我国发电量与工业增长协整关系实证分析

Empirical Study of Cointegration Relationship Between China's Electricity and Economic Growth

以我国2005年以来月度工业增加值同比增长率与发电量同比增长率作为研究变量,分析了发电量与工业经济增长之间的长期相关关系。通过相关性检验、平稳性检验、因果关系检验、脉冲分析等,结果表明,我国工业经济的增长与发电量增长两个非平稳变量之间有长期均衡关系,1个工业增加值增速冲击引起发电量增速上升1.8个百分点,在10%显著水平下有单方向的Granger因果关系,随着工业结构的不断升级和能源经济的迅速发展,这一关系将更加显著。

Taking the year-on-year growth rate of industrial added value and generating capacity as research variables, the article analyses the long-term relationship between electricity and economic growth. There exists a long-term equilibrium relationship between the industrial economy growth and electricity by using Eviews for correlation test, Stability analysis and causality test, impulse response analysis. And the single direction of Granger causality is very significant, that is the development of industrial economy promotes the growth of electricity. What more, along with the continuously upgrade of industrial structure and the rapid development of energy economy, the relationship will be even more significant.