Since 2014
The Environmental Kuznets Curve in Poland – Evidence from Threshold Cointegration Analysis
Dynamic Econometric Models
View Archive Info| Field | Value | |
| Title |
The Environmental Kuznets Curve in Poland – Evidence from Threshold Cointegration Analysis
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| Creator |
Piłatowska, Mariola; Nicolaus Copernicus University, Department of Econometrics and Statistics
Włodarczyk, Aneta; Czestochowa University of Technology, Faculty of Management Zawada, Marcin; Czestochowa University of Technology, Faculty of Management |
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| Subject |
Environmental Kuznets Curve; greenhouse gas emission; energy consumption; growth, threshold cointegration; Granger causality
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| Description |
The article aims to look at the long-run equilibrium relationship between per capita greenhouse gas emissions and per capita real GDP (EKC hypothesis) in an asymmetric framework using the non-linear threshold cointegration and error correction methodology for Polish economy during the period 2000 to 2012 (quarterly data). To test the robustness of the results the additional explanatory variable (per capita energy consumption) is added to the EKC model. The EKC hypothesis is tested using threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) cointegration method. Moreover, the threshold error correction model (TECM) is implemented in order to examine both the short-run and the long-run Granger-causal relationship between per capita greenhouse gas emissions and per capita income. We found strong evidence in favour of the EKC hypothesis for the Polish case and additionally we confirmed that adjustment of deviations toward the long-run equilibrium is asymmetric.
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| Publisher |
Nicolaus Copernicus University
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| Contributor |
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| Date |
2015-04-15
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2014.003
10.12775/DEM.2014.003 |
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| Source |
Dynamic Econometric Models; Vol 14 (2014); 51-70
Dynamic Econometric Models; Vol 14 (2014); 51-70 2450-7067 1234-3862 |
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| Language |
eng
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| Relation |
http://apcz.umk.pl/czasopisma/index.php/DEM/article/view/DEM.2014.003/5251
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| Rights |
Copyright (c) 2015 Dynamic Econometric Models
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