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Persistence of Sulfur Dioxide Emissions in OECD Countries Between 1750–2014: A Fractional Integration Approach
International Journal of Environmental Research ( IF 3.2 ) Pub Date : 2021-06-04 , DOI: 10.1007/s41742-021-00347-9
Sakiru Adebola Solarin , Luis A. Gil-Alana , Maria Jesus Gonzalez-Blanch

In this paper, the degree of persistence of the sulfur dioxide emissions in a group of 37 OECD countries is examined by looking at the order of integration of the series. However, instead of using integer degrees of differentiation (i.e., 1 in case of unit roots and 0 for stationarity), fractional values are also considered. The results indicate high degrees of persistence and very little evidence of mean reversion. This property only holds for the three Latin American countries examined, namely Chile, Colombia and Mexico if the error follows a white noise process. If autocorrelation is permitted, however, the confidence intervals are wider and mean reversion is not found in any single case. Thus, shocks in the series are expected to be permanent in the majority of the cases examined.



中文翻译:

1750-2014 年间经合组织国家二氧化硫排放的持续性:部分积分方法

在本文中,通过查看序列的整合顺序,研究了 37 个 OECD 国家中二氧化硫排放的持续程度。然而,除了使用整数微分度(即,单位根情况下为 1,平稳性情况下为 0),还考虑了分数值。结果表明高度的持久性和极少的均值回归证据。如果误差遵循白噪声过程,则此属性仅适用于所研究的三个拉丁美洲国家,即智利、哥伦比亚和墨西哥。但是,如果允许自相关,则置信区间会更宽,并且在任何单个案例中都不会发现均值回归。因此,在所审查的大多数案例中,预计该系列中的冲击将是永久性的。

更新日期:2021-06-04
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