Polynomial cointegration tests of anthropogenic impact on global warming
- 1Department of Economics, the Hebrew University of Jerusalem, Mount Scopus Campus, Jerusalem, Israel
- 2Department of Economics, the George Washington University, 2115 G St, Washington DC, USA
- 3Fredy and Nadine Herrmann Institute of Earth Sciences, the Hebrew University of Jerusalem, Edmond J. Safra Campus, Givat Ram, Jerusalem, Israel
Abstract. We use statistical methods for nonstationary time series to test the anthropogenic interpretation of global warming (AGW), according to which an increase in atmospheric greenhouse gas concentrations raised global temperature in the 20th century. Specifically, the methodology of polynomial cointegration is used to test AGW since during the observation period (1880–2007) global temperature and solar irradiance are stationary in 1st differences, whereas greenhouse gas and aerosol forcings are stationary in 2nd differences. We show that although these anthropogenic forcings share a common stochastic trend, this trend is empirically independent of the stochastic trend in temperature and solar irradiance. Therefore, greenhouse gas forcing, aerosols, solar irradiance and global temperature are not polynomially cointegrated, and the perceived relationship between these variables is a spurious regression phenomenon. On the other hand, we find that greenhouse gas forcings might have had a temporary effect on global temperature.