The FCVAR bootstrap rank tests further reveal selective rather than pervasive long-run interdependence, with fractional cointegration identified only for economic growth-life expectancy, economic growth-infant mortality and climate change-life expectancy. The findings establish health outcomes as an important long-run linkage between climatic conditions and economic performance in Nigeria. The study concludes that persistent shocks and long-run adjustment are heterogeneous across the climate-health-growth nexus. Consequently, policy should integrate climate adaptation with sustained healthcare investment, disease prevention, climate-resilient infrastructure and green productive investment, while strengthening institutional coordination to mitigate persistent health and economic vulnerabilities.