Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States

This short communication examines whether or not U.S. natural gas consumption follows a stationary process. Unlike previous research that has focused on regional country or industrial sector-based panel studies, this study undertakes a sub-national investigation of natural gas consumption for the 50...

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Main Authors: Apergis, Nicholas, Loomis, D., Payne, J.
Format: Journal Article
Published: Elsevier Science Ltd. 2010
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/24364
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author Apergis, Nicholas
Loomis, D.
Payne, J.
author_facet Apergis, Nicholas
Loomis, D.
Payne, J.
author_sort Apergis, Nicholas
building Curtin Institutional Repository
collection Online Access
description This short communication examines whether or not U.S. natural gas consumption follows a stationary process. Unlike previous research that has focused on regional country or industrial sector-based panel studies, this study undertakes a sub-national investigation of natural gas consumption for the 50 U.S. states. Levin et al. (2002), Im et al. (2003), Maddala and Wu (1999), and Hadri (2000) panel unit root and stationarity tests reveal that natural gas consumption is integrated of order one. However, once allowance is made for endogenously determined structural breaks, the Carrion-i-Silvestre et al. (2005), Im et al. (2005), and Westerlund (2005) panel unit root and stationarity tests indicate that natural gas consumption is integrated of order zero. Discussion of the structural breaks is briefly surveyed in relation to the natural gas industry’s response to legislative actions.
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spelling curtin-20.500.11937-243642017-09-13T15:09:36Z Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States Apergis, Nicholas Loomis, D. Payne, J. Natural gas consumption Panel unit root Structural breaks This short communication examines whether or not U.S. natural gas consumption follows a stationary process. Unlike previous research that has focused on regional country or industrial sector-based panel studies, this study undertakes a sub-national investigation of natural gas consumption for the 50 U.S. states. Levin et al. (2002), Im et al. (2003), Maddala and Wu (1999), and Hadri (2000) panel unit root and stationarity tests reveal that natural gas consumption is integrated of order one. However, once allowance is made for endogenously determined structural breaks, the Carrion-i-Silvestre et al. (2005), Im et al. (2005), and Westerlund (2005) panel unit root and stationarity tests indicate that natural gas consumption is integrated of order zero. Discussion of the structural breaks is briefly surveyed in relation to the natural gas industry’s response to legislative actions. 2010 Journal Article http://hdl.handle.net/20.500.11937/24364 10.1016/j.enpol.2010.03.016 Elsevier Science Ltd. restricted
spellingShingle Natural gas consumption
Panel unit root
Structural breaks
Apergis, Nicholas
Loomis, D.
Payne, J.
Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title_full Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title_fullStr Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title_full_unstemmed Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title_short Are Shocks to Natural Gas Consumption Temporary or Permanent? Evidence From a Panel of U.S. States
title_sort are shocks to natural gas consumption temporary or permanent? evidence from a panel of u.s. states
topic Natural gas consumption
Panel unit root
Structural breaks
url http://hdl.handle.net/20.500.11937/24364