华北电力大学学报:社会科学版
華北電力大學學報:社會科學版
화북전력대학학보:사회과학판
Journal of North China Electric Power University(Social Sciences)
2013年
5期
1~6
,共null页
能源消费 面板协整分析 Granger因果关系
能源消費 麵闆協整分析 Granger因果關繫
능원소비 면판협정분석 Granger인과관계
energy consumption; panel eointegration; granger causality
本文选取北京市三次产业1980-2010年的数据,在面板单位根检验和面板协整分析的基础上,利用面板误差修正模型检验了北京市能源消费和经济增长之间的长短期Granger因果关系。检验结果说明:北京市短期存在经济增长和能源消费的双向Granger因果关系,而长期存在从能源消费到经济增长的单向Granger因果关系。因素分解结果说明生产效应是能源消费增长的主要驱动力,结构效应和强度效应则延缓了能源消费总量的增长,但生产效应明显大于结构效应和强度效应之和。
本文選取北京市三次產業1980-2010年的數據,在麵闆單位根檢驗和麵闆協整分析的基礎上,利用麵闆誤差脩正模型檢驗瞭北京市能源消費和經濟增長之間的長短期Granger因果關繫。檢驗結果說明:北京市短期存在經濟增長和能源消費的雙嚮Granger因果關繫,而長期存在從能源消費到經濟增長的單嚮Granger因果關繫。因素分解結果說明生產效應是能源消費增長的主要驅動力,結構效應和彊度效應則延緩瞭能源消費總量的增長,但生產效應明顯大于結構效應和彊度效應之和。
본문선취북경시삼차산업1980-2010년적수거,재면판단위근검험화면판협정분석적기출상,이용면판오차수정모형검험료북경시능원소비화경제증장지간적장단기Granger인과관계。검험결과설명:북경시단기존재경제증장화능원소비적쌍향Granger인과관계,이장기존재종능원소비도경제증장적단향Granger인과관계。인소분해결과설명생산효응시능원소비증장적주요구동력,결구효응화강도효응칙연완료능원소비총량적증장,단생산효응명현대우결구효응화강도효응지화。
This paper applies the most recently developed panel unit root, heterogeneous panel cointegration and panel-based error correction models to investigate the causal relationship between energy consumption and economic growth for three industries in Beijing during the period of 1980--2010. The empirical results indicate that there is bidirectional Granger causality in the short run, but unidirectional Granger causality running from energy consumption to economic growth in the long run. The empirical results indicate that the production effect plays a significant positive role in increasing energy consumption, while the structure and intensity effects negatively contribute to energy consumption increase. However, the production effect outweighs the sum of structure and intensity effects.