Change Points and Temporal Dependence in Reconstructions of Annual Temperature: Did Europe Experience a Little Ice Age?

43 Pages Posted: 13 Apr 2013 Last revised: 3 Jun 2019

See all articles by Morgan Kelly

Morgan Kelly

University College Dublin (UCD) - Department of Economics

Cormac O'Grada

University College Dublin (UCD)

Date Written: October 25, 2013

Abstract

We analyze the timing and extent of northern European temperature falls during the Little Ice Age, using standard temperature reconstructions. However, we can find little evidence of temporal dependence or structural breaks in European weather before the twentieth century. Instead, European weather between the fifteenth and nineteenth centuries resembles uncorrelated draws from a distribution with a constant mean (although there are occasional decades of markedly lower summer temperature) and variance; with the same behaviour holding more tentatively back to the twelfth century. Our results suggest that the existing consensus about a Little Ice Age in Europe may stem from a Slutsky effect, where smoothing data, the standard practice in climatology, gives the spurious appearance of irregular oscillations when the underlying time series is random.

Keywords: Europe, Little Ice Age, economic history

Suggested Citation

Kelly, Morgan and O'Grada, Cormac, Change Points and Temporal Dependence in Reconstructions of Annual Temperature: Did Europe Experience a Little Ice Age? (October 25, 2013). Available at SSRN: https://ssrn.com/abstract=2248662 or http://dx.doi.org/10.2139/ssrn.2248662

Morgan Kelly

University College Dublin (UCD) - Department of Economics ( email )

Belfield
Dublin 4, Dublin 4
Ireland
+353 1 706 8611 (Phone)
+353 1 283 0068 (Fax)

Cormac O'Grada (Contact Author)

University College Dublin (UCD) ( email )

Dublin 4, 4
Ireland

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