作　　者： ; ;

机构地区： 中山大学

出　　处： 《清华大学学报（自然科学版）》 2010年第5期681-685,共5页

摘　　要： 建立了中国石油消费供给和需求模型,通过ADF(augmented Dickey-Fuller)方法进行单位根检验,发现模型涉及的变量皆为1阶平稳序列,并使用了EG两步法来论证模型的可靠性,发现变量之间存在协整关系。基于VECM(vector error correction model)模型,检验了石油消费与经济增长之间的短期和长期因果关系。结果发现,无论是短期还是长期内,经济增长都是石油消费的原因,而并未发现反向的因果关系存在。石油消费的不断上涨,源于我国粗放型的增长方式。 A supply and demand model was developed to inspect the short-and long-run causal relationships between petroleum consumption and economic growth in China.Augmented Dickey-Fuller method was used to implement root tests with the result that all the variables are 1st order stationary processes.The EG two-stage method was used to test the model stability to show the cointegration relationship between the variables.The causal relation between petroleum consumption and economic growth was tested using the vector error correction model（VECM） to show that petroleum consumption does not affect economic growth in the short-run or long-run,but that economic growth excites petroleum consumption,with the extensive growth pattern causing the petroleum consumption growth.

关 键 词： 石油消费 协整 模型 经济增长

领　　域： [经济管理]