Human Activities and Global Warming: A Cointegration Analysis

Hui Liu and Gabriel Rodríguez
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Hui Liu: Department of Economics, University of Ottawa

No 0307E, Working Papers from University of Ottawa, Department of Economics

Abstract: Do human activities indeed cause global warming? This paper attempts to answer this question by reexamining the time series properties of climate variables and the existence of long-run relationships between them. Double unit root testing shows that most of the radiative forcings of greenhouse gases are integrated of order two. We then apply an I(1) and I(2) cointegrating rank analysis to identify the presence of I(2) components. After identifying a linear combination of I(2) variables that cointegrates to an I(1) process, we proceed with the I(1) cointegrating analysis and we identify two possible cases with different rank specifications. Estimation of the equation for temperature suggests that this variable reacts significantly to the radiative forcings of greenhouse gases in the long-run. This evidence allow us to conclude that human activities affect temperature variations.

Keywords: Global Warming; Radiative Forcing; Cointegration; I(1) and I(2) Processes; Unit Roots. (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Pages: 26 pages
Date: 2003
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Working Paper: Human activities and global warming: a cointegration analysis (2005)
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