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Anthropogenic and natural causes of climate change

Abstract

We test for causality between radiative forcing and temperature using multivariate time series models and Granger causality tests that are robust to the non-stationary (trending) nature of global climate data. We find that both natural and anthropogenic forcings cause temperature change and also that temperature causes greenhouse gas concentration changes. Although the effects of greenhouse gases and volcanic forcing are robust across model specifications, we cannot detect any effect of black carbon on temperature, the effect of changes in solar irradiance is weak, and the effect of anthropogenic sulfate aerosols may be only around half that usually attributed to them.

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Notes

  1. Here and in the remainder of the paper we use “cause” for “Granger cause” to make the paper more readable.

  2. Jacobs et al. (1979) propose a structural vector autoregression model where there are also simultaneous or instantanteous interactions among the variables. They list three different hypotheses about the causality between variables x and y. In the context of their hypotheses, non-rejection of the null hypothesis of non-casuality from x to y in our equation (2) could be because there are neither instantaneous nor lagged effects of x on y – their H1. But shocks to x in previous periods affect the current of value of y through both the direct effect of the lagged value of x on y and through their effect on the current value of x and it is possible that these two effects exactly cancel so that past values of x do not improve forecasts of y—their H3. They argue that non-rejection of the null of no Granger causality does not mean that there is no actual causality. This situation is rather unlikely (Sargent 1979). Note, that if there are only instantaneous effects in their structural model, past values of x will be useful in predicting y.

  3. The main difference between the analysis in Table 7 in Triacca et al. (2013) and our analysis is that they do not control for anthropogenic aerosols.

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Acknowledgments

We thank Paul Burke, Robert Costanza, Zsuzsanna Csereklyei, Shuang Liu, Vid Stimac, and two anonymous referees for their useful comments.

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Correspondence to David I. Stern.

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Stern, D.I., Kaufmann, R.K. Anthropogenic and natural causes of climate change. Climatic Change 122, 257–269 (2014). https://doi.org/10.1007/s10584-013-1007-x

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  • DOI: https://doi.org/10.1007/s10584-013-1007-x

Keywords

  • Black Carbon
  • Solar Irradiance
  • Granger Causality
  • Granger Causality Test
  • Ocean Heat Content