中国经济增长与节能减排的动态关系研究  

The Dynamic Relationships Of China's Economic Growth And Energy-Saving & Emission-Reducing

作　　者：崔凯丽[1] 胡俊[1] 宋马林[1] 

机构地区：[1]安徽财经大学统计与应用数学学院,安徽蚌埠233030

出　　处：《哈尔滨商业大学学报（社会科学版）》2012年第3期45-50,共6页Journal of Harbin University of Commerce:Social Science Edition

摘　　要：节能减排对经济增长的影响是复杂的,因此对其之间的关系进行定量分析是很有必要的。分析经济增长与节能减排的长期关系,利用协整分析经济增长与节能减排之间的长期均衡关系,格兰杰因果检验其因果关系,结果显示能源消费量和CO2排放量长期增长趋势基本相同且互为Granger因果关系,且经济增长与其有长期均衡关系;将不可观测的变量加入到估算模型中,采用可变系数的状态空间和卡尔曼滤波分析对能源消费弹性进行估计,选择实际人均GDP与能源消费量建立可变系数的状态空间模型,并对能源消费弹性进行分析。Energy-saving emission-reducing on economic growth is complex,it is necessary for us to identify the quantitative relationship between economic growth and energy-saving emission-reducing in China.This article,first of all,it will analyze the long-term relationship among economy and energy energy-saving emission-reducing,then use Johansen co-integration test to analyze whether there is a long-term equilibrium relationship among the variables,and use Granger causality test the causal relationship.The results showed that energy consumption and CO2 emissions have the basically same long-term growth trend and mutually Granger causality,and economic growth have long-run equilibrium relationship with them.Second,the unobserved variables added to the estimated model,with variable coefficients analysis of state space and Kalman filter to estimate the elasticity of energy consumption.Establish the state model with variable coefficients which select the per GDP and the energy consumption,then analyze the elasticity of energy consumption.

关 键 词：协整分析 GRANGER因果检验 状态空间 卡尔曼滤波 

分 类 号：F205[经济管理—国民经济]