Philippe Goulet Coulombe, Maximilian Göbel
arXiv 19 Mar 2021 · Statistics — Applications · publishedEconometrics (2021) · 9 citations (OpenAlex)
arXiv:2103.10605 · PDF · DOI · OpenAlex · Extracted main text
Stips, Macias, Coughlan, Garcia-Gorriz, and Liang (2016, Nature Scientific Reports) use information flows (Liang, 2008, 2014) to establish causality from various forcings to global temperature. We show that the formulas being used hinges on a simplifying assumption that is nearly always rejected by the data. We propose an adequate measure of information flow based on Vector Autoregressions, and find that most results in Stips et al. (2016) cannot be corroborated. Then, it is discussed which modeling choices (e.g., the choice of CO2 series and assumptions about simultaneous relationships) may help in extracting credible estimates of causal flows and the transient climate response simply by looking at the joint dynamics of two climatic time series.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Liang, X (2014) Unraveling the Cause-Effect Relation between Time Series | 1.000 | 10 | 4 | 100% |
| 2 | Liang, X (2008) Information Flow within Stochastic Dynamical System | 1.000 | 7 | 3 | 100% |
| 3 | Goulet Coulombe, P. and Göbel, M (2021) Arctic amplification of anthropogenic forcing: A vector autoregressive analysis | 1.000 | 5 | 3 | 100% |
| 4 | Montamat, G. and Stock, J (2020) Quasi-experimental estimates of the transient climate response using observational data | 0.874 | 7 | 2 | 100% |
| 5 | Sims, C. A (1980) Macroeconomics and reality | 0.874 | 5 | 2 | 100% |
| 6 | Liang, X (2015) Normalizing the Causality between Time Series | 0.843 | 3 | 3 | 100% |
| 7 | Kilian, L. and Lütkepohl, H (2017) Structural vector autoregressive analysis | 0.811 | 4 | 2 | 100% |
| 8 | Otto, A., Otto, F., Boucher, O., Church, J., Hegerl, G., Forster, P.… (2013) Energy Budget Constraints on Climate Response | 0.737 | 3 | 2 | 100% |
| 9 | Bruns, S., Csereklyei, Z., and Stern, D (2020) A Multicointegration Model of Global Climate Change | 0.585 | 3 | 1 | 100% |
| 10 | Myhre, G., Shindell, D., Bréon, F.-M., Collins, W., Fuglestvedt, J.,… (2013) Anthropogenic and Natural Radiative Forcing | 0.585 | 3 | 1 | 100% |
Showing the top 10 of 34 scored citations.