中国石油消费与经济增长关系的实证研究

Empirical Study on Relationship Between Oil Consume and Economic Growth in China

本文在状态空间模型的基础上建立了我国石油消费与经济增长之间的变参数模型,并利用EG两步法检验了变量之间的变协整关系,以动态机制解读了近年来我国石油消费状况,得出以下主要结论:1978—2007年我国石油消费弹性系数呈现先下降后上升的趋势,呈现一个动态变化的过程,这表明我国石油消费属于粗放型能源利用方式,石油资源的利用效率没有明显的改善,与现代集约经济的发展要求还有很大的差距。石油消费与经济增长之间存在着均衡比例变化的变协整关系。

The paper sets up the time varying parameter model between the economic growth and oil consume based on the state space model. It tests the varying co-integration relation between the two variables applying the EG two-step method, and explains the oil consumption situation by the dynamic mechanism. It gets main conclusions：from 1978 to 2006 ,the elasticity coefficient of oil consumption presents the trend of descending at beginning and then rising;and it has a process of a dynamic evolvement. The oil consumption style belongs to the extensive one,the oil use efficiency is not improved in evidence, there is a long distance with the claim of modern intensive economy. There is a varying co-integration relation with the equilibrium ratio change between the economic growth and oil consumption.