山西省能源消费和经济增长关系研究:基于Johansen协整检验和Granger因果关系检验

Study on the relationship of Shanxi's energy consumption and economic growth: Based on Johansen cointegration test and Granger causality test

摘要: 山西省是能源消费大省,认识经济增长与能源消费的内在关系,对于促进山西省经济社会可持续发展有重大意义。本文利用山西省1980~2010年能源消费总量和经济增长数据,通过Johansen检验发现两者为协整变量,且两者之间的长期均衡关系表明第t年的GDP和第t-1年的能源消费总量对第t年的能源消费有明显的影响。通过Granger因果关系检验发现GDP是能源消费总量的Granger原因,反之则不成立。提出转变经济增长方式、实施节能技术改造、完善能源法律与政策的建议。

Abstract: Shanxi is an energy consumption province, and the knowledge of the relationship between economic growth (GDP) and energy consumption (EC) is vital toShanxi’s sustainable development. By using the data of 1980~2010 GDP and EC, and through Johansen cointegration test the paper finds that these two variables are cointegrated, and these two variables’ long-term balance relationship shows GDP_t and EC_t-1 have obvious influence on EC_t. Through Granger causality test, the paper finds there is unidirectional causality from GDP to EC. At last the paper proposes some countermeasures, which include the transformation of industrial structure,energy-saving technological transformation, the perfection of energy laws and policies etc.