A contribution to attribution of recent global warming by out‐of‐sample Granger causality analysis

The topic of attribution of recent global warming is usually faced by studies performed through global climate models (GCMs). Even simpler econometric models have been applied to this problem, but they led to contrasting results. In this article, we show that a genuine predictive approach of Granger analysis leads to overcome problems shown by these models and to obtain a clear signal of linear Granger causality from greenhouse gases (GHGs) to the global temperature of the second half of the 20th century. In contrast, Granger causality is not evident using time series of natural forcing.