High-Dimensional Granger Causality for Climatic Attribution

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Tác giả: Marina Friedrich, Luca Margaritella, Stephan Smeekes

Ngôn ngữ: eng

Ký hiệu phân loại: 304.25 Climatic and weather factors

Thông tin xuất bản: 2023

Mô tả vật lý:

Bộ sưu tập: Metadata

ID: 196447

In this paper we test for Granger causality in high-dimensional vector autoregressive models (VARs) to disentangle and interpret the complex causal chains linking radiative forcings and global temperatures. By allowing for high dimensionality in the model, we can enrich the information set with relevant natural and anthropogenic forcing variables to obtain reliable causal relations. This provides a step forward from existing climatology literature, which has mostly treated these variables in isolation in small models. Additionally, our framework allows to disregard the order of integration of the variables by directly estimating the VAR in levels, thus avoiding accumulating biases coming from unit-root and cointegration tests. This is of particular appeal for climate time series which are well known to contain stochastic trends and long memory. We are thus able to establish causal networks linking radiative forcings to global temperatures and to connect radiative forcings among themselves, thereby allowing for tracing the path of dynamic causal effects through the system.
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