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Forecasting climate change using a multivariate cointegrated system

Abstract:

A cointegrated vector equilibrium correction model of key climate variables including sea surface temperature, ocean heat content, Arctic sea-ice extent and sea-level change is built, driven by radiative forcing in which a stochastic trend arises due to anthropogenic emissions of greenhouse gases. A valid and congruent statistical model requires saturation estimation to model breaks in trends, while also conditioning on natural radiative forcings and El Ni˜no–Southern Oscillation. The model is stable over 150 years, reflecting the slow adjustment of the deep oceans to increased greenhouse gas concentrations, and predicts an equilibrium climate sensitivity of 2.6 ◦C. Projections out to 2100 highlight the many uncertainties over the coming decades.

Publication status:
Published
Peer review status:
Peer reviewed

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Publisher copy:
10.1111/obes.70047

Authors

More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Magdalen College
Role:
Author
ORCID:
0000-0001-9325-8024
More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Nuffield College
Role:
Author
More by this author
Institution:
University of Oxford
Division:
SSD
Department:
Economics
Oxford college:
Nuffield College
Role:
Author


Publisher:
Wiley
Journal:
Oxford Bulletin of Economics and Statistics More from this journal
Publication date:
2026-02-14
Acceptance date:
2026-01-06
DOI:
EISSN:
1468-0084
ISSN:
0305-9049


Language:
English
Keywords:
Pubs id:
2356568
Local pid:
pubs:2356568
Deposit date:
2026-01-06
ARK identifier:

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