产业结构对煤炭消费的影响及实证分析--基于可变参数状态空间模型的动态研究

摘要

通过协整检验和状态空间模型等方法对产业结构和煤炭消费进行了实证研究。研究结论表明，产业结构和煤炭消费之间存在着协整关系，表明两者之间有长期均衡关系，第二产业对煤炭消费的拉动力度要明显大于第三产业对煤炭消费的影响，存在产业结构到煤炭消费的单向Granger因果关系。从方差分解结果可以看出，煤炭消费自身的贡献率逐步减退，第一产业和第三产业对煤炭消费的影响逐步提高，随后该影响逐步下降并趋于平稳。从状态空间模型来看，第一产业对煤炭消费的影响基本上负影响。第二产业对煤炭消费的边际影响自1986年之后持续增长，显示出第二产业对煤炭消费的拉动作用非常明显，而第三产业对煤炭消费的边际影响自1986年之后呈下降趋势。这说明，煤炭消费主要还是依靠第二产业的发展，如果进行相应的产业调整和结构优化升级改造，那么煤炭消费量会呈现下降趋势或者增幅有所下降，有利于国家的能源消费的转型升级和低碳经济发展。%This paper analyzes the relationship between the industrial structure and coal consumption by using the co -integration re-lationship test and Time-varying State Space Model . The conclusion of the study shows that there is the long -term equilibrium relation-ship between the industrial structure and coal consumption . The pulling strength of the second industry on coal consumption is obviously higher than the impact of third industry of coal consumption . There is the one -way Granger causality from the industrial structure to the coal consumption . As can be seen from the result of variance decomposition , its contribution rate of coal consumption gradually decreased , the influence of the first industry and the third industry of coal consumption gradually increased , then the impact of the first industry and the third industry declines gradually and tends to be steady . From the state space model , the influence of the first industry on the coal con-sumption has basically negative influence . The marginal effects of the second industry of coal consumption since 1986 has continued growth , showing that the pulling effect of the second industry of coal consumption is very obvious , but the marginal effect of third industry of coal consumption since 1986 showed a downward trend . This shows that , the coal consumption is still mainly relied on the development of the second industry . China's economy is in the industry structure adjustment and optimization and upgrading , in which process the coal con-sumption will show a downward trend or in decline , which contributes to China's energy consumption upgrading and low carbon economic development .