中国经济增长、电力消费和煤炭价格相互影响的时变参数研究  

The Study of Time-Varying Parameter Relationships among China's Economic Growth,Electricity Consumption and Coal Price

作　　者：牟敦果[1] 林伯强 

机构地区：[1]厦门大学经济学院中国能源经济研究中心,福建厦门361005 [2]新华都商学院,福建福州350108

出　　处：《金融研究》2012年第6期42-53,共12页Journal of Financial Research

基　　金：厦门大学"中央高校基本科研业务费专项资金"资助;项目名称:<我国区域能源安全与战略煤炭储备研究>(项目编号:ZK1009)

摘　　要：能源消费增长过快使能源成为经济发展的约束瓶颈,中央提出能源消费总量控制方案以保证中国经济的可持续发展,这要求能源消费与经济发展变量间的关系是可变的。本文基于时变参数向量自回归(TVP-VAR)方法研究了工业增加值、电力消费量和煤炭价格之间的互动影响。研究结果证明,三者之间的关系随经济基础条件存在较大的变化,从总体来看,工业增加值对电力消费和煤炭价格存在正向的拉动作用;电力消费对工业增加值的拉动作用较小;煤炭价格上涨对经济增长和电力消费不存在抑制作用,本文分析了这种现象的原因。文章最后提出实现能源消费总量控制目标的政策建议。The quick growth of energy consumption has become the bottleneck of China＇s economic growth, and the central government puts forward the object of total energy consumption control, which requires that the varia- ble relationship between energy consumption and economic development is variable. This paper uses time-var- ying parameter VAR （TVP-VAR） method to study the mutual relationships among industrial added value, elec- tricity consumption and coal price. The results show that industrial added value has positive pulling effect on e- lectricity consumption and coal price; electricity consumption has only small pulling effect on industrial added value; yet coal price has no depressing effect on industrial added value and electricity consumption. This paper gives interpretation of these results. In the end, the paper proposes some policy suggestions to realize the object of total energy consumption control.

关 键 词：经济增长 电力消费 煤炭价格 能源总量控制 时变参数向量自回归 

分 类 号：F124[经济管理—世界经济] F426.61F426.21F224