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Change points and temporal dependence in reconstructions of annual temperature : did Europe experience a little Ice Age?

Author

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  • Morgan Kelly
  • Cormac Ó Gráda

Abstract

We analyze the timing and extent of northern European temperature falls during the Little Ice Age, using standard temperature reconstructions. However, we can find little evidence of long swings or structural breaks in European weather before the twentieth century. Instead, European weather between the fifteenth and nineteenth centuries resembles uncorrelated draws from a distribution with a constant mean (although there are decades of markedly lower summer temperature); with the same behaviour holding more tentatively back to the twelfth century. Our results suggest that the existing consensus about a Little Ice Age in Europe may stem from a Slutsky effect, where the standard climatological practice of smoothing data before analysis gives the spurious appearance of irregular oscillations.

Suggested Citation

  • Morgan Kelly & Cormac Ó Gráda, 2012. "Change points and temporal dependence in reconstructions of annual temperature : did Europe experience a little Ice Age?," Working Papers 201210, School of Economics, University College Dublin.
  • Handle: RePEc:ucn:wpaper:201210
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    File URL: http://hdl.handle.net/10197/3632
    File Function: First version, 2012
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    References listed on IDEAS

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    1. Ardia, David, 2009. "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R," MPRA Paper 17414, University Library of Munich, Germany.
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    Cited by:

    1. Börner, Lars & Severgnini, Battista, 2011. "Epidemic trade," Discussion Papers 2011/12, Free University Berlin, School of Business & Economics.

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