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基于VAR模型的中国能源消费与经济增长关系的实证分析

发表时间:2010-06-30  浏览量:1818  下载量:877
全部作者: 李迎成,陈建波
作者单位: 东南大学经济管理学院
摘 要: 通过对我国1978年至2008年能源消费和经济增长数据建立向量自回归模型(vector autoregression, VAR),运用协整分析、脉冲响应函数和方差分解分析对能源消费与经济增长之间的关系进行了实证研究。结果表明:短期内经济增长的波动主要受其自身波动的影响,能源消费的波动也主要取决于其自身波动的影响,但从长期来看,实际GDP增长对能源消费的影响大于能源消费对实际GDP增长的影响。
关 键 词: 宏观经济学;经济增长;能源消费;脉冲响应函数;方差分解
Title: Empirical research on the relationship between China’s energy consumption and economic growth based on VAR model
Author: LI Yingcheng,CHEN Jianbo
Organization: School of Economics & Management, Southeast University
Abstract: We establish a vector autoregression (VAR) model based on China’s data of energy consumption and economic growth from 1978 to 2008 and use the method of cointegration analysis, impulse response functions and variance decomposition analysis to study the relationship between energy consumption and economic growth. The results show that the short-term fluctuations in economic growth is mainly due to its own fluctuations, and fluctuations in energy consumption also depends on its own fluctuations, but in the long run, the influence of real GDP growth on energy consumption is greater than the opposite.
Key words: macroeconomics; economic growth; energy consumption; impulse response functions; variance decomposition analysis
发表期数: 2010年6月第12期
引用格式: 李迎成,陈建波. 基于VAR模型的中国能源消费与经济增长关系的实证分析[J]. 中国科技论文在线精品论文,2010,3(12):1266-1271.
 
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