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Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data

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Abstract

This paper examines the stationarity of global carbon dioxide emissions and its components—gas, liquids, solids, cement production and gas flaring, as well as global per capita emissions—for a long span of data using long range dependence techniques. The empirical results suggest that the series are highly persistent with orders of integration which are above 1 in practically all cases. Disaggregating the data by components, cement production displays the highest persistence, and allowing for structural breaks, two breaks are detected (at 1830 and 1946) for the total series and solids, and one single break (at 1946) for gas, liquids and cement production. In general, higher orders of integration are detected after the break at World War II.

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Notes

  1. Alternatively, other studies such as Dettinger and Ghil (1998) and more recently Rudorff et al. (2011) also document seasonal cycles in carbon dioxide concentrations.

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Acknowledgments

Luis A. Gil-Alana gratefully acknowledges financial support from the Ministry of Education of Spain (ECO2011-2014 ECON Y FINANZAS, Spain). Fernando Perez de Gracia also acknowledges financial support from the Spanish Ministry of Education (through project ECO2011-25422). Comments from the Editor and an anonymous referee are gratefully acknowledged.

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Authors and Affiliations

  1. Instituto Superior de Economia e Gestão, Technical University of Lisbon, Lisbon, Portugal

    Carlos Pestana Barros

  2. Faculty of Economics, University of Navarra, Edificio Amigos, 31080, Pamplona, Spain

    Luis A. Gil-Alana & Fernando Perez de Gracia

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  1. Carlos Pestana Barros
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  2. Luis A. Gil-Alana
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  3. Fernando Perez de Gracia
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Correspondence to Fernando Perez de Gracia.

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Barros, C.P., Gil-Alana, L.A. & Perez de Gracia, F. Stationarity and Long Range Dependence of Carbon Dioxide Emissions: Evidence for Disaggregated Data. Environ Resource Econ 63, 45–56 (2016). https://doi.org/10.1007/s10640-014-9835-3

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  • DOI: https://doi.org/10.1007/s10640-014-9835-3

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