能源与经济因果关系检验:回顾与展望

Energy and Economic Causality Test:Review and Prospect

针对国内外能源与经济因果关系众说纷纭的现状,在总结Granger因果关系检验方法发展脉络的基础上,归纳检验变量之间因果关系的统计方法及其在国内外能源消费与经济发展关系实证检验的结果,做出四个代际划分,并按照检验因果关系四个代际的区分与相应的优劣,给出适用于时间序列和面板数据统计因果关系检验的一般步骤。同时指出面板数据、非线性因果关系检验方法将成为研究的发展方向。

For the causal relationship between energy and economic status of different opinions, after summary of Granger causality test method , distinct to four generations. Review the test causal relationship between variables in the statistical methods and the development of energy and economic relationship between the empirical test results are given time series and panel data econometric causality test is generally the general steps. Concluded that the panel data, nonlinear, nonparametric causality test method will become the development direction.