中国石油消费与经济增长关系的时间序列分析

Time-dependent Analysis of Relation Between Oil Consumption and Economic Growth in China

随着中国经济的迅速崛起,石油消费量不断增加。分析了中国经济发展过程中石油消费总量的变化趋势,并且对1953—2004年中国经济增长和石油消费状况进行了深入研究。在此基础上,运用协整理论和Granger因果关系检验理论,按照不同的时间序列对中国石油消费与经济增长之间的关系进行了实证分析。结论表明:1953—2004年,中国石油消费量与经济增长之间存在协整关系,石油消费量的增加是经济增长的原因;1978—2004年,中国石油消费量与经济增长之间同样存在协整关系,经济增长与石油消费量之间具有显著的单向因果关系。

With the rapid development of China＇s economy,the oil consumption is increasing by leaps and bounds. Analyzing the great change in oil consumption, an in-depth investigation was done for the relation between oil consumption and economic growth in the period 1953-2004. Then, the cointegration theory and Granger causality test were introduced into the investigation to make an empirical analysis in time series to verify the oil consumption in relation to GDP. It was therefore found that there was a cointegration relation between China＇s oil consumption and GDP from 1953 to 2004 and that the former was the cause of the latter but, from 1978 to 2004, GDP showed obviously an one-way causality in the cointegration relation between it and oil consumption.