能源消费与产业发展的协整性与因果关系分析  

The Cointegration and Causality Analysis between Energy Consumption and Industrial Development

作　　者：马宏伟[1,2] 马开平[2] 

机构地区：[1]南京航空航天大学经济与管理学院,江苏南京210016 [2]南京农业大学工学院,江苏南京210031

出　　处：《数理统计与管理》2010年第3期473-479,共7页Journal of Applied Statistics and Management

基　　金：江苏省农机局科研基金资助项目(GXS06012);南京农业大学工学院引进人才启动基金资助项目(RCQD07-01)

摘　　要：能源消费与经济增长关系密切,本文利用协整理论,检验了我国能源消费总量与国民生产总值以及三次产业之间的协整性和Granger因果关系,并且建立了向量误差修正模型。研究结果表明,我国能源消费与GDP以及第一产业、第三产业之间存在协整关系,但是能源消费与第二产业之间并不存在长期的均衡关系。并且,GDP和三次产业只是能源消费的单向Granger因果关系,它们之间并不存在双向的Granger因果关系。The methods of cointegration analysis and causality research have become very important tools in the international studies in relationship between energy consumption and economic growth.The auther uses the cointegration theory,inspects the cointegration and causality between energy consumption and economic growth in China,and establishs a vector error correction model.The result shows that the energy consumption and GDP,energy consumption and the first industry,energy consumption and the third industry exist the cointegration model,thus we establish the error correction model on them.And this paper shows that GDP,the first industry,the second industry and the third industry are the one-way Granger causality of energy consumption,which alert us that,when making energy policies,China must consider the likely impacts to its economic growth.

关 键 词：能源消费 经济增长 协整 GRANGER因果关系 

分 类 号：O21[理学—概率论与数理统计] F061[理学—数学]