摘要
工业行业是能源消耗的最主要生产部门，在后工业化时期优化能源政策，促进工业经济转型升级具有重要意义。本文以1980-2014年的工业能源消耗数据，利用协整检验、Granger检验等现代计量工具考察工业能源消耗和工业经济增长之间的长短期关系。最后建立时变参数状态空间模型，研究了工业行业能源消耗和工业经济增长在不同时期的动态变化关系。研究发现：变参数模型相比固定参数模型更具有可靠性，工业经济增长和能源消耗之间存在非线性均衡关系，能源消费与经济增长的Granger原因在不同时期结果相异；能源对经济增长的贡献弹性总体上呈现不断上升态势。
The industry is the most important production department of energy consumption. There is great significance optimizing energy policy to promote transformation and upgrading of the industrial economy in the period of industrializa- tion. Cointegration test, Granger test and other modem measuring tool have been used to inspect short and long-term rela- tionship of industry energy consumption and economic growth based on the data of 1980-2014. Finally, time-varying pa- rameter state space model is established to study the dynamic change of industry energy consumption and economic growth in different period of China. Findings： variable parameter model compared with the fixed parameter model has more reliabil- ity and industrial nonlinear equilibrium relationship between economic growth and energy consumption; Energy consump- tion and economic growth Granger causes is variable in different periods. There is overall rising trend of Energy contribu- tion to the economic growth elasticity.
出处
《江西科技学院学报》
2017年第1期27-32,共6页
Journal of Jiangxi University of Technology
基金
四川省哲学社会科学重点研究基地四川省农村发展研究中心重点项目(NO.CR1603)
关键词
能源消费
经济增长
时变状态空间模型
Energy consumption
Economic growth
Time-varying state space model
