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基于状态空间模型的中国能源消费与经济增长关系研究 被引量:3

An Analysis for China’s Energy Consumption and Economic Growth Based on State Space Model
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摘要 以能源消费为分析主线,建立了中国1978—2010年能源消费与经济增长之间的变参数状态空间模型,并运用Granger因果检验、协整检验、脉冲响应等多种方法,检验能源消费与经济发展之间的动态关系,从而得出中国能源消费与经济增长之间的运行规律及其启示. Taking energy consumption analysis as the main line, this paper established the time-varying parameters state space model between energy consumption and economic growth in China (1978-2010)and took use of Granger causality test, cointegration test, impulse response to find the dynamic relationship between energy consumption and the economic development of China, thus concluded the enlightenment and operation rule between them.
作者 马颖 孙猛
出处 《河南科学》 2012年第11期1643-1648,共6页 Henan Science
基金 国家社科基金课题(12BJY075) 中央高校基本科研业务费专项资金资助项目(11CX04023B) 山东省自然科学基金项目(ZR2012GL07) 山东省信息化与工业化融合专项研究课题(2012EI108)资助
关键词 状态空间 能源消费 经济增长 脉冲响应 state space energy consumption economic growth impulse response
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