陕西能源消费与经济增长动态关系实证研究——基于VAR模型

An empirical study on the dynamic relationship between Shaanxi energy consumption and economic growth——Based on VAR model

为弄清能源消费与经济增长的关系,以1978—2018年陕西省能源消费总量和生产总值的实际数据为样本,应用简单散点图、Pearson相关系数法、向量自回归(VAR)模型,利用单位根检验、协整检验、Granger因果检验和脉冲响应函数等进行实证分析。研究结果表明:陕西省能源消费与经济增长之间存在长期均衡关系,1978—1990年存在能源消费到经济增长的单向因果关系,而1991—2018年存在经济增长到能源消费的单向格兰杰原因。

To clarify the relationship between energy consumption and economic growth,taking the actual data of total energy consumption and GDP of Shaanxi Province from 1978 to 2018 as samples,applying simple scatter plot,Pearson correlation coefficient method,vector autoregressive(VAR)model,using unit root test,co-integration test,Granger causality test and impulse response function,an empirical analysis was conducted.The results indicate that there is a long-term equilibrium relationship between energy consumption and economic growth in Shaanxi Province.From 1978 to 1990,there was a single causeand-effect relationship between energy consumption and economic growth,while from 1991 to 2018,there was a single Granger cause of economic growth to energy consumption.