能源消费与经济增长非线性关系分析:基于门限协整系统  

Energy Consumption and GDP in China:A Threshold Cointegration Analysis

作　　者：王火根[1] 龙建辉[2] 

机构地区：[1]华侨大学商学院,福建泉州362021 [2]浙江大学管理学院,浙江杭州310058

出　　处：《技术经济与管理研究》2008年第4期94-97,共4页Journal of Technical Economics & Management

摘　　要：学术界对经济增长与能源消费二者之间关系的研究,主要以线性关系假设为前提。本文在非线性框架下,利用Hansen and Seo(2002)最新发展的门限协整方法(threshold cointegration test)对中国的经济增长和能源消费两者之间的关系重新进行了检验。实证结果表明经济增长和能源消费两者之间存在非线性两机制门限协整,当对均衡的偏离小于或等于门限值-7.85时,经济增长和能源消费倾向于不向均衡状态调整,而当对均衡的偏离大于门限值-7.85时,他们都倾向于向均衡状态调整,并且能源消费的调整速度大于经济增长调整的速度。Previously, most articles studied the relationship between economic growth and energy consumption based on the assumptions of linear. This paper the long-run sustainability between real GDP and energy consumption when the relationship is considered as a non-linear framework. The empirical methodology applies a threshold cointegration model developed by the recent contribution of Hansen and Seo （2002）. The results of this study confirm that the null hypothesis of linear cointegration between GDP and energy consumption would be rejected in favor of a two-regime threshold cointegration model. When the error-correction term is below the threshold value, the response of both GDP and energy consumption will be close to zero. However, if the error-correction term exceeds -7.85, then the responses of the energy consumption will increase sharply with the size of the threshold parameter and will be more than the change in GDP

关 键 词：能源消费 经济增长 门限协整 

分 类 号：F206[经济管理—国民经济]