摘要
本文将综合能耗作为对经济增长的影响要素纳入C—D生产函数,运用中国1978-2007年的时间序列数据,通过建立向量自回归模型和向量误差修正模型,应用Johansen—Juselius协整检验和Granger因果关系检验,确定了综合能耗与产出之间存在着长期的均衡关系和双向Granger因果关系。进而通过统计实证回归得出了GDP与综合能耗、全社会固定资本存量、全社会职工工资以及全要素生产率之间的比例关系,结果表明综合能耗对我国经济的影响比较显著。另外,VAR脉冲响应分析表明,保持综合能耗、固定资产存量和劳动者工资协调与同步增长,对于我国经济的稳定持续增长具有积极的意义。
As a factor of economic growth, integrated energy consumption is brought into the Cobb - Douglas production model. Based on a series of time series data of China, the long- term equilibrium connection and long- term bidirectional Granger Causality are confirmed by Johansen - Juselius Cointegration Test and Granger Causality Test through VAR and VECM. Furthermore, the proportional connection of GDP, integrated energy consumption, social fixed capital stock, social employee wage and TFP (Total Factor Productivity) are obtained by statistic regression and indicates an obvious effect on Chinese economy by integrated energy consumption. Moreover, keeping the growth rates of integrated energy consumption, fixed capital stock and labor wage corresponding and synchronous is indicated to be a positive factor to the stability of Chinese economic growth through the IRF analysis of VAR.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2010年第3期16-27,54,共13页
Journal of Quantitative & Technological Economics
关键词
综合能耗
经济增长
脉冲响应
Integrated Energy Consumption
Economic Growth
IRF