江浙沪能源消费与经济增长关系的研究--基于自举面板因果检验和VAR模型的实证分析

摘要

基于江浙沪1990～2011年能源消费与地区国内生产总值的面板数据，运用小样本自举（bootstrap）面板格兰杰因果检验和向量自回归模型等方法研究了江浙沪能源消费与经济增长之间的关系。自举面板因果检验结果表明：江苏地区能源消费与经济增长之间具有双向的格兰杰因果关系，而浙江和上海地区则仅存在能源消费到经济增长的单向格兰杰因果关系。基于VAR模型的分析结果显示，江浙沪能源消费和经济增长之间都具有正向的动态脉冲响应，并且具有一定的滞后性。%Using small sample bootstrap panel causality test and vector auto-regression model ,the relationship between ener-gy consumption and economic growth of Jiangsu ,Zhejiang and Shanghai are studied based on the data of 1990~2011 .The results of bootstrap panel causality test show that there is a two-way Granger causality between energy consumption and e-conomic growth in Jiangsu ,but there is only one-way Granger causality running from energy consumption to economic growth in Zhejiang and Shanghai ,and the result of VAR model indicates that there is a positive dynamic impulse response between energy consumption and economic growth ,but the response has several years of lag .