摘要
利用1978~2006年的年度宏观经济面板数据,根据协整分析及Granger因果关系检验,研究了中国的能源消费总量与国内生产总值之间的关系,进而对三大产业的增长与消费进行检验分析。实证表明,我国能源消费总量与GDP之间存在协整关系,两者具有双向因果关系,第二产业能源消费对经济增长有较大的促进作用。利用误差修正模型对能源需求的短期行为进行了解释。
Co-integration analysis and Granger causality test were applied in this paper, using the panel statistical data of annual macro-economy in year 1978 -2006, the dependent relation between the amount of China energy consumption and gross domestic product was checked. In the further step, an analysis was made to prove the correlation between different industry economic growth and energy consumption in China. An evidence-based study showed that co-integration relation exists between the gross of China energy consumption and the GDP, and the two variables possess bi-directional causality. The energy consumption for the secondary industry has a markedly stimulative effect. This paper also explained the short-term behavior of energy demands by error correcting model.
出处
《能源技术与管理》
2008年第1期106-109,共4页
Energy Technology and Management
基金
中国立信风险管理研究院开放课题项目(TSF-ZLXKF2006-3
TSFZLXKF2007-2)
关键词
能源消费
协整性
GRANGER检验
风险
energy consumption
co-integration examination
Granger causality
risk