1 Air Quality in London: Evidence of Persistence, 1 Seasonality and Trends 2 3 Luis A. Gil-Alana 4 Faculty of Economics, University of Navarra, Pamplona, Spain 5 and 6 Universidad Francisco de Vitoria, Spain 7 Email address: alana@unav.es 8 9 OlaOluwa S. Yaya 10 Environmental Statistics Unit, Department of Statistics, University of Ibadan, Ibadan, 11 Nigeria & Centre for Econometric and Allied Research, University of Ibadan, Ibadan, 12 Nigeria 13 Email address: os.yaya@ui.edu.ng; o.s.olaoluwa@gmail.com 14 15 Nieves Carmona-González 16 Universidad Francisco de Vitoria, Spain 17 Email address: n.carmona@ufv.es 18 19 ABSTRACT 20 The poor air quality in the London metropolis has sparked our interest in studying the 21 time series dynamics of air pollutants in the city. The dataset consists of roadside and 22 background air quality for seven standard pollutants: nitric oxide (NO), nitrogen dioxide 23 (NO2), oxides of nitrogen (NOx), ozone (O3), particulate matter (PM10 and PM2.5) and 24 sulphur dioxide (SO2), using fractional integration to investigate issues such as 25 persistence, seasonality and time trends in the data. Though we notice a large degree of 26 heterogeneity across pollutants and a persistent behaviour based on a long memory 27 pattern is observed practically in all cases. Seasonality and decreasing linear trends are 28 also found in some cases. The findings in the paper may serve as a guide to air pollution 29 management and European Union (EU) policymakers. 30 Keywords: Air quality; time trends; long memory; fractional integration; seasonality; 31 London 32 33 JEL Classification: C22, Q53, Q58 34 35 Prof. Luis A. Gil-Alana gratefully acknowledges financial support from the MINEIC-AEI-FEDER 36 ECO2017-85503-R project from ‘Ministerio de Economía, Industria y Competitividad’ (MINEIC), 37 `Agencia Estatal de Investigación' (AEI) Spain and `Fondo Europeo de Desarrollo Regional' (FEDER). He 38 also acknowledges support from an internal Project of the Universidad Francisco de Vitoria. Comments 39 from the Editor and two anonymous reviewers are gratefully acknowledged. 40 41 42