Global sustainability is an enmeshed system of complex socioeconomic, climatological, and ecological interactions. The numerous objectives of the UN's Sustainable Development Goals (SDGs) and the Paris Agreement have various levels of interdependence, making it difficult to ascertain the influence of changes to particular indicators across the whole system. In this analysis, we aimed to detect and rank the complex interlinkages between objectives of sustainability agendas. We developed a method to find interlinkages among the 17 SDGs and climate change, including non-linear and non-monotonic dependences. We used time series of indicators defined by the World Bank, consisting of 400 indicators that measure progress towards the 17 SDGs and an 18th variable (annual average temperatures), representing progress in the response to the climate crisis, from 2000 to 2019. This method detects significant dependencies among the time evolution of the objectives by using partial distance correlations, a non-linear measure of conditional dependence that also discounts spurious correlations originating from lurking variables. We then used a network representation to identify the most important objectives (using network centrality) and to obtain nexuses of objectives (defined as highly interconnected clusters in the network). Using temporal data from 181 countries spanning 20 years, we analysed dependencies among SDGs and climate for 35 country groupings based on region, development, and income level. The observed significant interlinkages, central objectives, and nexuses identified varied greatly across country groupings; however, SDG 17 (partnerships for the goals) and climate change ranked as highly important across many country groupings. Temperature rise was strongly linked to urbanisation, air pollution, and slum expansion (SDG 11), especially in country groupings likely to be worst affected by climate breakdown, such as Africa. In several country groupings composed of developing nations, we observed a consistent nexus of strongly interconnected objectives formed by SDG 1 (poverty reduction), SDG 4 (education), and SDG 8 (economic growth), sometimes incorporating SDG 5 (gender equality), and SDG 16 (peace and justice). The differences across groupings emphasise the need to define goals in accordance with local circumstances and priorities. Our analysis highlights global partnerships (SDG 17) as a pivot in global sustainability efforts, which have been strongly linked to economic growth (SDG 8). However, if economic growth and trade expansion were repositioned as a means instead of an end goal of development, our analysis showed that education (SDG 4) and poverty reduction (SDG 1) become more central, thus suggesting that these could be prioritised in global partnerships. Urban livelihoods (SDG 11) were also flagged as important to avoid replicating unsustainable patterns of the past. Engineering and Physical Sciences Research Council, UK Research and Innovation.
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