中国碳排放、贸易、能源与经济增长的实证研究——基于VAR模型的脉冲响应分析

An Empirical Study of Dynamic Relationship among Carbon Emissions,Foreign Trade,Energy Consumption,and Economic Growth in China:An Analysis of Impulse Response Based on the VAR Model

基于VAR模型,通过变量平稳性检验和协整分析、广义脉冲响应和预测方差分解的方法,对我国1981~2009年碳排放、对外贸易、能源消费与经济增长之间的长期均衡关系及其动态性进行了实证分析。研究结果表明,我国碳排放与经济增长、能源消耗、对外贸易之间存在长期协整关系。能源消费和对外贸易正向影响碳排放,而经济增长对碳排放起初的影响为正,后期影响为负,各因素的影响程度大小依次为能源消费、对外贸易和经济增长。对外贸易对碳排放的预测方差起着重要作用,能源消费对碳排放的预测方差的贡献度最小。

Based on the VAR model,this paper,adopting the data of China from 1981 to 2009,examines the long-term dynamic relationship among carbon emissions,energy consumption,economic growth and foreign trade by using the variable stationary test and co-integration test,impulse analysis and variance decomposition analysis.Results show that there is a long-time co-integration relationship among the four variables.Energy consumption and foreign trade have positive effect on carbon emissions,economic growth begins with a positive effect on carbon emissions,but at the later phase the former has a negative effect on the latter,and the extent of influence is sequenced by energy consumption,foreign trade and economic growth.Variance decomposition analysis indicates that foreign trade is the main variable to forecast mean square error of carbon emissions.Therefore,energy consumption is the least variable to forecast mean square error of carbon emissions.