河北能源消费与经济增长关系的动态分析：基于状态空间模型的检验

摘要

针对以往文献偏重静态分析的不足，本文利用1980～2012年河北省产出、资本存量、就业人数和能源消费量时间序列数据，对能源消费与经济增长之间的动态关系进行实证分析。文章在多变量框架下构建河北省能源消费与经济增长的状态空间模型，并进行平稳性检验和协整检验，而后利用卡尔曼滤波估算模型的时变参数，并对其变动进行分析。结果表明：河北能源对劳动具有替代作用，能源消费对经济增长的拉动作用正不断增强。现阶段，大气治理带来的能源需求下降，导致河北面临较大的经济下行压力，必须综合利用税收补贴等手段加快技术改造和产业结构升级。%Aiming at the limitation of the former literature on the static analysis ,this paper empirically analyzes the dynamic relationship between energy consumption and economic growth by using the time series data of output ,capital ,employment and energy consumption in Hebei from 1980 to 2012 .The state space model of energy consumption and economic growth in Hebei province has been built basing on the multivariate framework and tested through stationary and cointegration test .Then ,time‐varying parameters of the model have been estimated using Kalman filter ,as w ell as analyzing their fluctuation .Results indicate:the energy consumption have the substitution to the labor ,and play a greater role in boosting economic growth .At this stage with atmospheric controlling energy demand has declined ,which will bring down the economy .To solve this problem ,we should speed up technical transformation and upgrade the industrial structure using a combination of tax subsidies or another .