FRACTIONAL PERSISTENCE AND DYNAMIC INTERDEPENDENCE OF CLIMATE CHANGE, HEALTH OUTCOMES AND ECONOMIC GROWTH IN NIGERIA: EVIDENCE FROM FRACTIONAL CO-INTEGRATION VECTOR AUTOREGRESSIVE (FCVAR) MODEL

Mojeed Olanrewaju Saliu and Bukola Mary Ariyo

International Journal of Social Science, Management and Economics Research - IJSSMER, 2026, vol. 4, issue 5

Abstract: This study investigates the persistence and dynamic interdependence of climate change, health outcomes and economic growth in Nigeria, contributing to the literature by jointly modelling fractional persistence and long-run relationships within a climate-health-growth framework. Using annual data on real GDP growth, climate change, life expectancy, infant mortality, labour-force participation and gross fixed capital formation, the study applies Gaussian semi-parametric (GSP) and Geweke-Porter-Hudak (GPH) fractional integration estimators alongside the Fractionally Cointegrated Vector Autoregressive (FCVAR) model, which accommodates fractional orders of integration and cointegration. The results reveal heterogeneous persistence: economic growth, climate change and capital formation are predominantly non-stationary but mean-reverting, whereas life expectancy, infant mortality and labour-force participation exhibit stronger, largely non-mean-reverting persistence. The FCVAR bootstrap rank tests further reveal selective rather than pervasive long-run interdependence, with fractional cointegration identified only for economic growth-life expectancy, economic growth-infant mortality and climate change-life expectancy. The findings establish health outcomes as an important long-run linkage between climatic conditions and economic performance in Nigeria. The study concludes that persistent shocks and long-run adjustment are heterogeneous across the climate-health-growth nexus. Consequently, policy should integrate climate adaptation with sustained healthcare investment, disease prevention, climate-resilient infrastructure and green productive investment, while strengthening institutional coordination to mitigate persistent health and economic vulnerabilities.

Keywords: Public; Economics (search for similar items in EconPapers)
Date: 2026
References: Add references at CitEc
Citations:

Downloads: (external link)
https://ageconsearch.umn.edu/record/414537/files/F ... FCVAR%29%2BMODEL.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:ijssme:414537

DOI: 10.22004/ag.econ.414537

Access Statistics for this article

More articles in International Journal of Social Science, Management and Economics Research - IJSSMER from International Journal of Social Science, Management and Economics Research - IJSSMER
Bibliographic data for series maintained by AgEcon Search ().