中国能源消费与GDP因果关系的实证研究——基于结构变化、技术进步视角

Causal Relationship Between Energy Consumption and GDP in China——An Analysis Based on Structural Changes and Technology Progress

文章运用协整理论和Granger因果关系检验方法,对1953—2006年中国能源消费总量、经济增长、产业结构、技术进步间的协整关系和因果关系进行了实证研究。研究发现:中国能源消费总量、经济增长、产业结构、技术进步之间存在着长期的均衡关系,Chow检验结果表明1978年的因果关系没有发生变化。向量误差修正模型(VECM)的Granger因果关系检验结果表明:在长期内,存在从能源消费到经济增长的双向因果关系;而在短期内,只存在从GDP到能源消费的单向因果关系。

Causal relationship among China＇s total energy consumption, economic growth, industry structure, technology progress from 1953 to 2006 is investigated by applying cointegration theory and Granger causality. Cointegration test shows that long term equilibrium does exist among structural changes, technology progress, energy consumption and China economy growth. Chow test proved that there is no change in 1978 for causal relationship. To test for Granger causality in the presence of cointegration among the variables, we employ a vector error correction model （VECM） rather than a vector autoregressive model. Empirical results for China over the period 1953 to 2006 suggest a long run bidirectional causal relationship between energy and GDP, and short run unidirectional causality running from energy to GDP.