台湾地区经济增长和能源消费的单方向因果关系  

One-Way Causal Relationships between Economic Growth and Energy Consumption in Taiwan

作　　者：陈燕武[1,2] 吴承业[1,2] 

机构地区：[1]华侨大学数量经济研究院,福建泉州362021 [2]华侨大学经济与金融学院,福建泉州362021

出　　处：《华侨大学学报（自然科学版）》2011年第1期96-99,共4页Journal of Huaqiao University(Natural Science)

基　　金：福建省科技计划项目(2010R0074);福建省高等学校新世纪优秀人才支持计划项目(07FJRC07);教育部高等学校博士点学科专项科研基金资助项目(20050385001)

摘　　要：应用多变量时间序列间的协整和单方向因果测度理论,探讨1954-2008年台湾地区GDP(国内生产总值)和能源消费之间的长期均衡关系和因果关系.基于误差修正模型及协整阶数的似然比检验,可以发现台湾地区GDP与能源消费,GDP与石油消费,GDP与电力消费之间都存在协整关系.单方向因果测度的Wald统计检验表明,GDP和能源消费相互影响,而GDP对石油消费及电力消费的影响只是单方向的.In this paper we discuss the long-run balanced relationship and causal relationship between gross domestic product（GDP） and energy consumption in Taiwan during the period of 1954-2008 with theories of cointegration among multivariate series and one-way causation measurement.Based on the error-correction model and likelihood ratio test,we find that there is a co-integrated relationship between GDP and energy consumption,GDP and oil consumption,GDP and electricity consumption in Taiwan.The Wald test of the one-way causation measurement shows that there is a mutual effect between the GDP and energy consumption,whereas only one-way that the GDP influences oil and electricity consumption.

关 键 词：协整分析 单方向 国内生产总值 能源消费 台湾地区 

分 类 号：O212[理学—概率论与数理统计]