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本文运用协整理论和Granger因果关系检验两种日益流行的计量经济分析技术,考察了1991~2011年期间我国天然气消费与经济增长之间的动态均衡关系和因果关系,协整分析结果表明:我国天然气消费与经济增长之间存在长期的均衡关系,进一步考虑建立误差修正模型来研究两者之间的短期情况,结果表明天然气消费与经济增长之间也存在着短期动态均衡关系。为了更好地观察天然气消费和经济增长之间的短期动态关系,本文考虑了脉冲响应函数,研究结果显示:天然气消费量的随机扰动项对我国的经济增长正向冲击作用先缓慢下降后上升的趋势;最后,Granger因果性检验表明,我国天然气消费对经济增长有着显著的促进作用,而经济增长对天然气消费的影响并不显著,原因在于我国的经济发展存在“能源高耗”及“能源依赖”的现象。
This paper examines two increasingly popular econometric techniques using the cointegration theory and the Granger causality test and examines the dynamic equilibrium and causal relationships between China’s natural gas consumption and economic growth during 1991-2011. The results of the co-integration analysis show that China There is a long-term equilibrium relationship between natural gas consumption and economic growth, and the further development of the error correction model to study the short-term situation between the two shows that there is also a short-term dynamic equilibrium between natural gas consumption and economic growth. In order to better observe the short-run dynamic relationship between natural gas consumption and economic growth, the impulse response function is considered in this paper. The results show that the stochastic disturbance of natural gas consumption increases slowly to the positive impact of economic growth in China Finally, the Granger causality test shows that the consumption of natural gas in our country has a significant role in promoting economic growth. However, the effect of economic growth on natural gas consumption is not significant. The reason is that China’s economic development is characterized by “high energy consumption” and “ ”Energy dependence" phenomenon.