中国人口资源与环境
中國人口資源與環境
중국인구자원여배경
China Polulation.Resources and Environment
2011年
11期
56~60
,共null页
工业总产值 能源消耗 协整检验 格兰杰原因
工業總產值 能源消耗 協整檢驗 格蘭傑原因
공업총산치 능원소모 협정검험 격란걸원인
industry output value; energy-consumption; co-integration test; Granger causality
为考察山东省工业经济发展与能源消耗之闻的定量关系，本文基于协整分析和误差修正模型，实证研究了山东省工业总产值与能源消费的动态关系。选取1990—2008年山东省工业总产值和能源消耗的相关数据。通过对时序变量的协整检验、误差修正分析及Granger因果关系检验，对工业总产值和能源消耗量在时序维度的关系进行实证分析。研究得出山东省工业总产值与终端能源消耗量及原煤消耗量之间存在协整关系。工业总产值与终端能源消耗墨为双向Granger因果关系，工业总产值是原煤消耗量的单向Granger原因，误差修正模型则显示了具有协整关系的时序变量长期均衡误差对其短期波动的修正。结果表明山东省工业经济发展仍然是以大量消耗能源为基础，而源煤在能源结构中又占主导地位，优化能源结构是山东省工业经济发展的方向。
為攷察山東省工業經濟髮展與能源消耗之聞的定量關繫，本文基于協整分析和誤差脩正模型，實證研究瞭山東省工業總產值與能源消費的動態關繫。選取1990—2008年山東省工業總產值和能源消耗的相關數據。通過對時序變量的協整檢驗、誤差脩正分析及Granger因果關繫檢驗，對工業總產值和能源消耗量在時序維度的關繫進行實證分析。研究得齣山東省工業總產值與終耑能源消耗量及原煤消耗量之間存在協整關繫。工業總產值與終耑能源消耗墨為雙嚮Granger因果關繫，工業總產值是原煤消耗量的單嚮Granger原因，誤差脩正模型則顯示瞭具有協整關繫的時序變量長期均衡誤差對其短期波動的脩正。結果錶明山東省工業經濟髮展仍然是以大量消耗能源為基礎，而源煤在能源結構中又佔主導地位，優化能源結構是山東省工業經濟髮展的方嚮。
위고찰산동성공업경제발전여능원소모지문적정량관계，본문기우협정분석화오차수정모형，실증연구료산동성공업총산치여능원소비적동태관계。선취1990—2008년산동성공업총산치화능원소모적상관수거。통과대시서변량적협정검험、오차수정분석급Granger인과관계검험，대공업총산치화능원소모량재시서유도적관계진행실증분석。연구득출산동성공업총산치여종단능원소모량급원매소모량지간존재협정관계。공업총산치여종단능원소모묵위쌍향Granger인과관계，공업총산치시원매소모량적단향Granger원인，오차수정모형칙현시료구유협정관계적시서변량장기균형오차대기단기파동적수정。결과표명산동성공업경제발전잉연시이대량소모능원위기출，이원매재능원결구중우점주도지위，우화능원결구시산동성공업경제발전적방향。
To examine the quantitative relationship between industrial development and energy consumption of Shandong Province, the paper studies the dynamic interactions relationship between industrial output value and energy consumption by empirical method based on co-integration test and error correction model. The spatial panel data of industrial value and energy-consumption of Shandong Province is adopted from 1990 to 2008. By using co-integration test, error correction model and Granger causality test, some results are obtained that industrial output value and energy consumption of Shandong Province are co-integrated and have a longtime equilibrium. There is a bi-directional Granger causality relationship between industrial output value and energy consumption, an unidirectional causality between industrial output value and raw coal consumption. An error correction model is also established to correct short-term fluctuations by long-range errors. It can reveal the dynamic equilibrium relationship between these time series. The conclusion of the study is that industrial economy of Shandong Province develops rapidly with the high speed consumption of natural energy, and raw coal is the leading one of whole energy consumption in Shandong Province. Therefore, optimizing industrial energy consumption structure is the direction of economic development of Shandong Province.
