摘要
应用多变量时间序列间的协整分析理论,分析台湾地区1954～1997年度GDP和能源总消费及其各组成部分(包括煤、石油、天然气和电力)之间的长期均衡关系。研究发现GDP和能源总消费、GDP和电力消费之间存在协整关系,而GDP与煤、石油、天然气消费量之间不存在协整关系。基于多变量自回归模型,我们构建了相应的长期均衡关系模型,从而为进一步经济分析奠定了基础。
By applying the theory of multivariable time series co-integration analysis, the authors give an analysis on the long-run equilibrium between gross domestic product (GDP) and annual energy use, including total energy use and respective energy use, in Taiwan region during 1954-1997. As discovered by research, co-integration relation existed between GDP and total energy use, it also existed between GDP and electric power use; but it did not existed between GDP and coal, petroleum or natural gas use. Based on multi variable auto-regressive model, a long-run equilibrium model is correspondingly constructed which lies a foundation for further economic analysis.
出处
《华侨大学学报（哲学社会科学版）》
2003年第3期26-31,共6页
Journal of Huaqiao University(Philosophy & Social Sciences)
关键词
协整
GDP
能源消费
长期均衡关系模型
co-integration
gross domestic pnoduct (GDP)
energy use
long-run equilibrium model
