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A time-series analysis of the 20th century climate simulations produced for the IPCC’s AR4

  • Pierre Perron

    ()

    (Department of Economics, Boston University)

  • Francisco Estrada

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

  • Carlos Gay-García

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

  • Benjamín Martínez-López

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

For more than two decades a debate regarding the time-series properties of global and hemispheric temperatures has taken place on the climate change literature and it has hardly been settled at the present time. This paper analyzes the IPCC's AR4 20c3m simulations using modern econometric techniques and provides new evidence to support that global temperatures can be better described as a trend-stationarity process with one-time structural change. As a consequence, the cointegration techniques that have been commonly used in the literature are not adequate and results produced using such techniques should be revised. Furthermore, the analysis of these simulations indicates that the increase in the rate of warming shown by observed and simulated global temperature series since the mid 1970's is produced by external forcing factors that cannot be interpreted as being part of natural variability. As stated in Gay et al. (2009), it can be argued that in terms of Article 2 of the Framework Convention on Climate Change, significant anthropogenic interference with the climate system has already occurred and that current climate models are capable of accurately simulating the response of the climate system, even if it consists in a rapid or abrupt change, to changes in external forcing factors.

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Paper provided by Boston University - Department of Economics in its series Boston University - Department of Economics - Working Papers Series with number WP2011-051.

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Length: 33 pages
Date of creation: Jan 2011
Date of revision:
Handle: RePEc:bos:wpaper:wp2011-051
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Web page: http://www.bu.edu/econ/

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  1. Pierre Perron & Tomoyoshi Yabu, . "Estimating Deterministic Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006.
  2. Pierre Perron & Tatsuma Wada, 2005. "Let’s Take a Break: Trends and Cycles in US Real GDP," Boston University - Department of Economics - Working Papers Series wp2009-006, Boston University - Department of Economics, revised Feb 2009.
  3. Gonzalo, J. & Lee, T.H., 1995. "Pitfalls in Testing for Long Run Relationships," Papers 38, Boston University - Department of Economics.
  4. 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.
  5. 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.
  6. Anindya Banerjee & Robin L. Lumsdaine & James H. Stock, 1990. "Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence," NBER Working Papers 3510, National Bureau of Economic Research, Inc.
  7. Stephen Leybourne & Paul Newbold, 2003. "Spurious rejections by cointegration tests induced by structural breaks," Applied Economics, Taylor & Francis Journals, vol. 35(9), pages 1117-1121.
  8. Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
  9. Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992. "Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
  10. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.
  11. 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.
  12. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November.
  13. Graham Elliott, 1998. "On the Robustness of Cointegration Methods when Regressors Almost Have Unit Roots," Econometrica, Econometric Society, vol. 66(1), pages 149-158, January.
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