福建省能源消费、劳动力与经济增长结构突变单位根检验及多变量因果关系分析

Structural Break,Unit Root,and the Multivariate Causality Between Energy Consumption,Employment and Economic Growth in Fujian Province

尝试运用最新发展的自回归分布滞后模型(ARDL)对福建省1978-2009年能源消费、劳动力和经济增长三者的因果关系进行检验和分析.常规单位根检验认为能源消费、劳动力和经济增长是一阶单整,I(1);而Zivot & Andrews(ZA)内生性结构突变单位根检验发现三个序列为带有结构突变的趋势平稳过程.ARDL边界检验和格兰杰因果检验结果表明能源消费、劳动力和经济增长间存在稳定的长期均衡关系,表现为从经济增长、劳动力到能源消费的长期因果关系;而在短期因果关系上,表现为经济增长到能源消费单向因果关系,以及经济增长与劳动力之间的双向因果关系.研究同时对福建省经济增长和能源保护战略提出了政策建议.

This paper tries to investigate a series of unit root and causality tests to detect causality between the variables of energy consumption, employment and economic growth in Fujian Province employing the newly developed autoregressive distributed lag （ARDL） approach for the 1978-2009 period. The conventional unit root tests indicate the series are I（1）, whereas the endogenous break unit root tests proposed by Zivot and Andrews reveal that the series are trend stationary with a structural break. The main conclusion of this study is that there is one single cointegration between the variables and that in the long-run employment and real GDP Granger cause energy consumption, while in the short run there is weak unidirectional Granger causality running from real GDP to energy consumption and weak bidirectional Granger causality between real GDP and employment. The estimation results are also of policy implication on economic development and energy conservation strategies for Fujian Province.