金砖五国生态足迹随机收敛检验——基于长记忆分式单整模型的分析

Testing the Stochastic Convergence of Ecological Footprints in BRICKS——An Analysis Based on the Fractionally Integrated Time Series Processes

本文使用局部Whittle(LW)方法及各种改进的LW方法检验1961~2017年金砖五国相对人均生态足迹是长记忆均值回复过程(尽管非常持久,但仍然是随机收敛过程),还是永久的发散过程。而且,借助两种方法检验相对人均生态足迹序列的缓慢收敛或者完全缺乏收敛是由于确定性过程发生结构变化还是由于真实的长记忆过程导致。为了便于比较,本文也评估了金砖国家相对人均生态承载能力的随机收敛性。本文研究认为,金砖五国相对人均生态足迹是非随机收敛的,而且中国和俄罗斯相对人均生态足迹存在断点;相对人均生态承载能力的单整阶数明显比相对人均生态足迹小,是均值回复的收敛过程。通过比较发现,相对人均生态足迹的收敛性与经济发展水平密切相关。一般而言,发展程度高的国家相对人均生态足迹随机收敛的比例更大。

This paper assesses the stochastic convergence of relative per capita ecological footprints within BRICKS during the period of 1961-2017.Using the local Whittle estimator and some of its variants,it assess whether relative per capita ecological footprints are long memory processes which,although highly persistent,may revert to their mean/trend in the long run thereby indicating evidence of stochastic convergence,or divergent processes in the long run.Furthermore,it tests whether(possibly)slow convergence of the relative per capita footprint series or the complete lack of it may be the result of structural changes to deterministic processes or the real long-memory processes,by two kinds of means.For the ease of comparison,this paper assesses the stochastic convergence of relative per capita ecological capacities within BRICKS as well.The results show relatively strong evidences against stochastic convergence of relative per capita ecological footprints within BRICKS.Furthermore,with regard to China and Russia,there are structural breaks in the relative per capita ecological footprint series.In addition,we can conclude whether the convergence of relative per capita ecological footprints or not is dependent on the level of economic development,and the stochastic convergence occurs in those rich countries more probably.