英语论文网

摘要：本文是对毛里求斯的环境库兹涅茨曲线分析的留学生国民核算论文，本文试图通过考察碳排放的情况及其对国内生产总值(GDP)影响来估计毛里求斯的环境库兹涅茨曲线(EKC)，同时分析通货膨胀率、失业率和人口规模这些变量与GDP和碳排放之间的直接或间接联系。文章考察了毛里求斯在1990 - 2010年期间的经济增长与碳排放之间的关系。

ing of the future level of CO2 at different levels of GDP forecasts and for different specific sectors such as the Tourism sector, financial services, manufacturing, construction and others. Hence we will be able to predict the level of carbon emission for different sectors as well as we will be able to forecast at a future level of carbon emissions what will the GDP of the country be, that is suppose we want to predict following a certain level of carbon emissions from the Tourism sector we will be able to forecast the level of GDP for that specific period of time.

Cointegration regressions would also be applied to examine the dynamic relationship between GDP per capita and CO2 emissions as well as other variables added to the multivariate regression model including inflation rate and the rate of unemployment in Mauritius. We will perform a number of tests for cointegration of the different variables to the level of carbon emissions of Mauritius.

We will also forecast through the Auto Regressive Disturbance Lag and we will test autoregression and multicollinearity, which the steps are shown in the diagram below; autoregression and multicollinearity, which the steps are shown in the diagram below;

Figure : Steps in time series modelling

Analysis and Findings

Stationarity and Unit Root Analysis of CO2 emissions and Real GDP in Mauritius:

In this section test the time series properties of CO2 emissions and GDP were analyzed to see whether they are driven by some process and exhibit unit behaviour. We first tested the stationarity properties of the trends and we applied a series of unit root tests.

Unit Root tests:

Augmented Dicker Fuller Test (ADF)

The first unit root test that would be applied is ADF (1979) test. The ADF test puts up a parametric correction for higher-order correlation by assuming that the series follows an AR(k) process and adding lagged difference terms of the dependent variable to the right-hand side of the test regression (Waheed et al., 2006). The unit root hypothesis (a = 0) can be tested according to the following models:

In the above models, the term was used to as to take into account the time lags to accommodate for a correlation.

DF-GLS Test

Elliot, Rothenberg and Stock (1996) proposed a simple modification of the ADF approach to construct DF-GLS test, in which the time series are de-trended so that explanatory variables are 'taken out' of the data prior to running the test regression (Waheed et al., 2006). Ng and Perron (2001) argued that this test is more powerful.

Various hypotheses were used to analyze the data本论文由英语论文网提供整理，提供论文代写，英语论文代写，代写论文，代写英语论文，代写留学生论文，代写英文论文，留学生论文代写相关核心关键词搜索。