Googling on "CO2 lags warming" turns up a number of links, including this one at New Scientist: Climate myths: Ice cores show CO2 increases lag behind temperature rises, disproving the link to global warming
About this myth, New Scientist says:
Ice cores from Antarctica show that at the end of recent ice ages, the concentration of carbon dioxide in the atmosphere usually started to rise only after temperatures had begun to climb. There is uncertainty about the timings, partly because the air trapped in the cores is younger than the ice, but it appears the lags might sometimes have been 800 years or more.
That sounds like confirmation of the "myth". What gives?
Well, the "myth" part is that this lag is actually meaningful.
Sometimes a house gets warmer even when the central heating is turned off. Does this prove that its central heating does not work? Of course not. Perhaps it's a hot day outside, or the oven's been left on for hours.
Just as there's more than one way to heat a house, so there's more than one way to heat a planet.
Granted. But if it's a hot day outside, the temperature inside the house goes up, and then you turn on the central heating, you'd expect the temperature to climb faster. The interesting question is, how much of this do we see?
What seems to have happened at the end of the recent ice ages is that some factor - most probably orbital changes - caused a rise in temperature. This led to an increase in CO2, resulting in further warming that caused more CO2 to be released and so on: a positive feedback that amplified a small change in temperature. At some point, the shrinking of the ice sheets further amplified the warming.
Models suggest that rising greenhouse gases, including CO2, explains about 40% of the warming as the ice ages ended. The figure is uncertain because it depends on how the extent of ice coverage changed over time, and there is no way to pin this down precisely.
One of the biggest problems with the whole global warming argument is trying to pin down the physics of the system so that projections actually match reality. For example, a number of people assume the various climate feedback loops are all positive, and we'll get runaway warming.
Finally, if higher temperatures lead to more CO2 and more CO2 leads to higher temperatures, why doesn't this positive feedback lead to a runaway greenhouse effect? There are various limiting factors that kick in, the most important being that infrared radiation emitted by Earth increases exponentially with temperature, so as long as some infrared can escape from the atmosphere, at some point heat loss catches up with heat retention.