我国经济增长与能源的协整分析模型  

Application of Cointegration Test Model to Economy Growth and Energy Consumption in China

作　　者：张朝阳[1] 陶建格[1] 薛惠锋[1] 

机构地区：[1]西北工业大学自动化学院,西安710072

出　　处：《西安工业大学学报》2009年第6期600-603,共4页Journal of Xi’an Technological University

基　　金：河南省政府决策招标课题(B574)

摘　　要：为了揭示经济增长与能源生产和能源消费存在的关系，选取1953-2007年样本区间内我国国内生产总值和能源消耗的相关数据，通过协整检验、Granger因果关系检验和误差修正模型，对我国国内生产总值和能源消耗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，我国经济增长过程中能源消费与国内生产总值具有长期的动态均衡关系，并且能源生产总量、能源消费总量是国内生产总值的Granger原因，能源消费总量是能源生产总量的Granger原因．通过对结果分析，中国经济增长与能源供给存在依赖关系．The paper takes data of GDP and energy consumption in period 1953-2007 as a sample, and makes an empirical study on long-term interaction and short-term dynamics between GDP and energy consumption with application of cointegration test, granger causality tests and ECM in aim of uncovering the interrelationship between economic growth and engegy production as well as energy consumption. The test results indicate the long- term dynamic interaction between GDP growth and energy consumption. In addition, energy production and consumption are the Granger cause of GDP, and energy consumtion is the Granger cause of energy production. In analysis of the tests, the dependence of GDP growth on energy supply was defined.

关 键 词：经济增长 能源消费 能源生产 协整检验 GRANGER因果关系 

分 类 号：F224[经济管理—国民经济] F124F205