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Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries

Author

Listed:
  • Sakiru Adebola Solarin

    (University of Nottingham)

  • Lorenzo Bermejo

    (Universidad Villanueva)

  • Luis Gil-Alana

    (NCID, DATAI, University of Navarra
    Universidad Francisco de Vitoria)

Abstract

We examine the historical time series data of ammonia emissions from 1770 to 2019 in 37 OECD countries by looking at its statistical properties to determine if the series display time trends and persistence. These two properties are very common in environmental data, and our results indicate that reversion to the mean only occurs in the case of Finland, while the null hypothesis of a unit root cannot be rejected in the case of Norway or Iceland. In all the other cases, the estimated value of the differencing parameter is much higher than 1, and this is consistent for the two assumptions made regarding the error term. Thus, shocks are expected to be permanent in all cases except Finland. Policy implications of the empirical finding are elaborated in the manuscript.

Suggested Citation

  • Sakiru Adebola Solarin & Lorenzo Bermejo & Luis Gil-Alana, 2023. "Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries," Environment Systems and Decisions, Springer, vol. 43(3), pages 379-392, September.
    • Handle: RePEc:spr:envsyd:v:43:y:2023:i:3:d:10.1007_s10669-023-09897-z
    DOI: 10.1007/s10669-023-09897-z
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    References listed on IDEAS

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    More about this item

    Keywords

    Ammonia emissions; Time trends; Persistence; Long memory;
    All these keywords.

    JEL classification:

    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • Q51 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Valuation of Environmental Effects
    • Q53 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Air Pollution; Water Pollution; Noise; Hazardous Waste; Solid Waste; Recycling

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