New evidence from NARDL model on CO2 emissions: Case of Morocco

The main objective of this study is to examine the effect of sickle energy consumption, renewable energy, and forest area on the emission of carbon dioxide (CO2) in Morocco. Many studies have abord this subject using a different approachs, most of which have used econometric models such as Vector Autoregressive (VAR) Error Correction Model (ECM) and Autoregressive Distributed Lag (ARDL). In this study, we opted for the Non-linear Autoregressive Distributed Lag (NARDL) model. The data used covers the period from 1990 to 2018 (annual data). The results of our model are significant and prove the asymmetric effects of the explanatory variables on CO2 emissions.

[1]  Y. Shin,et al.  Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework , 2013 .

[2]  Eyup Dogan,et al.  CO2 emissions, real output, energy consumption, trade, urbanization and financial development: testing the EKC hypothesis for the USA , 2015, Environmental Science and Pollution Research.

[3]  Khalid M. Kisswani.  Evaluating the GDP-Energy Consumption Nexus for the Asean‐5 Countries Using Nonlinear Ardl Model , 2017 .

[4]  Andrew Q. Philips,et al.  DYNARDL: Stata module to dynamically simulate autoregressive distributed lag (ARDL) models , 2018 .

[5]  Muhammad Kamran Khan,et al.  Effect of energy consumption and economic growth on carbon dioxide emissions in Pakistan with dynamic ARDL simulations approach , 2019, Environmental Science and Pollution Research.

[6]  Anindya Banerjee,et al.  Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework , 1998 .

[7]  Richard J. Smith,et al.  Bounds testing approaches to the analysis of level relationships , 2001 .

[8]  W. Fuller,et al.  LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME SERIES WITH A UNIT ROOT , 1981 .

[9]  Unfccc.  Kyoto Protocol to the United Nations Framework Convention on Climate Change , 1997 .

[10]  H. Yin,et al.  Impacts of urbanization on water use and energy-related CO2 emissions of residential consumption in China: A spatio-temporal analysis during 2003–2012 , 2018, Journal of Cleaner Production.

[11]  H. A. Bekhet,et al.  Impact of urbanization growth on Malaysia CO2 emissions: Evidence from the dynamic relationship , 2017 .