中国能源消耗强度变动机制与价格非对称效应研究——基于结构VEC模型的计量分析

Research on Changing Mechanism of Energy Consumption Intensity of China and Asymmetric Effects of Price——The Econometric Analysis Based on Structural VEC Model

本文通过建立我国能源消耗强度的结构向量误差修正模型(SVECM),对1978—2007年间我国能源消耗强度变动的长期影响因素和短期动态调整效应进行实证分析,并利用方差分解技术对我国能源消耗强度的改善机制进行了深入探讨。研究结果表明,产业结构、能源消费结构、能源价格及科技投入对我国能源消耗强度的变动有着显著的长期影响,并且能源价格存在明显的"逆向"非对称效应。短期内,减少煤炭消费比重和重工业产值比重、提高科技费用支出比重都能有效降低能源消耗强度,国际石油价格的波动对能源消耗强度有间接的滞后影响。在各种影响因素中,科技费用支出比重对我国能源消耗强度变动的贡献程度最大,而能源价格的贡献程度又显著高于产业结构及能源消费结构的贡献程度。科技费用支出比重和能源价格的影响效果具有长期持续性。

By setting up a structural vector error correction model of energy consumption intensity of China, this paper analyzes empirically the long-term factors and short-term dynamic adjustment effect of fluctuation on energy consumption intensity between 1978 and 2007. By using variance decomposition method, this paper discusses deeply the improvement mechanism of energy consumption intensity. The results show that industry structure, energy consumption structure, energy price, science and technology expenditure have significant long-run effects on energy consumption intensity, and the energy price has an obviously adverse asymmetric effect on energy consumption intensity. In the short term, lowering coal consumption ratio and heavy industry ratio, increasing the ratio of expenditure on science and technology can reduce energy consumption intensity effectively, and the change of intemational oil price have indirect lagged effects on energy consumption intensity. Among these factors, the ratio of expenditure on science and technology contributes the most to the fluctuation of energy consumption intensity of China. The contribution of energy price to the fluctuation of energy consumption intensity is greater than that of industry structure and energy consumption structure. The effects of the ratio of expenditure on science and technology and energy price persist long.