经济转型期中国能源需求的长期均衡及短期波动:1978—2005  

The Studies on the Long Run Equilibrium and Short Run Fluctuation on Energy Demand during China Economy Transition Periods from 1978 to 2005

作　　者：周建[1] 

机构地区：[1]上海财经大学经济学院

出　　处：《南开经济研究》2007年第3期3-18,46,共17页Nankai Economic Studies

基　　金：教育部人文社科规划项目(项目号:05JC790104);教育部人文社会科学重点研究基地重大项目(项目号:01JAZJD790004)的研究成果。

摘　　要：本文利用1978—2005年样本通过状态空间模型研究了改革开放以来能源需求、经济增长、效率改进等之间的动态相关性,在此基础上使用向量自回归模型、脉冲响应函数、方差分解模型等对能源需求及其影响因素之间的作用机理进行了系统分析,研究结论表明:改革开放以来能源需求、经济增长、产业结构调整、效率改进等存在长期稳定的均衡关系,能源需求的短期波动除了受到相关因素的直接影响外,制度变迁等不可观测变量对能源消费的模式及其变动有着巨大的推动作用;在对我国能源需求影响的众多变量中,我国经济增长方式的转变和工业化进程的深入推进,尤其是重工业比例在国民经济结构的进一步提高对能源需求的调整具有重要的决定作用;能源价格对能源需求的波动尚未起到明显的调控作用,我国政府应当进一步完善能源价格形成机制,使之能够在能源行业资源配置中起到基础作用。The paper studies the dynamic correlations between energy demand, economics growths, industry structure adjustment and efficiency improvement since 1978 through state space model, on the basis of the above analyses, We go on studying the function mechanism between them using IRF and Variance Decomposition, and the results show that there exist long steady equilibrium correlations between energy demand, economics growths, industry structure adjustment and efficiency improvement since 1978; Besides the factors discussed above directly affect the energy demand, Institution changes have huge impulse function on energy consumption model and alteration; The change of economic growth model and the deep push of industrialization have important determined function on energy demand adjustment, especially heavy industry proportion increase; Energy price does not take effect on energy demand and the government should perfect the mechanism of energy price formation, which can have base function on energy resources collocation.

关 键 词：能源需求 脉冲响应函数 短期波动 VAR模型 

分 类 号：F206[经济管理—国民经济]