On Tail Structural Change in U.S. Climate Data

While many studies on climate have focused on location shifts, none have specifically tested whether lower or upper tails of the climate data generating process have structurally changed over time. This manuscript applies a new test that can detect either distributional or tail structural change to various annual and daily U.S. climate measures. Notably, we find both distributional and tail structural change and, quite interestingly, tend to observe greater evidence in one tail versus the other for most climate measures. We also find the presence of multiple breaks. Our results imply that climate modeling, and specifically climate‐crop yield modeling, should account for significant and asymmetric changes in climate distributions and not only location shifts.