摘要
采用多变量分析框架,将产业结构和技术进步与经济增长并列纳入研究体系分析能源消费的动态演变,构造了我国能源消费的可变系数状态空间模型,运用卡尔曼滤波方法对能源消费的收入弹性、产业结构弹性及生产率弹性的趋势变化进行估计。结果显示,经济增长和产业结构对能源消费有明显的促进作用,而全要素生产率与能源消费负相关,具有抑制能源消费的作用。从各弹性的长期变动趋势来看,能源的收入弹性有继续小幅提升的可能,产业结构弹性呈现明显的下降趋势,而全要素生产率对能源消费的影响程度日益加深。
Different from the traditional static analysis,this paper applies co-integrated theory and state space model to establish the state space model of energy consumption with time-varying parameters under the multivariable framework,and then uses Kalman filter method to estimate and research the long-run trend of income elasticity,industrial structure elasticity and productivity elasticity of energy consumption.The results of the model showed that economic growth and industry structure significantly promote the energy consumption while the total factor productivity has the negative impacts,which reduces the consumption of energy.In the long run,the trend of each energy consumption elasticity appeared differently.For the income elasticity,it may continue to increase slightly in the future,but the structure elasticity shows obvious decreasing trend and the influence of total factor productivity elasticity towards energy consumption will be getting stronger.
出处
《河北科技大学学报（社会科学版）》
2011年第2期9-15,共7页
Journal of Hebei University of Science and Technology:Social Sciences
关键词
能源消费
动态演变
状态空间模型
卡尔曼滤波
energy consumption
dynamic evolution
state space model
Kalman filter
