Atmospheric Pollution in 10 US Cities: Trends and Persistence

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana and Nieves Carmona-González

No 11957, CESifo Working Paper Series from CESifo

Abstract: This paper analyses trends and persistence in atmospheric pollution in ten US cities over the period from January 2014 to January 2024 using fractional integration methods. The results support the hypothesis of long memory and mean reversion in atmospheric pollution in all cities examined. They also indicate that Boston is the only city in the sample where atmospheric pollution exhibits a significant positive linear trend, though it is also characterised by the lowest degree of integration, which implies that shocks have transitory effects and mean reversion occurs at a fast rate.

Keywords: atmospheric pollution; particular matter (PM2.5); fractional integration; long memory; persistence (search for similar items in EconPapers)
JEL-codes: C22 Q53 Q58 (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:ces:ceswps:_11957

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