| Literature DB >> 35805708 |
Li Yang1, Sumaiya Bashiru Danwana1, Fadilul-Lah Yassaanah Issahaku2.
Abstract
This study investigates the symmetric and asymmetric linkages within environmental sustainability proxied by ecological footprint (EFP), natural resources (NRR), renewable energy consumption (REC), urbanization (URB), human capital (HC), and government effectiveness (GE) in 27 African countries divided into two subgroups (ecological deficit countries and ecological reserve countries) over the period 1990 to 2018. The study employs the auto-regressive distributed lag (ARDL) model to investigate the symmetric (linear) effect and the nonlinear auto-regressive distributed lag (NARDL) model to study the asymmetric (nonlinear) effects of the variables on EFP. Results of ARDL show that a 1% increase in REC is projected to reduce ecological footprint by 0.17 and 0.2% in ecological deficit and ecological reserve countries. A 1% increase in NRR is estimated to increase ecological footprint by 0.02% in ecological deficit countries but has no impact on the environment in countries with ecological reserves. Similarly, a 1% rise in GE is estimated to increase EFP by 0.04% in Africa but has no impact on the environment in ecological deficit countries. NARDL estimations decomposed REC into positive (negative) shocks, which show that a 1% increase (decrease) in REC is projected to decrease EFP by 0.16% (0.13%) in countries with ecological reserves. Similarly, a positive (negative) shock in NRR is expected to decrease EFP in ecological reserve countries and increase EFP in ecological deficit countries. Results of the Wald tests prove the existence of long-run asymmetry among the variables. The findings indicate that renewable energy consumption enhances environmental quality, while economic growth and natural resource rents reduce environmental quality in Africa over the sampled period.Entities:
Keywords: ARDL; Africa; ecological footprint; environmental sustainability; government effectiveness; natural resources; renewable energy
Mesh:
Substances:
Year: 2022 PMID: 35805708 PMCID: PMC9265570 DOI: 10.3390/ijerph19138038
Source DB: PubMed Journal: Int J Environ Res Public Health ISSN: 1660-4601 Impact factor: 4.614
Figure 1Africa’s ecological footprint and biocapacity per person from 1990 to 2018.
Description of variables.
| Variable | Description | Unit of Measurement | Source |
|---|---|---|---|
| EFP | Ecological Footprint | Global hectares per capita | Global Footprint Network (2022) |
| REC | Renewable Energy Consumption | Renewable Energy Consumption (% total final energy consumption) | World Development Indicators (WDI, 2022) |
| NRR | Natural Resource Rents | Natural Resource rents (% of GDP) | World Development Indicators (WDI, 2022) |
| GDP | Gross Domestic Product | Constant 2015 USD | World Development Indicators (WDI, 2022) |
| GE | Government Effectiveness | A measure of the quality of governance with values ranging from −2.5 (weak) to 2.5 (strong) | Worldwide Governance Indicators (WGI, 2022) |
| URB | Urbanization | Urban Population (% of the total population) | World Development Indicators (WDI, 2022) |
| HC | Human Capital | Human Capital Index (based on years of schooling and returns to education) | Penn World Table 10.0 |
Descriptive statistics of variables.
| Mean | Std. Dev. | Minimum | Maximum | Skewness | Kurtosis | |
|---|---|---|---|---|---|---|
| Whole Sample | ||||||
| lnEFP | 0.328 | 0.415 | −0.446 | 1.513 | 0.564 | 2.737 |
| lnREC | 3.742 | 1.238 | −2.830 | 4.588 | −2.706 | 11.335 |
| lnNRR | 1.715 | 1.612 | −6.750 | 4.023 | −2.554 | 11.485 |
| lnGDP | 23.505 | 1.486 | 20.689 | 26.922 | 0.349 | 2.328 |
| lnGE | 1.053 | 0.243 | 0 | 1.522 | −0.592 | 3.610 |
| lnURB | 3.547 | 0.550 | 1.689 | 4.493 | −0.888 | 3.347 |
| lnHC | 0.541 | 0.239 | 0.029 | 1.069 | 0.012 | 2.208 |
| Countries with Ecological Deficits | ||||||
| lnEFP | 0.329 | 0.414 | 0.446 | 1.513 | 0.599 | 2.955 |
| lnREC | 3.466 | 1.46 | −2.830 | 4.573 | −2.065 | 7.386 |
| lnNRR | 1.540 | 1.823 | −6.750 | 3.701 | −2.580 | 9.904 |
| lnGDP | 23.672 | 1.693 | 20.689 | 26.921 | 0.196 | 1.819 |
| lnGE | 1.094 | 0.238 | 0 | 1.522 | −1.094 | 5.291 |
| lnURB | 3.415 | 0.612 | 1.689 | 4.285 | 0.600 | 2.377 |
| lnHC | 0.560 | 0.234 | 0.029 | 1.049 | −0.277 | 2.301 |
| Countries with Ecological Reserves | ||||||
| lnEFP | 0.327 | 0.416 | −0.410 | 1.311 | 0.504 | 2.372 |
| lnREC | 4.211 | 0.373 | 3.308 | 4.588 | −1.248 | 3.125 |
| lnNRR | 2.014 | 1.110 | −0.717 | 4.023 | −0.353 | 2.598 |
| lnGDP | 23.222 | 0.982 | 21.052 | 25.479 | −0.137 | 2.948 |
| lnGE | 0.983 | 0.236 | 0.494 | 1.447 | 0.161 | 2.360 |
| lnURB | 3.771 | 0.317 | 3.149 | 4.493 | 0.367 | 2.667 |
| lnHC | 0.510 | 0.244 | 0.097 | 1.069 | 0.476 | 2.391 |
Correlation and VIF results.
| lnEFP | lnREC | lnNRR | lnGDP | lnGE | lnURB | lnHC | VIF | |
|---|---|---|---|---|---|---|---|---|
| Whole Sample | ||||||||
| lnEFP | 1.0000 | |||||||
| lnREC | −0.5291 | 1.0000 | 1.52 | |||||
| lnNRR | 0.4595 | 0.1603 | 1.0000 | 1.64 | ||||
| lnGDP | 0.2844 | −0.4825 | 0.0918 | 1.0000 | 1.67 | |||
| lnGE | 0.6560 | −0.3785 | −0.5741 | 0.2445 | 1.0000 | 2.35 | ||
| lnURB | −0.5744 | −0.4440 | −0.0811 | 0.5273 | 0.3346 | 1.0000 | 1.63 | |
| lnHC | −0.6705 | −0.4121 | −0.3312 | 0.3244 | 0.6362 | 0.4561 | 1.0000 | 1.93 |
| Countries with Ecological Deficits | ||||||||
| lnEFP | 1.0000 | |||||||
| lnREC | −0.5933 | 1.0000 | 1.76 | |||||
| lnNRR | −0.4429 | 0.0786 | 1.0000 | 1.61 | ||||
| lnGDP | 0.5140 | −0.5148 | 0.0835 | 1.0000 | 2.21 | |||
| lnGE | 0.6109 | −0.3094 | −0.5366 | 0.3211 | 1.0000 | 2.35 | ||
| lnURB | −0.7227 | −0.6424 | −0.2120 | 0.6706 | 0.5322 | 1.0000 | 2.48 | |
| lnHC | −0.6512 | −0.4293 | −0.3278 | 0.4714 | 0.6379 | 0.5359 | 1.0000 | 2.03 |
| Countries with Ecological Reserves | ||||||||
| lnEFP | 1.0000 | |||||||
| lnREC | −0.6910 | 1.0000 | 2.13 | |||||
| lnNRR | −0.5691 | 0.6517 | 1.0000 | 2.18 | ||||
| lnGDP | −0.3695 | −0.0185 | 0.2943 | 1.0000 | 1.44 | |||
| lnGE | 0.7703 | −0.7856 | −0.6973 | −0.0640 | 1.0000 | 2.14 | ||
| lnURB | 0.3489 | −0.2296 | 0.2626 | 0.3564 | 0.2187 | 1.0000 | 2.57 | |
| lnHC | 0.7116 | −0.5629 | −0.3397 | −0.0810 | 0.6164 | 0.6133 | 1.0000 | 2.46 |
Cross-sectional dependence test results.
| Breusch–Pagan LM | Pesaran Scaled LM | Bias-Correlation Scaled LM | Pesaran CD | |||||
|---|---|---|---|---|---|---|---|---|
| Statistic | Prob. | Statistic | Prob. | Statistic | Prob. | Statistic | Prob. | |
| Whole Sample | ||||||||
| lnEFP | 3229.072 * | 0.000 | 108.625 * | 0.000 | 108.144 * | 0.000 | 2.631 * | 0.009 |
| lnREC | 3427.181 * | 0.000 | 116.103 * | 0.000 | 115.621 * | 0.000 | 40.727 * | 0.000 |
| lnNRR | 1580.444 * | 0.000 | 46.402 * | 0.000 | 45.920 * | 0.000 | 15.711 * | 0.000 |
| lnGDP | 8503.098 * | 0.000 | 307.681 * | 0.000 | 307.199 * | 0.000 | 91.274 * | 0.000 |
| lnGE | 1308.296 * | 0.000 | 36.131 * | 0.000 | 35.420 * | 0.000 | −0.357 | 0.721 |
| lnURB | 9044.790 * | 0.000 | 328.126 * | 0.000 | 327.644 * | 0.000 | 73.760 * | 0.000 |
| lnHC | 8852.574 * | 0.000 | 320.871 * | 0.000 | 320.389 * | 0.000 | 89.733 * | 0.000 |
| Countries with Ecological Deficits | ||||||||
| lnEFP | 1165.240 * | 0.000 | 62.407 * | 0.000 | 62.130 * | 0.000 | 3.520 * | 0.000 |
| lnREC | 1621.255 * | 0.000 | 90.057 * | 0.000 | 89.753 * | 0.000 | 33.562 * | 0.000 |
| lnNRR | 612.120 * | 0.000 | 28.869 * | 0.000 | 28.565 * | 0.000 | 89.753 * | 0.000 |
| lnGDP | 3572.471 * | 0.000 | 208.367 * | 0.000 | 208.063 * | 0.000 | 59.569 * | 0.000 |
| lnGE | 543.058 * | 0.000 | 24.681 * | 0.000 | 24.234 * | 0.000 | −1.859 *** | 0.064 |
| lnURB | 3346.659 * | 0.000 | 194.659 * | 0.000 | 194.354 * | 0.000 | 37.294 * | 0.000 |
| lnHC | 3335.980 * | 0.000 | 194.227 * | 0.000 | 193.724 * | 0.000 | 53.309 * | 0.000 |
| Countries with Ecological Reserves | ||||||||
| lnEFP | 414.850 * | 0.000 | 38.981 * | 0.000 | 38.803 * | 0.000 | −2.295 ** | 0.027 |
| lnREC | 324.498 * | 0.000 | 29.462 * | 0.000 | 29.283 * | 0.000 | 7.021 * | 0.000 |
| lnNRR | 200.510 * | 0.000 | 16.392 * | 0.000 | 16.214 * | 0.000 | 8.014 * | 0.000 |
| lnGDP | 925.850 * | 0.000 | 92.849 * | 0.000 | 92.671 * | 0.000 | 29.714 * | 0.000 |
| lnGE | 122.340 * | 0.000 | 8.152 * | 0.000 | 7.889 * | 0.000 | 1.800 *** | 0.071 |
| lnURB | 1252.409 * | 0.000 | 127.272 * | 0.000 | 127.093 * | 0.000 | 32.393 * | 0.000 |
| lnHC | 1186.611 * | 0.000 | 120.336 * | 0.000 | 120.158 * | 0.000 | 34.393 * | 0.000 |
Note *, **, *** represents 1%, 5%, and 10% level of significance, respectively.
CIPS cross-sectionally dependent unit root test results.
| At Level | First Difference | ||||
|---|---|---|---|---|---|
| Constant | Constant and Trend | Constant | Constant and Trend | Order of Integration | |
| Whole Sample | |||||
| lnEFP | −2.065 | −2.917 * | −3.861 * | −4.005 * | I (1) |
| lnURB | −1.049 | −1.939 | −2.209 ** | −3.455 * | I (1) |
| lnHC | −1.475 | −1.564 | −3.151 * | −3.731 * | I (1) |
| lnNRR | −2.344 * | −2.640 * | −4.487 * | −4.456 * | I (0) |
| lnREC | −1.804 | −2.410 | −4.582 * | −4.727 * | I (1) |
| lnGDP | −1.691 | −1.328 | −3.611 * | −3.953 * | I (1) |
| lnGE | −1.897 | −2.624 * | −4.425 * | −4.369 * | I (1) |
| Significance: | |||||
| Countries with Ecological Deficits | |||||
| lnEFP | −2.584 ** | −2.362 | −5.506 * | −5.555 * | I (1) |
| lnURB | −1.988 | −2.242 | −2.198 * | −2.795 | I (1) |
| lnHC | −1.478 | −1.313 | I (1) | ||
| lnNRR | −1.923 | −2.691 *** | −4.932 * | −4.890 * | I (1) |
| lnREC | −1.517 | −2.364 | −4.831 * | −4.977 | I (1) |
| lnGDP | −1.839 | −1.936 | −3.519 * | −3.958 * | I (1) |
| lnGE | −2.073 | −2.869 ** | −4.513 * | −4.396 * | I (1) |
| Significance: | |||||
| Countries with Ecological Reserves | |||||
| lnEFP | −1.933 | −2.813 *** | −5.901 * | −5.746 * | I (1) |
| lnURB | −1.481 | −2.634 | −2.755 * | −3.545 * | I (1) |
| lnHC | −1.251 | −2.691 | −2.847 * | −3.392 * | I (1) |
| lnNRR | −2.820 * | −3.353 * | −5.577 * | −5.517 * | I (0) |
| lnREC | −1.862 | −2.051 | −4.787 * | −4.707 * | I (1) |
| lnGDP | −1.908 | −1.967 | −4.022 * | −4.401 * | I (1) |
| lnGE | −2.499 ** | −2.311 | −4.923 * | −4.656 * | I (1) |
| Significance: | |||||
Note *, **, *** represents 1%, 5%, and 10% level of significance, respectively.
Results of Westerlund cointegration test.
| Statistic | Value | Z-Value | Robust | |
|---|---|---|---|---|
| Whole sample | ||||
| Gt | −3.874 | 7.773 | 0.000 | 0.000 |
| Ga | −6.601 | 4.310 | 0.933 | 0.500 |
| Pt | −19.496 | 7.692 | 0.000 | 0.000 |
| Pa | −9.963 | 0.450 | 0.326 | 0.050 |
| Countries with Ecological Deficits | ||||
| Gt | −3.816 | 5.918 | 0.000 | 0.000 |
| Ga | −5.758 | 3.874 | 0.963 | 0.872 |
| Pt | −14.839 | 5.521 | 0.000 | 0.000 |
| Pa | −7.597 | 0.929 | 0.824 | 0.313 |
| Countries with Ecological Reserves | ||||
| Gt | −4.098 | 4.817 | 0.000 | 0.000 |
| Ga | −5.287 | 3.716 | 1.000 | 1.000 |
| Pt | −13.626 | 5.664 | 0.000 | 0.000 |
| Pa | −9.325 | 0.755 | 0.775 | 0.200 |
PMG ARDL model results.
| Whole Sample | Countries with Ecological Deficits | Countries with Ecological Reserves | |
|---|---|---|---|
| Long-run coefficients | |||
| lnREC | −0.120 (0.025) * | −0.173 (0.029) * | −0.201 (0.054) * |
| lnNRR | 0.043 (0.006) * | 0.018 (0.007) ** | 0.013 (0.010) |
| lnGDP | 0.106 (0.040) * | 0.208 (0.048) * | −0.239 (0.065) * |
| lnGE | 0.036 (0.020) *** | −0.115 (0.066) | 0.265 (0.049) * |
| lnURB | −0.686 (0.106) * | −0.419 (0.174) ** | −1.299 (0.237) * |
| lnHC | −1.957 (0.129) * | −0.125 (0.106) | −3.541 (0.811) * |
| Short-run coefficients | |||
| ECT (−1) | −0.593 (0.093) * | −0.866 (0.096) * | −0.523 (0.137) * |
| ∆lnREC | −0.433 (0.245) *** | −0.267 (0.304) | −0.304 (0.210) *** |
| ∆lnNRR | 0.024 (0.011) ** | −0.002 (0.006) | −0.011 (0.013) |
| ∆lnGDP | 0.656 (0.239) *** | 0.606 (0.302) ** | 0.293 (0.157) *** |
| ∆lnGE | −0.143 (0.133) | 0.0472 (0.140) | −0.304 (0.263) |
| ∆lnURB | 10.789 (18.692) | 19.967 (23.028) | 15.715 (21.145) |
| ∆lnHC | 2.072 (6.224) | −8.590 (5.167) *** | 13.673 (11.916) |
| C | −0.996 (0.491) ** | −2.626 (0.563) * | 0.925 (0.610) *** |
| Hausman test | 0.59 [0.988] | 0.40 [0.998] | 3.04 [0.803] |
*, **, *** represents 1%, 5%, and 10% level of significance, respectively. () represents the standard error of the estimates. [] represents the probability values of the Hausman test.
Results of asymmetric ARDL model.
| Whole Sample | Countries with Ecological Deficits | Countries with Ecological Reserves | |
|---|---|---|---|
| Long run | |||
| lnREC+ | −0.103 (0.017) * | −0.025 (0.018) | −0.165 (0.062) * |
| lnREC− | 0.107 (0.016) * | −0.043 (0.017) ** | −0.132 (0.051) * |
| lnNRR+ | 0.004 (0.024) | 0.103 (0.016) * | −0.179 (0.033) * |
| lnNRR− | 0.019 (0.023) | 0.108 (0.015) * | −0.178 (0.038) * |
| lnGDP+ | 0.195 (0.079) ** | 0.123 (0.020) * | −0.086 (0.019) * |
| lnGDP− | 0.124 (0.067) * | 0.150 (0.022) * | −0.088 (0.019) * |
| lnGE+ | 0.391 (0.044) * | −0.226 (0.186) | 0.413 (0.061) * |
| lnGE− | 0.392 (0.045) * | −0.298 (0.187) | 0.333 (0.556) * |
| lnURB+ | −0.204 (0.027) *** | −0.101 (0.034) * | −0.404 (0.041) * |
| lnURB− | −0.498 (0.342) | −1.815 (49.929) | −0.213 (0.021) |
| lnHC+ | 0.012 (0.122) | −0.669 (0.037) *** | −0.439 (0.051) * |
| lnHC− | 0.696 (0.635) | −2.916 (0.955) * | −2.502 (0.363) * |
| Short run | |||
| ECT (−1) | −0.509 (0.063) * | −0.409 (0.079) * | −0.419 (0.078) * |
| ∆lnREC+ | −0.015 (0.011) *** | −0.005 (0.221) | 0.029 (0.059) |
| ∆lnREC− | −3.013 (0.013) | 0.004 (0.019) | 0.032 (0.008) |
| ∆lnNRR+ | 0.012 (0.012) | −0.024 (0.011) ** | 0.158 (0.027) |
| ∆lnNRR− | 0.013 (0.013) | −0.026 (0.012) ** | 0.032 (0.033) |
| ∆lnGDP+ | 0.351 (0.158) ** | 0.089 (0.294) * | 0.136 (0.274) |
| ∆lnGDP− | 0.344 (0.133) ** | 0.480 (0.261) *** | 0.116 (0.268) |
| ∆lnGE+ | −0.144 (0.166) | −0.005 (0.155) | 0.563 (0.284) ** |
| ∆lnGE− | 0.148 (0.144) | 0.233 (1.160) | 0.555 (0.284) *** |
| ∆lnURB+ | −0.822 (5.546) *** | −5.778 (3.551) *** | −10.000 (10.815) |
| ∆lnURB− | 0.001 (0.001) | −0.343 (0.252) *** | −0.240 (0.022) |
| ∆lnHC+ | 0.241 (0.079) *** | −5.009 (2.979) *** | −7.620 (8.964) |
| ∆lnHC− | 0.055(0.065) | −2.160 (2.016) | −0.385 (0.038) |
| C | 0.214 (0.010) ** | 0.209 (0.100) ** | 0.856 (1.77) |
| Hausman test | 0.55 [0.997] | 3.27 [0.514] | 0.93 [0.920] |
*, **, *** represents 1%, 5%, and 10% level of significance, respectively. () represents the standard error of the estimate. [] represents the probability values of the Hausman test. (+) and (−) represent positive and negative partial sums of variables, respectively.
Results of Wald tests.
| Whole Sample | Countries with Ecological Deficits | Countries with Ecological Reserves | |
|---|---|---|---|
| Long-run asymmetry | |||
| lnREC | 7.43 ** | 2.01 | 8.03 ** |
| lnNRR | 35.04 * | 10.64 ** | 30.37 * |
| lnGDP | 0.34 | 12.93 * | 30.76 * |
| lnGE | 78.01 * | 8.35 * | 12.07 * |
| lnURB | 43.26 * | 8.96 ** | 9.43 * |
| lnHC | 4.64 *** | 9.06 ** | 39.83 * |
| Short-run asymmetry | |||
| ∆lnREC | 0.11 | 0.05 | 0.67 |
| ∆lnNRR | 0.561 | 3.52 *** | 2.44 |
| ∆lnGDP | 0.32 | 3.90 ** | 0.29 |
| ∆lnGE | 2.76 | 4.25 ** | 4.38 |
| ∆lnURB | 2.75 | 4.77 (0.92) *** | 4.22 |
| ∆lnHC | 3.95 | 0.66 (0.416) | 0.65 |
*, **, *** represents 1%, 5%, and 10% level of significance, respectively.