中国能源消费与经济增长:基于协整分析和Granger因果检验

China's Energy Consumption and Economic Growth:A Study based on the Cointegration Analysis and Granger Causality Test

能源消费与经济增长的关系一直是能源经济学的一个热点研究问题。但是研究选取国家的不同、同一国家时间间隔的不同或者所采用的检验方法的不同，所得到的结论也存在着差异。本文以1978年～2005年间我国能源消费总量和GDP的数据为基础，运用协整分析方法和Granger因果检验对我国能源消费与经济增长的关系进行了探讨。实证研究结果表明，尽管在短期内，我国能源消费与GDP之间存在波动关系，但是从长期来看，能源消费与经济增长之间存在着长期稳定的均衡关系，并且存在从能源消费到经济增长的单向因果关系。这说明随着国家能源政策的调整，能源利用效率在不断提高，经济增长对能源的依赖在逐渐减小，但是在能源消费持续增长，能源供给不足的现实条件下，继续强调节能优先的能源政策，进一步优化能源结构，加快经济结构向能源节约型和集约化转变，建立能源生产消费监测和预警机制以及增强能源利用技术的创新能力是非常必要的。

The relationship of energy consumption and economic growth is one of hot issues in the research of energy economics. But the results of such research will change with different sample countries, different time intervals in the same country or different testing approaches. In recent years, with fast development of Chinese economy, fast growth appears in energy consumption. However, the amount of energy supply in China cannot meet the demand of energy consumption in China, which will lead to China＇ s large energy import from the international market. Therefore, how to ensure higher economic growth with lower energy consumption has become hot thematic which deserves close attention by the Chinese government and researchers. Has the deficiency of energy resources became the bottleneck, which restricting durative growth of Chinese economy？ In order to answer this question, we need to explore the relationship of energy consumption and economic growth in China by scientific approach. In this paper, we used the methods of cointegration analysis and Granger causality estimation to test the relationship of China＇ s energy consumption and economic growth based on the data of 1978 ~ 2005. Econometric software Eviews 5. 0 was used in our calculation process. All the empirical study experienced several steps including unit toot test on energy consumption and GDP, cointegration test, first order and second order error correction model as well as Granger causality estimation. The empirical test showed that although some short-run fluctuation, there is a stable equilibrium relation between China＇ s energy consumption and economic growth in the long-run. In addition, we found single-direction causality from energy consumption to economic growth, which indicated that energy utilization efficiency is improving and the dependence of economic growth on energy is decreasing with the adjustment of China＇ s energy policies. Under the background of the shortage of energy, we must carry out new strategies of energy development in order to maintain the sustainable development of economy through following measures： to formulate energy policies which emphasize the priority of energy saving; to improve energy utilization efficiency; to optimize energy structure; to change economic structures towards energy saving and intensive use; to establish monitoring and alert mechanism of energy production and consumption and to consolidate scientific and technological exploitation and foster the innovation of energy utilization technologies.