Warming break trends and fractional integration in the northern, southern and global temperature anomaly series

Luis Gil-Alana

No 09/09, Faculty Working Papers from School of Economics and Business Administration, University of Navarra

Abstract: This paper deals with the estimation of time trends in temperature anomaly series. However, instead of imposing that the estimated residuals from the time trends are I(0) stationary, we allow them to be fractionally integrated. In this context, a new procedure for testing fractional integration with segmented trends is applied to the northern, southern and global temperature anomaly series. The results show that the three series are fractinally integrated, and the warming effects are substantially higher after the break in all cases.

Pages: 31 pages
Date: 2009-11-01
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