Environmental impact of the tourism industry in China: analyses based on multiple environmental factors using novel Quantile Autoregressive Distributed Lag model

Figures & data

Figure 1. Number of tourist arrivals (in millions).

Source: https://www.statista.com/statistics

Table 1. Descriptive statistics results.

Variables	Mean	Min.	Max.	Std. Dev.	JB Stats
CE	1.987	0.789	2.201	0.011	18.254***
PM2.5	0.513	0.321	0.803	0.120	26.058***
GHGs	3.214	2.971	4.541	0.041	19.115***
GDP	7.023	6.147	8.070	0.156	21.010***
TOR	3.984	3.018	4.368	0.881	30.517***
TOP	5.215	4.368	6.214	1.035	30.003***

Asteriks ***, ** and * represent the significance level at 1%, 5% and 10% respectively.

Source: Author Estimation.

Table 2. Unit root test results.

Variables	ADF (Level)	ADF (Δ)	ZA (Level)	Break Year	ZA (Δ)	Break Year
CE	0.245	−4.554***	0.661	2008 Q2	−7.318***	2010 Q1
PM2.5	−0.315	−3.991***	−0.237	2013 Q1	−8.514***	2016 Q1
GHG	−0.894	−6.331***	−0.849	2002 Q1	−5.369***	2011 Q1
GDP	−0.157	−5.871***	−1.041	2016 Q4	−9.155***	2007 Q4
TOR	−1.004	−3.324***	−0.554	2018 Q1	−7.218***	2002 Q1
TOP	−0.648	−4.744***	−0.368	2011 Q1	−6.985***	2017 Q3

Note: The significance of the ADF and ZA tests are represented by ***, **, and * at 1%, 5%, and 10% significance levels.

Source: Author Estimation.

Table 3. Quantile Autoregressive Distributed Lag (QARDL) results for carbon emission.

Quantiles (τ)	α∗(τ)	ρ∗(τ)	βGDP(τ)	βGDP2(τ)	βTOR(τ)	βTOP(τ)	φ1(τ)	ω0(τ)	λ0(τ)	θ0(τ)	θ1(τ)	έ0(τ)
0.05	0.010 (0.011)	−0.226*** (-4.020)	0.331 (0.010)	−0.126*** (-4.002)	−0.201 (-1.002)	0.220** (2.010)	0.362** (6.026)	0.146* (1.864)	−0.004 (-0.024)	−0.062*** (-5.026)	−0.020 (-0.102)	0.082*** (5.028)
0.10	0.102 (0.010)	−0.262*** (-5.062)	0.324 (0.004)	−0.198*** (-5.089)	−0.230 (-1.002)	0.203** (2.002)	0.480** (2.008)	0.182* (1.698)	−0.023 (-0.003)	−0.026*** (-4.226)	−0.013 (-0.103)	0.022*** (4.202)
0.20	0.012 (0.013)	−0.271*** (-5.001)	0.342** (2.024)	−0.121*** (-4.012)	−0.200 (-1.002)	0.210 (1.021)	0.330 (1.020)	0.196*** (7.006)	−0.027 (-0.070)	−0.024*** (-2.004)	−0.045 (-0.054)	0.026** (2.062)
0.30	0.013 (0.010)	−0.278*** (-3.001)	0.367** (2.676)	−0.227** (-2.072)	−0.251 (-1.015)	0.225 (1.015)	0.325 (1.015)	0.172*** (4.102)	−0.057 (-0.017)	−0.076** (-2.006)	−0.097 (-0.067)	0.072** (2.007)
0.40	0.042 (0.120)	−0.262*** (-3.162)	0.353** (2.035)	−0.274** (-2.004)	−0.234* (-1.664)	0.125 (1.012)	0.359 (1.090)	0.121 (0.101)	−0.038 (0.003)	−0.037 (-1.021)	−0.079 (-0.070)	0.033** (2.003)
0.50	0.023 (0.013)	−0.252*** (-3.725)	0.368*** (3.864)	−0.132 (-1.002)	−0.257* (-1.757)	0.126 (1.026)	0.267 (1.076)	0.114 (0.002)	−0.027 (-0.020)	−0.036 (-1.005)	−0.072 (-0.012)	0.032 (1.012)
0.60	0.203 (0.013)	−0.221*** (-3.663)	0.382*** (5.278)	−0.136 (-1.016)	−0.243** (-2.034)	0.105 (1.003)	0.267 (1.003)	0.104 (1.001)	−0.021 (-0.001)	−0.058 (-1.035)	−0.046 (-0.103)	0.011 (1.010)
0.70	0.011 (0.022)	−0.232** (-2.732)	0.445*** (3.055)	−0.072 (-1.020)	−0.263** (-2.036)	0.140 (1.102)	0.368 (1.013)	0.093** (2.039)	−0.017 (-0.017)	−0.030 (-1.109)	−0.013 (-0.030)	0.056 (1.016)
0.80	0.0134 (0.001)	−0.156 (-1.016)	0.428*** (6.008)	−0.163 (-1.131)	−0.272*** (-6.027)	0.214** (2.014)	0.426* (1.663)	0.061** (2.001)	−0.044 (-0.020)	−0.042 (-1.024)	−0.037 (-1.103)	0.068 (1.063)
0.90	0.001 (0.101)	−0.167 (-1.050)	0.422*** (6.012)	−0.111 (-1.101)	−0.296*** (-5.019)	0.224** (2.004)	0.625* (1.675)	0.082* (1.725)	−0.017 (-0.010)	−0.067 (-1.006)	−0.022 (-1.022)	0.086 (1.046)
0.95	0.105 (0.051)	−0.133 (-1.010)	0.411*** (5.227)	−0.110 (-1.002)	−0.295*** (-3.059)	0.254** (2.370)	0.567* (1.677)	0.068* (1.698)	−0.051 (-0.050)	−0.017 (-1.107)	−0.075 (-1.005)	0.050 (1.003)

Note: The results of the quantile estimation results are reported in this table with t statistics in brackets. Asteriks ***, ** and * indicate significance at the 1%, 5% and 10% levels, respectively.

Source: Author Estimations.

Table 4. Quantile Autoregressive Distributed Lag (QARDL) results for PM2.5.

α∗(τ)	ρ∗(τ)	βGDP(τ)	βGDP2(τ)	βTOR(τ)	βTOP(τ)
0.024 (0.042)	−0.236** (-3.036)	0.040 (0.020)	−0.165*** (-5.056)	−0.142 (-1.012)	0.201*** (3.010)
0.315 (0.051)	−0.276*** (-5.086)	0.156 (0.016)	−0.184*** (-6.046)	−0.112 (-0.010)	0.357*** (3.037)
0.047 (0.107)	−0.247*** (-4.007)	1.230** (2.003)	−0.185*** (-4.045)	−0.231 (-1.013)	0.327*** (3.037)
0.169 (0.096)	−0.223** (-2.032)	1.172** (2.027)	−0.137** (-2.035)	−0.276 (-1.546)	0.130 (1.013)
0.174 (0.017)	−0.257** (-2.035)	1.267** (2.067)	−0.179** (-2.039)	−0.388* (-1.788)	0.146 (1.040)
0.261 (0.101)	−0.243** (-2.034)	0.878*** (6.078)	−0.132 (-1.010)	−0.353* (-1.853)	0.164 (1.042)
0.368 (0.103)	−0.123* (-1.655)	0.935*** (7.035)	−0.053 (-1.030)	−0.383** (-2.038)	0.067 (1.013)
0.070 (0.011)	−0.138* (-1.738)	0.842*** (5.248)	−0.064 (-1.043)	−0.419** (-2.078)	0.042 (1.020)
0.243 (0.023)	−0.071 (-0.070)	0.664*** (4.404)	−0.085 (-1.013)	−0.463*** (-6.036)	0.032 (1.030)
0.321 (0.102)	−0.077 (-0.050)	0.533*** (3.033)	−0.105 (-1.005)	−0.457*** (-6.057)	0.071 (1.210)
0.202 (0.020)	−0.031 (-0.010)	0.484*** (2.994)	−0.112 (-1.121)	−0.425*** (-4.101)	0.043 (0.840)

Note: The results of quantile estimation are reported in the table with t-statistics in brackets. The significance level is presented by asterisks such as ***, **, and * indicate significance at the 1%, 5% and 10% levels, respectively.

Source: Author Estimations.

Table 5. Quantile Autoregressive Distributed Lag (QARDL) results for greenhouse gas emission.

Quantiles (τ)	α∗(τ)	ρ∗(τ)	βGDP(τ)	βGDP2(τ)	βTOR(τ)	βTOP(τ)	φ1(τ)	ω0(τ)	ω1(τ)	λ0(τ)	θ0(τ)	έ0(τ)	έ1(τ)
0.05	0.030 (0.003)	−0.148*** (-4.084)	0.180 (0.010)	−0.175*** (-6.578)	−0.134*** (-3.020)	0.213* (1.721)	0.545*** (5.054)	0.076* (1.676)	0.043 (1.349)	−0.035 (-0.053)	−0.086*** (-3.056)	0.083*** (3.030)	0.051 (1.015)
0.10	0.204 (0.042)	−0.198*** (-6.088)	0.243 (0.011)	−0.176*** (-6.069)	−0.144*** (-3.024)	0.216* (1.810)	0.564*** (6.074)	0.083* (1.683)	0.053 (1.350)	−0.061 (-0.030)	−0.065*** (-4.156)	0.071*** (3.020)	0.087 (1.067)
0.20	0.136 (0.010)	−0.156*** (-5.706)	0.254** (2.004)	−0.077 (-1.077)	−0.133* (-1.704)	0.235* (1.943)	0.528*** (3.018)	0.048*** (7.084)	0.062 (1.026)	−0.041 (-0.021)	−0.085*** (-3.586)	0.066** (2.562)	0.086 (1.003)
0.30	0.153 (0.035)	−0.112*** (-3.001)	0.162** (2.002)	−0.156 (-1.006)	−0.064 (-0.840)	0.162 (1.212)	0.436*** (3.363)	0.067*** (5.067)	0.061 (1.051)	−0.025 (-0.052)	−0.046** (-5.046)	0.053** (2.030)	0.032 (1.024)
0.40	0.087 (0.007)	−0.131*** (-3.013)	0.149** (2.049)	−0.048 (-1.084)	−0.076 (-1.055)	0.146 (1.026)	0.359*** (3.095)	0.024 (0.040)	0.032 (0.992)	−0.034 (0.020)	−0.103 (-1.010)	0.067 (1.610)	0.047 (1.057)
0.50	0.245 (0.025)	−0.123*** (-3.021)	0.090*** (6.080)	−0.120 (-1.210)	−0.120 (-1.540)	0.157 (1.037)	0.450*** (3.050)	0.022 (0.102)	0.018 (1.018)	−0.015 (-0.050)	−0.035 (-1.020)	0.023 (1.010)	0.013 (1.010)
0.60	0.156 (0.016)	−0.156* (-1.165)	0.224*** (5.024)	−0.124 (-1.340)	−0.072 (-1.627)	0.104 (0.930)	0.438*** (3.180)	0.034 (1.040)	0.043 (1.053)	−0.067 (-0.076)	−0.068 (-1.080)	0.041 (1.040)	0.054 (1.040)
0.70	0.117 (0.010)	−0.172* (-1.742)	0.247*** (4.067)	−0.147 (-1.067)	−0.075 (-1.056)	0.081 (1.110)	0.552*** (3.150)	0.038 (1.038)	0.067 (1.074)	−0.018 (-0.018)	−0.065 (-1.063)	0.016 (0.102)	0.012 (0.810)
0.80	0.357 (0.037)	−0.064 (-0.034)	0.234*** (2.995)	−0.156 (-1.160)	−0.132* (-1.927)	0.152 (1.152)	0.412*** (3.721)	0.078 (1.078)	0.035 (1.335)	−0.080 (-0.040)	−0.041 (-1.014)	0.042 (1.020)	0.063 (1.023)
0.90	0.214 (0.040)	−0.080 (-0.060)	0.276*** (4.076)	−0.167 (-1.070)	−0.166** (-2.535)	0.081 (1.016)	0.573*** (3.735)	0.031 (1.030)	0.035 (1.595)	−0.050 (-0.102)	−0.056 (-1.045)	0.034 (1.030)	0.032 (1.020)
0.95	0.301 (0.001)	−0.051 (-0.010)	0.279*** (3.975)	−0.126 (-1.020)	−0.220*** (-3.099)	0.101 (1.010)	0.428*** (3.662)	0.020 (1.020)	0.055 (1.505)	−0.035 (-0.030)	−0.023 (-1.030)	0.035 (1.103)	0.052 (1.025)

Note: The results of quantile estimation are reported in the table with t-statistics in brackets. The significance level is presented by asterisks such as ***, ** and * indicate significance at the 1%, 5% and 10% levels, respectively.

Source: Author Estimations.

Table 6. Wald test results for the constancy of parameters.

Variables	Wald-statistics (CE)	Wald-statistics (PM2.5)	Wald-statistics (GHG)
ρ	7.123*** [0.000]	5.321*** [0.000]	19.417*** [0.000]
βGDP	6.351*** [0.000]	4.951*** [0.000]	8.310*** [0.000]
βGDP2	1.030 [0.162]	9.990*** [0.000]	0.750 [0.358]
βTOR	5.976*** [0.000]	18.010*** [0.000]	10.417*** [0.000]
βTOP	5.159*** [0.000]	3.939*** [0.000]	7.017*** [0.000]
φ1	3.011*** [0.001]	10.498*** [0.000]	6.103*** [0.000]
ω0	2.975*** [0.005]	2.010** [0.045]	5.020** [0.000]
ω1	–	0.977 [0.184]	0.016 [0.999]
λ0	6.202*** [0.000]	1.019 [0.169]	6.665*** [0.000]
θ0	8.145*** [0.000]	5.059*** [0.000]	3.357*** [0.000]
θ1	0.789 [0.217]	–	–
έ0	0.315 [0.999]	4.025*** [0.000]	16.215*** [0.000]
έ1	–	–	1.010 [0.172]
Cumulative short-term effect:
ω*	–	3.579*** [0.000]	1.110 [0.413]
θ*	1.054 [0.345]	–	–
έ*	–	–	0.846 [0.621]

Note: Wald-test estimation results are reported in this table. Moreover, square brackets enclosed the p-values. Asterisk ***, ** and * denote the significance level at 1%, 5% and 10%, respectively.

Source: Author Estimations.

Table 7. Test results of granger causality in quantile.

Quantiles	[0.05-0.95]	0.05	0.10	0.20	0.30	0.40	0.50	0.60	0.70	0.80	0.90	0.95
ΔTORt to CEt	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
ΔCEt to ΔTORt	0.489	0.485	0.480	0.480	0.487	0.492	0.510	0.486	0.489	0.489	0.490	0.490
ΔTORt to GHGt	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
ΔCEt to ΔTORt	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
ΔTORt to PM2.5t	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000	0.000
ΔPM2.5t to ΔTORt	0.605	0.620	0.610	0.554	0.542	0.490	0.566	0.515	0.720	0.675	0.716	0.709

Null hypothesis: No Casual association exist.

Soure: Authors estimations.