Skip to main content

Anthropogenic CO2 Emissions and Global Warming: Evidence from Granger Causality Analysis

  • Conference paper
  • First Online:
Advanced Statistical Methods for the Analysis of Large Data-Sets

Part of the book series: Studies in Theoretical and Applied Statistics ((STASSPSS))

Abstract

This note reports an updated analysis of global climate change and its relationship with Carbon Dioxide (CO2) emissions: advanced methods rooted in econometrics are applied to bivariate climatic time series. We found a strong evidence for the absence of Granger causality from CO2 emissions to global surface temperature: we can conclude that our findings point out that the hypothesis of anthropogenically-induced climate change still need a conclusive confirmation using the most appropriate methods for data analysis.

Both authors conceived the study: Massimo Bilancia wrote Sects. 1 and 3 and Domenico Vitale wrote Sects. 2 and 4.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Andres, R.J., Fielding, D.J., Marland, G., Boden, T.A., Kumar, N.: Carbon dioxide emissions from fossil-fuel use, 1751-1950. Tellus, 51B, 759–65 (1999). Doi: 10.1034/j.1600-0889.1999.t01-3-00002.x

    Google Scholar 

  • Boden, T.A., Marland, G., Andres, R.J.: Global, Regional, and National Fossil-Fuel CO2 Emissions. Carbon Dioxide Information Analysis Center, Oak Ridge National Laboratory, U.S. Department of Energy, Oak Ridge, Tenn., USA (2009). Doi 10.3334/CDIAC/00001

    Google Scholar 

  • Boussama, F.: Ergodicité, mélange et estimation dans le modelés GARCH. Ph.D. Thesis, Université 7 Paris (1998)

    Google Scholar 

  • Brohan, P., Kennedy, J.J., Harris, I., Tett, S.F.B., Jones, P.D.: Uncertainty estimates in regional and global temperature changes: a new dataset from 1850. J. Geophys. Res., 111, D12106 (2006). Doi:10.1029/2005JD006548

    Article  Google Scholar 

  • Cavaliere, G., Rahbek, A., Taylor, A.M.R.: Testing for co-integration in vector autoregressions with non-stationary volatility. J. Econometr., 158, 7–24 (2010) doi:10.1016/jeconom.2010.03.003

    Article  MathSciNet  Google Scholar 

  • Christiano, L.J., Ljungqvist, L.: Money does Granger-cause output in the bivariate money-output relation. Journal of Monetary Economics, 22, 217–235 (1988) doi:10.1016/0304-3932(88)90020-7

    Article  Google Scholar 

  • Crutzen , P.J.: Geology of mankind. Nat., 415, 23 (2002) doi:10.1038/415023a

    Article  Google Scholar 

  • Davidson, R., MacKinnon, J.G.: Estimation and Inference in Econometrics. Oxford University Press, New York, (1993) ISBN: 0-19-506011-3

    MATH  Google Scholar 

  • Dickey, D.A., Pantula, S.G.: Determining the order of differencing in autoregressive processes. J. Bus. Econ. Stat., 5, 455–461 (1987) http://www.jstor.org/stable/1391997

    Google Scholar 

  • Dolado, J.J, Jenkinson, T., Sosvilla-Rivero, S.: Cointegration and unit-roots. J. Econ. Surv., 4(3), 249–273 (1990) 10.1111/j.1467-6419.1990.tb00088.x

    Google Scholar 

  • Enders, W.: Applied Econometric Time Series, 2nd Ed. Wiley, New York (2003) ISBN: 978-0-471-23065-6

    Google Scholar 

  • Gay-Carcia, C., Estrada, F., Snchez, A.: Global and hemispheric temperatures revisited. Climatic Change, 94, 333–349 (2009). doi: 10.1007/s10584-008-9524-8

    Article  Google Scholar 

  • Granger, C.W.J.: Investigating causal relations by econometric models and cross-spectral methods, Econometrica, 37, 424–438 (1969) http://www.jstor.org/stable/1912791

  • Haldrup, N., Lildholdt, P.: On the robustness of unit root tests in the presence of double unit roots. J. Time Ser. An., 23(2), 155–171 (2002) doi: 10.1111/1467-9892.00260

    Article  MathSciNet  MATH  Google Scholar 

  • Hamilton, J.D.: Time Series Analysis, Princeton University Press, Princeton, New Jersey (1994)

    MATH  Google Scholar 

  • Hansen, J., Ruedy R., Glascoe J., Sato. M.: GISS analysis of surface temperature change. J. Geophys. Res., 104(D24), 30997–31022 (1999) doi:10.1029/1999JD900835

    Google Scholar 

  • IPCC (Intergovernmental Panel on Climate Change): Synthesis Report, Fourth Assessment Report (2007) http://www.ipcc.ch/pdf/assessment-report/ar4/syr/ar4_syr.pdf

  • Kaufmann R.K, Stern D.I.: Evidence for human influence on climate from hemispheric temperature relations. Nat., 388, 38–44 (1997) doi:10.1038/40332

    Google Scholar 

  • Liu H., Rodriguez G.: Human activities and global warming: a cointegration analysis. Environ. Model. Soft., 20, 761–773 (2005) doi: 10.1016/j.envsoft.2004.03.017

    Article  Google Scholar 

  • Lütkepohl, H.: New Introduction to Multiple Time Series. Springer, Berlin (2006) ISBN: 978-3-540-26239-8

    MATH  Google Scholar 

  • Marland, G., Rotty, M.R.: Carbon dioxide emissions from fossil fuels: a procedure for estimation and results for 1950-82. Tellus, 36(B), 232–61 (1984)

    Google Scholar 

  • Ng, S., Perron, P.: Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag. J. Am. Stat. Ass., 90, 268–281 (1995) http://www.jstor.org/stable/2291151

  • Peterson, T.C., Vose, R.S.: An overview of the Global Historical Climatology Network temperature database. Bull. Amer. Meteorol. Soc., 78, 2837–2849 (1997)

    Article  Google Scholar 

  • Phillips, P.C.B.: Time series regression wuth a unit root. Econometrica, 55(2), 277–301 (1987) http://www.jstor.org/stable/1913237

    Google Scholar 

  • Phillips, P.C.B., Perron, P.: Testing for a unit root in time series regression. Biometrika, 75, 335–46 (1988) http://www.jstor.org/stable/2336182

  • Pfaff, B.: Analysis of Integrated and Cointegrated Time Series with R, 2nd Ed. Springer (2008) ISBN: 978-0-387-75966-1

    Google Scholar 

  • Schwert, J.: Tests for unit roots: a Monte Carlo investigation. J. Bus. Econ. Stat., 7, 147–160 (1989) http://www.jstor.org/stable/1391432

    Google Scholar 

  • Wolters, J., Hassler U.: Unit root testing. Allg. Stat. Archiv, 90(1), 43–58 (2005) doi: 10.1007/s10182-006-0220-6

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Massimo Bilancia .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Bilancia, M., Vitale, D. (2012). Anthropogenic CO2 Emissions and Global Warming: Evidence from Granger Causality Analysis. In: Di Ciaccio, A., Coli, M., Angulo Ibanez, J. (eds) Advanced Statistical Methods for the Analysis of Large Data-Sets. Studies in Theoretical and Applied Statistics(). Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-21037-2_21

Download citation

Publish with us

Policies and ethics