钢铁工业总产值与能源消耗量协整分析及误差修正  

Co-integration Analysis and Error Correction between Gross Output Value and Energy Consumption of Iron & Steel Industry in China

作　　者：董会忠[1] 宋红丽[2] 薛惠锋[1,3] 陶建格[4] 

机构地区：[1]西安理工大学工商管理学院,陕西西安710048 [2]山东理工大学团委,山东淄博255049 [3]中国环境科学研究院,北京100012 [4]中原工学院经济管理学院,河南郑州450007

出　　处：《数理统计与管理》2009年第3期482-488,共7页Journal of Applied Statistics and Management

基　　金：河南省软科学计划研究项目(072400421400);河南省软科学计划研究项目(072400421090)

摘　　要：选取1978-2006年样本区间内我国钢铁工业总产值和能源消耗的相关数据,通过协整检验、误差修正模型和Granger因果关系检验,对钢铁工业总产值和能源消耗量在时序维度的长期均衡和短期动态性进行实证研究.结果表明,钢铁工业能源消耗结构中燃料煤消耗量与钢铁工业总产值具有长期动态均衡关系,并且燃料煤消耗量还是钢铁工业总产值的单向Granger原因,而电力、重油和焦炭消耗量与钢铁工业总产值之间没有长期均衡关系,印证了我国钢铁工业以燃料煤消耗为主的能源消耗结构的不均衡性.Based on the econometrics theories, the dynamic interactions are studied between gross output value and energy-consumption （coal equivalence） of iron and steel industry through the variable stationary characterization, co-integration test and granger causality test according to the time series data of iron and steel industry from 1978 to 2006. The results indicates that long time dynamic co-integration relationship is existed between gross output value and coal consumption in iron ＆ steel industry, however, other kinds energy has no this relationship with the value. Coal consumption granger causes gross output value while it is not turn in verse. It is proved that the irrationality of the energy construction of iron ＆ steel industry in China.

关 键 词：钢铁工业 能源消耗 协整检验 GRANGER因果关系 

分 类 号：F206[经济管理—国民经济]