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出 处:《中国电力》2005年第3期9-12,共4页Electric Power
基 金:国家自然科学基金资助项目(70472033)
摘 要:为分析我国电力工业发展和经济增长之间是否存在格兰杰因果关系,应用增广迪基-福勒单位根方法检验了代表电力工业发展和经济增长的2个经济变量——年发电量和国内生产总值的平稳性特征,发现它们均是一阶单整序列,同时通过恩格尔-格兰杰两步法证明它们之间具有协整关系;利用格兰杰因果关系检验了电力生产和经济增长之间的格兰杰原因,并建立了反映它们之间动静态关系的误差纠正模型。结果表明电力生产是经济增长的单向格兰杰原因,而经济增长却不是电力生产的格兰杰原因。从我国经济发展的现实出发,得出居民用电水平低下、电力建设资金缺乏和技术进步是造成电力生产和经济增长之间不存在双向格兰杰因果关系的实际原因。It was tried to examine the Granger causality between electricity industry development and economic growth in China. First, this study applied ADF root test to examine the stationary property of two economic variables involved annual electricity production and real GDP that separately stood for electricity industry development and economic growth, the results indicated that they were found to be I(1), and were co-integrated through E-G; secondly, utilizing the Granger causality testing, the paper analyzed the Granger causality between electricity production and economic growth, and build up the error-correction model that reflected the dynamic and static relationships between real GDP and annual electricity production. The results showed that there was unidirectional Granger causality running from annual electricity production to real GDP but not vice versa. In the end, from the point of view of the practical development of economic in China, this study reached a conclusion that lower residential electricity consumption, shortage of electricity constructing capital, and technology advancement were real causes that there wasn't bidirectional Granger causality between electricity production and economic growth.
关 键 词:电力工业 经济增长格兰杰因果关第 误差纠正模型 协整
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