Timo Teräsvirta

Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis

Research output: Working paperResearch

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Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis. / Holt, Matthew T.; Teräsvirta, Timo.

Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

Research output: Working paperResearch

Harvard

APA

Holt, M. T., & Teräsvirta, T. (2012). Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2012-54

CBE

MLA

Holt, Matthew T. and Timo Teräsvirta Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis. Aarhus: Institut for Økonomi, Aarhus Universitet. (CREATES Research Papers; Journal number 2012-54). 2012., 31 p.

Vancouver

Author

Holt, Matthew T. ; Teräsvirta, Timo. / Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis. Aarhus : Institut for Økonomi, Aarhus Universitet, 2012. (CREATES Research Papers; No. 2012-54).

Bibtex

@techreport{774096c1771b46c1bb41c3f57151f502,
title = "Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis",
abstract = "This paper examines trends in annual temperature data for the northern and southern hemisphere (1850-2010) by using variants of the shifting-mean autoregressive (SM-AR) model of Gonzalez and Terasvirta (2008). Univariate models are first fitted to each series by using the so called QuickShift methodology. Full information maximum likelihood (FIML) estimates of a bivariate system of temperature equations are then obtained. The system is then used to perform formal tests of co-system in the hemispheric series. The results show there is evidence of co-shifting in the temperature data, most notably since the early 1980s.",
keywords = "Co-breaking, Co-shifting, Hemispheric surface temperatures, Vector nonlinear model, Structural change, Shifting-mean vector autoregression, Co{breaking; Co{shifting; Hemispheric surface temperatures; Vector nonlinear model; Structural change; Shifting-mean vector autoregression",
author = "Holt, {Matthew T.} and Timo Ter{\"a}svirta",
year = "2012",
month = "11",
day = "29",
language = "English",
publisher = "Institut for {\O}konomi, Aarhus Universitet",
type = "WorkingPaper",
institution = "Institut for {\O}konomi, Aarhus Universitet",

}

RIS

TY - UNPB

T1 - Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis

AU - Holt, Matthew T.

AU - Teräsvirta, Timo

PY - 2012/11/29

Y1 - 2012/11/29

N2 - This paper examines trends in annual temperature data for the northern and southern hemisphere (1850-2010) by using variants of the shifting-mean autoregressive (SM-AR) model of Gonzalez and Terasvirta (2008). Univariate models are first fitted to each series by using the so called QuickShift methodology. Full information maximum likelihood (FIML) estimates of a bivariate system of temperature equations are then obtained. The system is then used to perform formal tests of co-system in the hemispheric series. The results show there is evidence of co-shifting in the temperature data, most notably since the early 1980s.

AB - This paper examines trends in annual temperature data for the northern and southern hemisphere (1850-2010) by using variants of the shifting-mean autoregressive (SM-AR) model of Gonzalez and Terasvirta (2008). Univariate models are first fitted to each series by using the so called QuickShift methodology. Full information maximum likelihood (FIML) estimates of a bivariate system of temperature equations are then obtained. The system is then used to perform formal tests of co-system in the hemispheric series. The results show there is evidence of co-shifting in the temperature data, most notably since the early 1980s.

KW - Co-breaking, Co-shifting, Hemispheric surface temperatures, Vector nonlinear model, Structural change, Shifting-mean vector autoregression

KW - Co{breaking; Co{shifting; Hemispheric surface temperatures; Vector nonlinear model; Structural change; Shifting-mean vector autoregression

M3 - Working paper

BT - Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis

PB - Institut for Økonomi, Aarhus Universitet

CY - Aarhus

ER -