[1]陈燕武,吴承业.台湾地区经济增长和能源消费的单方向因果关系[J].华侨大学学报(自然科学版),2011,32(1):96-99.[doi:10.11830/ISSN.1000-5013.2011.01.0096]
　CHEN Yan-wu,WU Cheng-ye.One-Way Causal Relationships between Economic Growth and Energy Consumption in Taiwan[J].Journal of Huaqiao University(Natural Science),2011,32(1):96-99.[doi:10.11830/ISSN.1000-5013.2011.01.0096]
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台湾地区经济增长和能源消费的单方向因果关系()
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《华侨大学学报（自然科学版）》[ISSN:1000-5013/CN:35-1079/N]

卷:
第32卷
期数:
2011年第1期
页码:
96-99
栏目:
出版日期:
2011-01-20

文章信息/Info

Title:
One-Way Causal Relationships between Economic Growth and Energy Consumption in Taiwan
文章编号:
1000-5013(2011)01-0096-04
作者:
陈燕武;  吴承业
华侨大学数量经济研究院; 华侨大学经济与金融学院
Author(s):
CHEN Yan-wu1; 2;  WU Cheng-ye1; 2
1.Institute for Quantitative Economics, Huaqiao University, Quanzhou 362021, China; 2.College for Economics and Finance, Huaqiao University, Quanzhou 362021, China
关键词:
协整分析;  单方向;  国内生产总值;  能源消费;  台湾地区
Keywords:
co-integration analysis;  one-way;  gross domestic product;  energy consumption;  Taiwan
分类号:
O211.61
DOI:
10.11830/ISSN.1000-5013.2011.01.0096
文献标志码:
A
摘要:
应用多变量时间序列间的协整和单方向因果测度理论,探讨1954-2008年台湾地区GDP(国内生产总值)和能源消费之间的长期均衡关系和因果关系.基于误差修正模型及协整阶数的似然比检验,可以发现台湾地区GDP与能源消费,GDP与石油消费,GDP与电力消费之间都存在协整关系.单方向因果测度的Wald统计检验表明,GDP和能源消费相互影响,而GDP对石油消费及电力消费的影响只是单方向的.
Abstract:
In this paper we discuss the long-run balanced relationship and causal relationship between gross domestic product(GDP) and energy consumption in Taiwan during the period of 1954-2008 with theories of cointegration among multivariate series and one-way causation measurement.Based on the error-correction model and likelihood ratio test,we find that there is a co-integrated relationship between GDP and energy consumption,GDP and oil consumption,GDP and electricity consumption in Taiwan.The Wald test of the one-way causation measurement shows that there is a mutual effect between the GDP and energy consumption,whereas only one-way that the GDP influences oil and electricity consumption.

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备注/Memo

备注/Memo:
福建省科技计划项目(2010R0074); 福建省高等学校新世纪优秀人才支持计划项目(07FJRC07); 教育部高等学校博士点学科专项科研基金资助项目(20050385001)
更新日期/Last Update: 2014-03-23