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Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate

Yoosoon Chang (), Robert Kaufmann, Chang Sik Kim, J. Miller, Joon Park and Sungkeun Park
Additional contact information
Joon Park: Department of Economics, Indiana University and Sungkyunkwan University
Sungkeun Park: Korea Institute for Industrial Economics and Trade

No 1622, Working Papers from Department of Economics, University of Missouri

Abstract: Published in the Journal of Econometrics (https://doi.org/10.1016/j.jeconom.2019.05.014) We analyze a time series of global temperature anomaly distributions to identify and estimate persistent features in climate change. We employ a formal test for the existence of functional unit roots in the time series of these densities, and we develop a new test to distinguish functional unit roots from functional deterministic trends or explosive behavior. Results suggest that temperature anomalies contain stochastic trends (as opposed to deterministic trends or explosive roots), two trends are present in the Northern Hemisphere while one stochastic trend is present in the Southern Hemisphere, and the probabilities of observing moderately positive anomalies have increased. We postulate that differences in the pattern and number of unit roots in each hemisphere may be due to a natural experiment which causes human emissions of greenhouse gases and sulfur to be greater in the Northern Hemisphere, decreasing the mean temperature anomaly but increasing the spatial variance relative to the Southern Hemisphere. Together, these results are consistent with the theory of anthropogenic climate change. This Version:

Keywords: attribution of climate change; temperature distribution; global temperature trends; functional unit roots (search for similar items in EconPapers)
JEL-codes: C14 C23 C33 Q54 (search for similar items in EconPapers)
Pages: 40 pages
Date: 2016, Revised 2018-09-17
New Economics Papers: this item is included in nep-agr, nep-ecm and nep-env
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Journal Article: Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate (2020) Downloads
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