Francesco Giancaterini

Maastricht University

Maastricht , Limburg

Netherlands

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Scholarly Papers (1)

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Is Climate Change Time Reversible?

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 498
Number of pages: 20 Posted: 18 May 2022
Francesco Giancaterini, Alain Hecq and Claudio Morana
Maastricht University, Maastricht University - Department of Quantitative Economics and Università di Milano Bicocca
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Abstract:

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mixed causal and noncausal models, time reversibility, climate change, global warming, generalized Student’s t-distribution, Hodrick-Prescott filter