湖南环境污染与经济增长的实证研究——基于VAR模型的脉冲响应分析

Empirical Research on Environmental Pollution and Economic Growth in Hunan Province——Based on Impulse Response Function of VAR Model

运用VAR模型的广义脉冲响应函数法与方差分解法,考察了湖南省1985—2008年间三类环境污染指标与人均GDP之间的长期动态影响特征。冲击响应分析结果表明:一方面经济增长是环境污染的重要原因;另一方面环境污染对经济增长也存在反向作用,然而这种作用力具有一定的滞后效应。方差分解结果显示,虽然环境污染是经济增长预测方差的重要变量,但经济增长对解释各类环境污染指标预测方差的贡献度则相对较小。

By employing generalized impulse response function and variance decomposition analyses based on VAR method,this paper investigates the long-term effects of dynamic interactions between three kinds of environmental pollution indicators and economic growth during 1985-2008. The impulse response shows that,on one hand,economic growth is an important influence factor on environmental pollution,on the other hand,environmental pollution has positive acting force to economic growth. However,the latter has certain hysteresis. And variance decomposition results suggest environmental pollution is the main variable to explain the forecasting mean square error of the economic growth,but it＇s not true vice versa.