Anthropogenic CO2 emissions and global warming: Evidence from granger causality analysis

Advanced Statistical Methods for the Analysis of Large Data-Sets

Volumn , Issue , 2012, Pages 229-239

  Bilancia, Massimo ^a   Vitale, Domenico ^a  

^a UNIVERSITY OF BARI   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CARBON DIOXIDE; ECONOMICS; GLOBAL WARMING; STATISTICAL TESTS; STATISTICS;

BIVARIATE; CARBON DIOXIDE EMISSIONS; CO2 EMISSIONS; GLOBAL CLIMATE CHANGES; GLOBAL SURFACE TEMPERATURE; GRANGER CAUSALITY; GRANGER CAUSALITY ANALYSIS;

TIME SERIES ANALYSIS;

EID: 84955119711     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-642-21037-2_21     Document Type: Chapter

References (28)

1. Andres, R.J., Fielding, D.J., Marland, G., Boden, T.A., Kumar, N.: Carbon dioxide emissions from fossil-fuel use, 1751-1950. Tellus, 51B, 759-65 (1999). Doi: 10.1034/j.1600-0889.1999.t01-3-00002.x
2. Boden, T.A., Marland, G., Andres, R.J.: Global, Regional, and National Fossil-Fuel CO2 Emissions. Carbon Dioxide Information Analysis Center, Oak Ridge National Laboratory, U.S. Department of Energy, Oak Ridge, Tenn., USA (2009). Doi 10.3334/CDIAC/00001
3. Boussama, F.: Ergodicité, mélange et estimation dans le modelés GARCH. Ph.D.Thesis, Université 7 Paris (1998)
4. Brohan, P., Kennedy, J.J., Harris, I., Tett, S.F.B., Jones, P.D.: Uncertainty estimates in regional and global temperature changes: a new dataset from 1850. J. Geophys. Res., 111, D12106 (2006). Doi:10.1029/2005JD006548
5. Cavaliere, G., Rahbek, A., Taylor, A.M.R.: Testing for co-integration in vector autoregressions with non-stationary volatility. J. Econometr., 158, 7-24 (2010) doi:10.1016/jeconom.2010.03.003
6. Christiano, L.J., Ljungqvist, L.: Money does Granger-cause output in the bivariate moneyoutput relation. Journal of Monetary Economics, 22, 217-235 (1988) doi:10.1016/0304-3932(88)90020-7
7. Crutzen, P.J.: Geology of mankind. Nat., 415, 23 (2002) doi:10.1038/415023a
8. Davidson, R., MacKinnon, J.G.: Estimation and Inference in Econometrics. Oxford University Press, New York, (1993) ISBN: 0-19-506011-3
9. Dickey, D.A., Pantula, S.G.: Determining the order of differencing in autoregressive processes. J. Bus. Econ. Stat., 5, 455-461 (1987) http://www.jstor.org/stable/1391997
10. Dolado, J.J, Jenkinson, T., Sosvilla-Rivero, S.: Cointegration and unit-roots. J. Econ. Surv., 4(3), 249-273 (1990) 10.1111/j.1467-6419.1990.tb00088.x
11. Enders, W.: Applied Econometric Time Series, 2nd Ed.Wiley, New York (2003) ISBN: 978-0-471-23065-6
12. Gay-Carcia, C., Estrada, F., Snchez, A.: Global and hemispheric temperatures revisited. Climatic Change, 94, 333-349 (2009). doi: 10.1007/s10584-008-9524-8
13. Granger, C.W.J.: Investigating causal relations by econometric models and cross-spectral methods, Econometrica, 37, 424-438 (1969) http://www.jstor.org/stable/1912791
14. Haldrup, N., Lildholdt, P.: On the robustness of unit root tests in the presence of double unit roots. J. Time Ser. An., 23(2), 155-171 (2002) doi: 10.1111/1467-9892.00260
15. Hamilton, J.D.: Time Series Analysis, Princeton University Press, Princeton, New Jersey (1994)
16. Hansen, J., Ruedy R., Glascoe J., Sato. M.: GISS analysis of surface temperature change. J. Geophys. Res., 104(D24), 30997-31022 (1999) doi:10.1029/1999JD900835
17. IPCC (Intergovernmental Panel on Climate Change): Synthesis Report, Fourth Assessment Report (2007) http://www.ipcc.ch/pdf/assessment-report/ar4/syr/ar4 syr.pdf
18. Kaufmann R.K, Stern D.I.: Evidence for human influence on climate from hemispheric temperature relations. Nat., 388, 38-44 (1997) doi:10.1038/40332
19. Liu H., Rodriguez G.: Human activities and global warming: a cointegration analysis. Environ. Model. Soft., 20, 761-773 (2005) doi: 10.1016/j.envsoft.2004.03.017
20. Lütkepohl, H.: New Introduction to Multiple Time Series. Springer, Berlin (2006) ISBN: 978-3-540-26239-8
21. Marland, G., Rotty, M.R.: Carbon dioxide emissions from fossil fuels: a procedure for estimation and results for 1950-82. Tellus, 36(B), 232-61 (1984)
22. Ng, S., Perron, P.: Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. J. Am. Stat. Ass., 90, 268-281 (1995) http://www.jstor.org/stable/2291151
23. Peterson, T.C., Vose, R.S.: An overview of the Global Historical Climatology Network temperature database. Bull. Amer. Meteorol. Soc., 78, 2837-2849 (1997)
24. Phillips, P.C.B.: Time series regression wuth a unit root. Econometrica, 55(2), 277-301 (1987) http://www.jstor.org/stable/1913237
25. Phillips, P.C.B., Perron, P.: Testing for a unit root in time series regression. Biometrika, 75, 335-46 (1988) http://www.jstor.org/stable/2336182
26. Pfaff, B.: Analysis of Integrated and Cointegrated Time Series with R, 2nd Ed. Springer (2008) ISBN: 978-0-387-75966-1
27. Schwert, J.: Tests for unit roots: aMonte Carlo investigation. J. Bus. Econ. Stat., 7, 147-160 (1989) http://www.jstor.org/stable/1391432
28. Wolters, J., Hassler U.: Unit root testing. Allg. Stat. Archiv, 90(1), 43-58 (2005) doi: 10.1007/s10182-006-0220-6