中国能源经济效率动态分析及预测  

Dynamic Analysis and Forecast of Energy Economic Efficiency of China

作　　者：曹明[1] 

机构地区：[1]中国矿业大学管理学院,江苏徐州221116

出　　处：《中国人口·资源与环境》2011年第4期81-87,共7页China Population,Resources and Environment

基　　金：国家自然科学基金项目(编号:90610032)资助

摘　　要：能源经济效率的影响因素作用复杂,系统各要素之间存在复杂的动态关系。本文利用中国1978-2007年的实际数据,应用向量自回归模型(VectorAuto-regression,VAR)、脉冲响应分析、协整理论等计量理论与方法对中国能源经济效率的变动进行动态实证分析,并预测中国能源经济效率的发展趋势。结果表明,中国的能源经济效率、第三产业比重和能源价格指数之间存在协整关系,从长期来看,1%的第三产业结构或者能源价格变化可以分别给能源经济效率带来0.3477%和0.4785%的同方向变化;除了产业结构对能源价格短期响应之外,变量之间都是正向的冲击响应,滞后6-10期响应达到最大值,之后逐渐趋于稳定;依据VAR模型动态预测结果,未来10年中国能源经济效率发展趋势不容乐观,由于系统较长的滞后响应期,近几年能源经济效率、能源价格和产业结构的变动会在未来较长时间内对能源经济效率的提升产生不利影响,应当及时调整能源经济策略。The factors affecting energy economic efficiency and their relations are dynamic and complex.Based on the data from 1978 to 2007 of China,the energy economic efficiency was empirically analyzed and forecasted using Vector Auto-regression model（VAR）,impulse response,and cointegration theory.The results show that there exists a cointegration relationship among energy economic efficiency,the tertiary industry proportion and the energy price index.In the long run,when the proportion of tertiary industry or energy price rises or falls by 1%,energy economic efficiency changes by 0.478 5% or 0.347 7% respectively,in the same direction.There exist positive impulse responses among variables in addition to the short-time response of tertiary industry to energy price,and they reach the maximum at the 6 to 10 lag period,and then stabilize gradually.The dynamic prediction results based on VAR model indicate that the trend of China＇s energy economic efficiency in the next 10 years is not optimistic,because the changes of energy economic efficiency,energy price and industrial structure in recent years have caused negative impact on the improvement of energy economic efficiency.Because of the long response lag period,timely adjustment of energy economic strategies should be made.

关 键 词：VAR模型 脉冲响应分析 协整 能源经济效率 

分 类 号：F062.1[经济管理—政治经济学]