The nexus between climate change, conflicts and food security in Somalia: empirical evidence from time-varying Granger causality

Figures & data

Figure 1. The topographic map of Somalia. Source: Authors construction.

Figure 2. Historical trend of cereal production in Somalia.

Figure 3. Trends of the sampled independent variables.

Table 1. Variable descriptions and sources.

Variable	Code	Proxy	Source
Total cereal availability	FS	Total cereal availability is used as a proxy of food security	FAO
Average rainfall	AR	Average annual precipitation (mm)	World Bank
Average temperature	AT	Average annual temperature ($\mathrm{°C}$)	World Bank
Internal conflict	IC	‘It is assessment rating contains three components: (a) civil war/coup threat, (b) terrorism/political violence, (c) civil disorder’	ICRG
External conflict	EC	‘It is assessment rating contains three components: (a) war (b) cross-border conflict, (c) foreign pressures’	ICRG

Table 2. Descriptive statistics.

	lnFS	lnAT	lnAR	IC	EC
Mean	12.672	3.304	3.117	−3.519	−5.437
Median	12.706	3.302	3.105	−4.000	−4.955
Maximum	13.391	3.334	3.509	0.000	−2.130
Minimum	11.686	3.283	2.795	−6.000	−10.00
Std. dev.	0.429	0.012	0.164	1.611	1.920
Skewness	−0.292	0.399	0.153	0.935	−0.919
Kurtosis	2.517	2.796	2.980	3.201	3.210
Jarque–Bera	0.765	0.907	0.126	4.719	4.562
Probability	0.682	0.635	0.939	0.095	0.102
Correlation
lnFS	1
lnAT	−0.349	1
lnAR	0.074	0.243	1
IC	−0.095	−0.512	−0.414	1
EC	−0.082	0.164	0.011	−0.018	1

Table 3. Result of unit root tests.

Variable	ADF	PP
lnFS	−3.718**	−3.696**
ΔlnFS	−7.581***	−10.646***
lnAR	−5.605***	−5.948***
ΔlnAR	−5.909***	−28.242***
lnAT	−5.167***	−5.164***
ΔlnAT	−8.548***	−22.531***
IC	−2.109	−2.166
ΔIC	−4.444***	−5.205***
EC	−2.067	−2.192
ΔEC	−5.087***	−5.086***

^*** and ** represent significance level at 1%, and 5% respectively. Δ stands for the first difference level, and ln is the natural logarithm.

Table 4. The F-bounds test.

Model			Bounds test critical values
lnFS=f(lnAR, lnAT, IC, EC)	F-statistic	Significance (%)	K (4)
			I (0)	I (1)
		1	3.29	4.37
	3.713	5	2.56	3.49
		10	2.2	3.09

Table 5. Long-run coefficient elasticities.

Explanatory variable	Coefficient
Constant	178.415*** (3.919)
lnR	0.799 (1.399)
lnT	−51.053*** (−3.675)
IC	−0.172** (−2.322)
EC	0.051 (1.157)

^*** and ** exhibit significance levels at 1% and 5% significance levels respectively. T-statistic values are in (.) parenthesis whereas p values are in [.] parenthesis.

Figure 4. Model stability tests.

Table 6. Short-run dynamic effect and diagnostic test.

Variable	Coefficient (T-Statistic)
ΔlnAT	−9.195 (−1.654)
ΔlnATt-1	23.628*** (3.272)
ΔlnAR	0.689** (2.381)
ΔIC	−0.069 (−1.051)
ΔECt-1	−0.009 (−0.209)
ECT	−0.842*** (−5.385)
Diagnostics test
Ramsey reset test	0.606 [0.445]
Adjusted R-square	0.35
Breusch–Godfrey test	0.171 [0.778]
Breusch–Pagan test	1.135 [0.336]
Normality	0.921 (0.631)

^*** and ** indicate significance level at 1% and 5% respectively. T-statistics values are in (.) parenthesis whereas p values are in [.].

Table A1. Johansen cointegration test.

Hypothesis	Test statistic	5% Critical value	p Value
Trace test
None*	73.36197	69.81889	0.0254**
At most 1	39.97850	47.85613	0.2233
At most 2	21.86964	29.79707	0.3058
At most 3	10.88856	15.49471	0.2184
At most 4	0.946313	3.841466	0.3307
Maximum Eigenvalue
None	33.38347	33.87687	0.0572*
At most 1	18.10887	27.58434	0.4861
At most 2	10.98108	21.13162	0.6492
At most 3	9.942249	14.26460	0.2158
At most 4	0.946313	3.841466	0.3307

** and * signify significance levels at 5% and 10% levels, respectively.

Data availability statement

Data can be found at this link: https://www.fao.org/faostat/en/#data/QCLhttps://climateknowledgeportal.worldbank.org/country/somalia/climate-data-historical