Figure 1.
Figure 2.
Figure 3.
Figure 4.
Heterogeneity slope test
| Δ | p-value | Δ Adj | p-value |
|---|---|---|---|
| −14.15*** | 0.00 | −5.15*** | 0.00 |
Regression results (dependent variable: agr)
| Variable | DKSE | FGLS | PCSE | |||
|---|---|---|---|---|---|---|
| Coefficient | P > t | Coefficient | P > z | Coefficient | P > |z| | |
| water | 0.02* | 0.06 | 0.02*** | 0.00 | 0.02* | 0.05 |
| Lfood | −0.70 | 0.28 | −0.63 | 0.11 | −0.70 | 0.42 |
| energy | −0.04** | 0.03 | −0.03*** | 0.00 | −0.04* | 0.06 |
| Lenv | −0.82* | 0.07 | −0.87*** | 0.00 | −0.82** | 0.03 |
| Intercept | 9.64** | 0.02 | 9.03*** | 0.00 | 9.64* | 0.05 |
Unit root test
| Variable | CIPS | CADF |
|---|---|---|
| agr | −4.39*** | −14.75*** |
| water | −4.70*** | −16.49*** |
| Lfood | −4.12*** | −13.35*** |
| energy | −4.16*** | −13.48*** |
| Lenv | −3.09*** | −7.52*** |
Cross sectional dependency tests
| Test | Statistic | p-Value |
|---|---|---|
| Pesaran | 78.75*** | 0.00 |
| Fisher | 450.31*** | 0.00 |
| Frees | 22.86*** | 0.00 |
Spectral Granger causality approach
| Pair | Share of ω | Band significance |
|---|---|---|
| water to agr | 0.99 | Significant (most ω) |
| water to agr | 1 | Significant (most ω) |
| water to agr | 1 | Significant (most ω) |
| Lfood to agr | 0.99 | Significant (most ω) |
| Lfood to agr | 1 | Significant (most ω) |
| Lfood to agr | 1 | Significant (most ω) |
| energy to agr | 0.99 | Significant (most ω) |
| energy to agr | 1 | Significant (most ω) |
| energy to agr | 0.5 | Significant (many ω) |
| Lenv to agr | 0.99 | Significant (most ω) |
| Lenv to agr | 1 | Significant (most ω) |
| Lenv to agr | 1 | Significant (most ω) |
Variables data sources
| Variable | Indicator (subsystem) | Description | Unit/measurement | Source |
|---|---|---|---|---|
| AGR | Agriculture | Share of agriculture in GDP (%) | Percent of GDP | WDI |
| WATER | Water subsystem | Total water withdrawal from agricultural, industrial and municipal sectors | Cubic meters per capita | Aquastat |
| FOOD | Food subsystem | Agricultural production of major crops (sorghum, corn, rice, wheat, beans, millets, banana, cassava, potatoes) | Tonnes | FAOSTAT |
| ENERGY | Energy subsystem | Renewable energy consumption (% of total energy use) | Percent | WDI |
| ENVIRONMENT | Environment subsystem | Total greenhouse gas emissions (CO2 + CH4 + NO2) | Kilotonnes | FAOSTAT |
Cointegration test
| Test | Statistic | p-Value |
|---|---|---|
| Westerlund | 3.98*** | 0.00 |
| Modified Dickey–Fuller | 2.13** | 0.02 |
| Dickey–Fuller | −2.67*** | 0.00 |
| Augmented Dickey–Fuller | −1.64* | 0.09 |
| Unadjusted modified Dickey–Fuller | −23.91*** | 0.00 |
| Unadjusted Dickey–Fuller | −19.37*** | 0.00 |