Evaluating the nonlinear association between PM10 and emergency department visits

Air pollution is one of the most threatening risk factors for human health. The epidemiological literature has widely proved that exposure to high levels of PM10 is associated with an increase in cardiovascular and respiratory events. In this paper, we investigate the relationship between air pollution and emergency department visits for cardiovascular and respiratory diseases. Since the relationship between air pollution and emergency care access is complex and may be subject to regime switches, especially due to the COVID-19 pandemic, we propose to use a threshold autoregressive model where the regime-switching mechanism is driven by temporal evolution. This allows us to identify one or more structural breaks and estimate the regime-changing relationship between emergency care accesses and PM10. Moreover, we propose a novel way to account for long-term dependence in the dependent variable. Using daily data from the metropolitan area of Bologna (Italy), we show that the effect of the air pollutant changes over time, mostly due to the outbreak of the COVID-19 pandemic.