基于ARDL模型的我国三次产业能源消费与经济增长关系研究

Research on the Relationship between Energy Consumption and Economic Growth of Three Industries Based on ARDL

利用更具稳健性小样本特性的自回归分布滞后(ARDL)模型和Toda-Yamamoto因果检验方法,从国家总体和三次产业的角度实证研究了能源消费与经济增长间的互动关系。结果表明:总体上,国内生产总值与能源消费总量间存在长期均衡关系,且国内生产总值是能源消费总量的Granger原因;第一产业增加值与能源消费间关系相对独立,但第二产业、第三产业增加值与能源消费间存在长期稳定的均衡关系,且表现为第二产业增加值是能源消费的Granger原因,而第三产业增加值与能源消费的Granger关系则刚好相反。

This paper studies the relationship between energy consumption and economic growth from both the country and the three industries and suggests the use of an autoregressive distributed lag（ARDL） procedure and Toda-Yamamoto causality test.The results show that： overall,there is a long-run relationship between GDP and total energy consumption,and GDP is the Granger causality to total energy consumption.In addition,there is no relationship between first industrial added value and energy consumption,while secondary industrial added value and tertiary industrial added value is co-integrated with their energy consumption respectively.Moreover,there is a unidirectional causality from secondary industrial added value to energy consumption and a unidirectional causality from energy consumption to tertiary industrial added value.