基于VAR模型的河北省经济增长与环境污染关系的实证研究

The Empirical Study on Relationship Between Hebei Province's Economic Growth and Environmental Pollution Based on VAR Model

选取河北省1991—2012年6类反映环境污染状况的指标和人均GDP数据,在建立VAR模型的基础上,通过数据平稳性检验、协整检验、脉冲响应函数和方差分解分析,考察了经济增长和环境污染二者之间的长期动态关系.脉冲响应函数的结果得出:经济增长是导致工业污染物排放量增加的重要原因,而工业污染物排放量对经济增长的影响依不同污染物而差异较大,且整体上影响程度相对较小.方差分解分析结果显示:人均GDP对解释各污染物排放量的预测方差起了很大作用,而各污染物排放量对解释人均GDP的预测方差则作用不大.

Based on VAR model,the dynamic interactions between economic growth and environmental pollutionis investigated by using Hebei Province＇series data from 1991 to 2012. From the result of impulse response functions,we conclude that economic growth is an important reason for an increase in industrial emissions,while impact ofindustrial emissions on economic growth is relatively small. And the result of variance decomposition analysis showsthat in general GDP per capita is the main variable to explain the forecasting mean square error of the pollutionvariable,but not vice versa.