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Title: Particulate matter 10 (PM10): persistence and trends in eight European capitals
Authors: Caporale, GM
Gil-Alana, LA
Carmona-Gonzales, N
Keywords: fractional integration;long memory;persistence;air pollutants;trends;PM10
Issue Date: 11-Mar-2021
Publisher: Springer Nature
Citation: Caporale, G.M., Gil-Alana, L.A. and Carmona-González, N. (2021) 'Particulate matter 10 (PM10): persistence and trends in eight European capitals', Air Quality, Atmosphere and Health 14, 1097–1102. doi: 10.1007/s11869-021-01002-0.
Abstract: © 2021 The Author(s). This paper examines the statistical properties of daily PM10 in eight European capitals (Amsterdam, Berlin, Brussels, Helsinki, London, Luxembourg, Madrid and Paris) over the period 2014–2020 by applying a fractional integration framework; this is more general than the standard approach based on the classical dichotomy between I(0) stationary and I(1) non-stationary series used in most other studies on air pollutants. All series are found to be characterised by long memory and fractional integration, with orders of integration in the range (0, 1), which implies that mean reversion occurs and shocks do not have permanent effects. Persistence is the highest in the case of Brussels, Amsterdam and London. The presence of negative trends in Brussels, Paris and Berlin indicates some degree of success in reducing pollution in these capitals.
ISSN: 1873-9318
Appears in Collections:Dept of Economics and Finance Research Papers

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