基于ARDL边限协整检验的中国电力消费与经济增长关系实证研究  

Empirical Research on Correlation between Electricity Consumption and Economic Growth in China Based on ARDL-bound Cointegration Test

作　　者：嵇灵[1] 牛东晓[1] 劳咏昶[1] 路妍[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206

出　　处：《华东电力》2012年第8期1299-1302,共4页East China Electric Power

基　　金：国家自然科学基金项目(710771052)~~

摘　　要：采用自回归分布滞后(ARDL)模型的边限协整检验和基于误差修正模型的格兰杰因果检验方法对我国1980～2009年之间的电力消费与经济增长进行了因果关系研究。在实证分析中,将电力消费与GDP时间序列进行HP滤波分解为趋势部分和波动部分,分别进行协整检验和因果关系研究。分析结果表明,存在从电力消费到经济发展的显著单向长期因果关系,两者的波动之间存在明显的双向短期因果关系。This paper researches on the correlation between electricity consumption and economic growth in China dur- ing the period of 1980-2009, by using ARDL-bound cointegration test and Granger causality test based on error cor- rection model. In the empirical analysis, the time series of electricity consumption and GDP are decomposed by HP filter into trend components and fluctuation components, for which cointegration test and causality research are con- ducted respectively. It is demonstrated that there exists a stable one-way long-run causality relationship between elec- tricity consumption and economic growth, and that there is a significant two-way short-run causality relationship be- tween the fluctuation of electricity consumption and that of economic growth.

关 键 词：电力消费 自回归分布滞后模型 误差修正模型 

分 类 号：F224[经济管理—国民经济]