我国经济增长对能源冲击的响应模式分析  

A Response Analysis of Economic Growth to Energy Shock in China

作　　者：郭建平[1] 何建敏[1] 严奇[1] 

机构地区：[1]东南大学经济管理学院,南京210096

出　　处：《汽轮机技术》2006年第3期161-162,240,共3页Turbine Technology

摘　　要：利用1978年-2003年间我国经济增长与能源生产样本数据，首先检验了变量间是否存在协整关系，然后通过向量自回归模型（VAR）以及脉冲响应函数（IRF）分析，研究了经济增长对能源冲击的响应模式。实证研究发现我国经济增长与能源生产之间存在协整关系；经济增长对能源冲击的响应模式呈现出正弦波特征，具有时间大致为8年的周期性；同时，外部冲击对经济增长和能源生产的影响具有永久性效应。最后，强调了实证结果的经济与政策影响。We firstly examines if the co-integration relationship between energy production and economic growth exists in china by using the data from 1978 to 2003 in this paper. Then we study the response model of economic growth to energy shock through VAR and analysis of the impulse response function. This paper finds that the co-integration relationship between energy production and economic growth exists and the response model of economic growth to energy shock has the character of dump sine wave with a cycle of eight years. Meanwhile, the shock has a permanent effect on economic growth and energy. Finally, this paper emphasizes the economic and political implications of this empirical result.

关 键 词：协整 向量自回归模型 脉冲响应函数 

分 类 号：F224.0[经济管理—国民经济]