School of Business, Qingdao University, Qingdao, 266061, China.
School of Economics, Qingdao University, Qingdao, 266061, China.
Environ Sci Pollut Res Int. 2020 Oct;27(29):36541-36569. doi: 10.1007/s11356-020-09498-2. Epub 2020 Jun 20.
In recent years, China's air pollution has caused significant concern in the academia. China is the hub of business and financial activities, with the most populous cities. It is important to determine the convergence and asymmetric persistence of air quality index (AQI hereafter) in China to achieve sustainable development goals, especially the ones related to the environment. This paper uses the Fourier quantile unit root test to check for inter-regional convergence of monthly AQI for 74 cities across China from January 2013 to July 2019. For a comparative baseline analysis, five conventional univariate and quantile unit root tests are also conducted. The empirical outcomes show that the Fourier quantile unit test exhibits a significant advantage in detecting smooth breaks and evaluating the asymmetric behavior and mean-reverting properties of AQI. Moreover, the monthly AQI in 70 out of 74 C0hinese cities are stationary processes. These findings not only focus on the appropriate use of relevant modeling techniques of smooth breaks and asymmetries in the AQI series of the 74 Chinese cities but also provide crucial environmental sustainability and economic implications for AQI regulation policies.
近年来，中国的空气污染问题引起了学术界的高度关注。中国是商业和金融活动的中心，拥有人口最多的城市。确定空气质量指数（AQI）的收敛性和非对称持续性对于实现可持续发展目标非常重要，特别是与环境相关的目标。本文使用傅里叶分位数单位根检验来检验 2013 年 1 月至 2019 年 7 月中国 74 个城市的月度 AQI 的区域间收敛性。作为对比基准分析，还进行了五项传统的单变量和分位数单位根检验。实证结果表明，傅里叶分位数单位检验在检测平滑断点、评估 AQI 的非对称行为和均值回复特性方面具有显著优势。此外，74 个中国城市中的 70 个城市的月度 AQI 是平稳过程。这些发现不仅关注于在 74 个中国城市的 AQI 序列中适当使用相关的平滑断点和非对称性建模技术，而且为 AQI 监管政策提供了重要的环境可持续性和经济意义。
