Cointegration Analysis on Hemispheric Temperature Relation with Radiative Forcing

Wednesday, August 5, 2020 - 10:00am
Zoom presentation
Zimin Miao
(MU Math)

This study uses the cointegration technique to investigate equilibrium relationships and Granger-causality between hemispheric temperature and radiative forcing, including greenhouse gases, solar irradiance, anthropogenic sulfates, and stratospheric sulfate. To do so, data are analyzed over the period from 1850 to 2010. The cointegration test results show that integrated series proposed in our model tend to move together in the long run. Specifically, in the long-run equilibrium, increasing 1W/ square meter of anthropogenic sulfate correlates with increases northern hemispheric temperature and southern hemispheric temperature by 4.02 ºC and 2.02 ºC, respectively. In addition, increasing 1W/square meter of anthropogenic sulfates correlates with increases greenhouse gases 4.81W/ square meter in each period of equilibrium. Results based on the significance of adjustment of speed and block exogeneity test also show that greenhouse gas has granger-causal effect on northern and southern hemispheric temperature. Northern and Southern hemispheric temperature each has long-run Granger-causal effect on itself. The southern hemispheric temperature has short-run granger-casual effect on the northern hemispheric temperature, but not the other way around. The anthropogenic sulfates have short-run Granger causality on the northern hemispheric temperature, but not on the southern hemispheric temperature.
Keyword: Hemispheric temperature, radiative forcing, greenhouse gases, solar irradiance, anthropogenic sulfate emissions, stratospheric sulfate, VECM, VAR, cointegration test

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