山西省能源消费和经济增长关系研究:基于Johansen协整检验和Granger因果关系检验

Study on the relationship of Shanxi's energy consumption and economic growth: Based on Johansen cointegration test and Granger causality test

山西省是能源消费大省,认识经济增长与能源消费的内在关系,对于促进山西省经济社会可持续发展有重大意义。本文利用山西省1980～2010年能源消费总量和经济增长数据,通过Johansen检验发现两者为协整变量,且两者之间的长期均衡关系表明第t年的GDP和第t-1年的能源消费总量对第t年的能源消费有明显的影响。通过Granger因果关系检验发现GDP是能源消费总量的Granger原因,反之则不成立。提出转变经济增长方式、实施节能技术改造、完善能源法律与政策的建议。

Shanxi is an energy consumption province,and the knowledge of the relationship between economic growth（GDP） and energy consumption（EC） is vital to Shanxi＇s sustainable development.By using the data of 1980~2010 GDP and EC,and through Johansen cointegration test the paper finds that these two variables are cointegrated,and these two variables＇ long-term balance relationship shows GDPt and ECt-1 have obvious influence on ECt.Through Granger causality test,the paper finds there is unidirectional causality from GDP to EC.At last the paper proposes some countermeasures,which include the transformation of industrial structure,energy-saving technological transformation,the perfection of energy laws and policies etc.