摘要
中国1952—2003年能源消费和经济增长之间的关系可以用格兰杰因果关系进行检验,并根据格兰杰表示定理建立能源消费和经济增长之间的误差修正模型来考察二者之间的长期关系和动态关系。我国能源消费和经济增长之间是单向的从经济增长到能源消费的因果关系,而且这种长期关系是稳定的,并没有随时间而发生结构性变化。
Using cointegration technique, this paper examines the causal relationship between energy consumption and economic growth in the mainland of China over the period from 1952 to 2003, and then, based on the Granger Representation Theorem, we set up an error correction model to investigate the long-run and dynamic relationship between energy consumption and economic growth. Empirical results suggest a long-run stable unidirectional causality running from energy to economic growth.
出处
《石油大学学报(社会科学版)》
2005年第1期18-22,共5页
Journal of the University of Petroleum,China(Edition of Social Science)
关键词
格兰杰因果检验
能源消费
协整
误差修正模型
granger causality test
energy aggregate
cointegration
error correction model