Abstract
We examine the historical time series data of ammonia emissions from 1770 to 2019 in 37 OECD countries by looking at its statistical properties to determine if the series display time trends and persistence. These two properties are very common in environmental data, and our results indicate that reversion to the mean only occurs in the case of Finland, while the null hypothesis of a unit root cannot be rejected in the case of Norway or Iceland. In all the other cases, the estimated value of the differencing parameter is much higher than 1, and this is consistent for the two assumptions made regarding the error term. Thus, shocks are expected to be permanent in all cases except Finland. Policy implications of the empirical finding are elaborated in the manuscript.
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Data are available from the authors upon request.
Notes
The series are in aggregate form and not in per capita as the NH3 emissions per capita series are not available for the countries for the 1770–2019 period.
Bloomfield (1973) proposed a non-parametric approach to approximate ARMA processes with very few parameters.
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SAS obtained the data. He worked on the introduction and literature review. He also contributed with the empirical results and conclusions. LB made part of the introduction and the literature review along with the conclusions. LAG proposed the original idea; he conducted the programming and the empirical results along with their interpretation.
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Appendix
Appendix
Time series plots of NH3 emissions (in kilotons) measurements between 1750 and 2019 for the 37 countries
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Solarin, S.A., Bermejo, L. & Gil-Alana, L. Testing persistence of ammonia emissions using historical data of more than two centuries in OECD countries. Environ Syst Decis 43, 379–392 (2023). https://doi.org/10.1007/s10669-023-09897-z
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DOI: https://doi.org/10.1007/s10669-023-09897-z