摘要
选取1978-2008年山东省城市化进程中历年能源消耗和经济增长的相关数据,运用格兰杰因果分析方法,在不考虑和考虑结构突变两种情形下分别进行协整检验,分析山东省城市化进程中能源消耗和经济增长之间的长期均衡关系。结果说明:经济增长会拉动能源消耗的增长,而节能减排并不会制约经济水平的提升;山东省能源消耗与经济增长之间存在着长期均衡关系,二者之间的协整关系在1996年发生了结构性突变;能源消耗量的增长率变动除了受经济增长影响之外,还同时受到其他因素的影响;引入结构突变点后,向量误差修正模型及其统计量也有了相当大程度的改善,考虑结构突变的模型较之不考虑结构突变的模型具有更高的样本拟合能力。
By choosing the related data of energy consumption and economic growth in the process of Shandong Province’s urbanization between 1978-2008,and with the application of Granger casuality model,this paper makes cointegration tests respectively under two cases whether structural break is taken into consideration or not,to analyze the long-term equilibrium relationship between energy consumption and economic growth in the process of Shandong Province’ s urbanization.The results are as follows: Economic growth will drive the growth of energy consumption,but the improvement of economic level will not be restricted by energy conservatio;there is a long-term equilibrium relationship between energy consumption and economic growth in Shandong Province,and a structural break turns out between the cointegration relations of the two in 1996;other factors also affect the energy consumption besides the economic growth;after the introduction of the point of structural break,the vector error correction model and its statistics have also been improved to a large extent,and the model considering structural break has a higher ability to sample fitting than the model without considering structural break.
出处
《青岛科技大学学报(社会科学版)》
2011年第1期17-22,共6页
Journal of Qingdao University of Science and Technology(Social Sciences)
基金
山东省社会科学规划项目(10CJGJ29)
关键词
能源消耗
经济增长
格兰杰因果检验
协整分析
结构突变
energy consumption
economic growth
Granger causality test
cointergration analysis
structural break