Food security and agriculture value-added: Do they asymmetrically matter for Korean environmental sustainability?

Figures & data

Table 1. Results of variable description

Variable	Abbreviation	Definition	Source
Carbon dioxide emissions	car	Emissions of carbon dioxide (unit: Mt) in log	UN environment programme
Food security^1	foo	Total population (unit: million) in log	World Bank Data
Agriculture	agr	Agriculture value-added (unit: billion US$)	Food and Agriculture Organization of the United Nations
Non-renewable energy consumption	non	Fossil fuel energy consumption (% of total)	World Bank Data
Foreign direct investment	fdi	Foreign direct investment, net inflows (% of GDP)	World Bank Data

Note: 1 the reason is that food security is the economic and physical availability of a nutritious meal that satisfies a person’s nutritional requirements for a long and healthy life.

Table 2. Results of basic statistical tests

Panel A: Unit root test
Variable		ADF test					PP test
		Level		First difference			Level			First difference
car		−0.349		−7.309***			0.182			−9.403***
foo		−1.235		−3.295*			−2.687			−3.317*
agr		−3.043		−9.742***			−2.883			−12.136***
non		−0.315		−5.478***			−0.884			−5.506***
fdi		−6.317***		−10.801***			−5.614***			−37.320***
Panel B: Zivot-Andrews test
Variable		Level		Break-year			First difference			Break-year
car		−3.395		1982			−8.338***			1998
foo		−2.057		1997			−19.602***			1973
agr		−3.510		1980			−10.353***			1978
non		−1.535		1982			−6.318***			2011
fdi		−1.475		1998			−13.638***			1997
Panel C: Descriptive statistical test
Variable		Mean		Maximum			Minimum			Standard error
car		2.550		2.880			1.997			0.283
foo		1.639		1.712			1.508			0.060
agr		1.317		1.469			1.040			0.119
non		0.882		0.995			0.805			0.067
fdi		0.722		4.566			0.010			0.733
Panel D: Correlation test
Variable	car		foo		agr			non			fdi
car	1.000
foo	0.995***		1.000
agr	−0.975***		0.982***		1.000
non	0.913***		−0.917***		−0.903***			1.000
fdi	−0.154		0.146***		0.107			−0.223			1.000
Panel E: Bounds test
Test statistic	Value		Significant level			I(0)			I(1)
F-statistic	4.934***		10%			2.20			3.09
k	4		5%			2.56			3.49
			1%			3.29			4.37

Note: *1% significant level; **5% significant level; ***10% significant level.

Table 3. Results of effects of food security and agriculture on environmental deterioration

Long-run effect
$\mathrm{f}\mathrm{o}{\mathrm{o}}^{+}$	0.042* (1.958)
$\mathrm{f}\mathrm{o}{\mathrm{o}}^{-}$	0.090* (−1.931)
$\mathrm{a}\mathrm{g}{\mathrm{r}}^{+}$	0.748*** (3.814)
$\mathrm{a}\mathrm{g}{\mathrm{r}}^{-}$	−0.688*** (−3.529)
$\mathrm{n}\mathrm{o}\mathrm{n}$	0.202** (2.092)
$\mathrm{f}\mathrm{d}\mathrm{i}$	−0.348*** (−11.032)
Short-run effect
${\mathrm{\Delta }\mathrm{f}\mathrm{o}\mathrm{o}}_{-1}^{+}$	0.019** (2.032)
${\mathrm{\Delta }\mathrm{f}\mathrm{o}\mathrm{o}}_{-1}^{-}$	−0.049*** (−4.223)
${\mathrm{\Delta }\mathrm{f}\mathrm{o}\mathrm{o}}_{-2}^{-}$	−0.029 (−1.071)
${\mathrm{\Delta }\mathrm{a}\mathrm{g}\mathrm{r}}_{-1}^{+}$	0.294*** (2.699)
${\mathrm{\Delta }\mathrm{a}\mathrm{g}\mathrm{r}}_{-1}^{-}$	−0.532** (−2.155)
$\mathrm{\Delta }\mathrm{n}\mathrm{o}{\mathrm{n}}_{-1}$	0.168** (2.223)
$\mathrm{\Delta }\mathrm{n}\mathrm{o}{\mathrm{n}}_{-2}$	0.034*** (2.378)
$\mathrm{\Delta }\mathrm{f}\mathrm{d}{\mathrm{i}}_{-1}$	−0.146*** (−5.178)
${\mathrm{d}}_{1997}$	−0.023** (−2.297)
${\mathrm{d}}_{2011}$	0.034*** (4.295)
$\mathrm{c}$	0.032** (2.159)
$\mathrm{e}\mathrm{c}{\mathrm{m}}_{-1}$	−0.087*** (−6.490)

Note: + positive component; - negative component; $\mathrm{\Delta }$ difference operator; ${\mathrm{d}}_{1997}$ dummy variable; ${\mathrm{d}}_{2011}$ dummy variable; $\mathrm{c}$ constant; $\mathrm{e}\mathrm{c}\mathrm{m}$ error correction term; * 10% significant level; ** 5% significant level; * 1% significant level.

Table 4. Results of diagnostic tests

Panel F: Brock, Dechert, Scheinkman and LeBaron (1996) Independence Test
Dimension	car	foo	agr	non	fdi
2	0.207 (0.000)	0.081 (0.000)	0.178 (0.000)	0.183 (0.000)	0.207 (0.000)
3	0.351 (0.000)	0.121 (0.000)	0.308 (0.000)	0.313 (0.000)	0.352 (0.000)
4	0.451 (0.000)	0.159 (0.000)	0.399 (0.000)	0.400 (0.000)	0.455 (0.000)
5	0.523 (0.000)	0.182 (0.000)	0.461 (0.000)	0.456 (0.000)	0.528 (0.000)
6	0.574 (0.000)	0.203 (0.000)	0.502 (0.000)	0.492 (0.000)	0.581 (0.000)
Panel G: asymmetric test
Long-run asymmetric test			Short-run asymmetric test
Variable	F-statistic	Outcome	Variable	F-statistic	Outcome
foo	8.526 (0.006)	yes	foo	1.322 (0.257)	no
agr	26.850 (0.000)	yes	agr	0.542 (0.66)	no
Panel H: stability test
Method		F-statistic		P-value
Normality		1.371		0.339
${\chi }^2$-serial		1.217 (Nicholson et al., 2021; Ziska et al., 2012)		0.312
${\chi }^2$-white		0.083 (Pata & Kartal, 2023; Sabir et al., 2020)		0.774
${\chi }^2$-Ramsey		1.544 (Lu et al., 2007; Qadir et al., 2018)		0.258
CUSUM test		Stable
CUSUM of Squares		Stable

Note: Standard error in the parenthesis; yes, having asymmetric effect; no, having no asymmetric effect.

Table 5. Results of asymmetric and symmetric causality tests

Panel I: symmetric causality test
Null hypothesis	F-statistic	P-value
foo $\to$ car	6.511	0.018
agr $\to$ car	7.733	0.013
non $\to$ car	0.273	0.585
fdi $\to$ car	9.970	0.000
car $\to$ foo	0.501	0.618
car $\to$ agr	1.913	0.173
car $\to$ non	2.755	0.104
car$\to$ fdi	4.494	0.039
Panel J: asymmetric causality test
foo+ $\to$ car	5.807	0.048
foo- $\to$ car	3.245	0.057
car $\to$ foo+	1.091	0.542
car $\to$ foo-	2.734	0.141
agr+ $\to$ car	5.514	0.037
agr- $\to$ car	5.589	0.026
car $\to$ agr+	2.329	0.162
car $\to$ agr-	1.952	0.673

Note: + positive component; - negative component.

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Data availability statement

The data presented in this study are available from the author upon request.