中国国际旅游与国际贸易关系的协整及Granger因果分析

根据1988—2008年我国国际旅游和国际贸易的相关数据,利用协整分析技术和Granger因果检验方法,系统分析了国际旅游与国际贸易间的关系。结果显示:①国际旅游与国际贸易之间存在长期均衡关系;②国际入境旅游是国际贸易Granger原因的概率显著,国际出境旅游是国际贸易Granger原因的概率不显著,国际贸易是国际旅游Granger原因的概率不显著。随着经济全球化与一体化的推进,国际旅游与国际贸易发展之间相互促进、相互影响的作用强度将会进一步增强。     

甘肃省旅游业发展与经济增长关系的实证检验

运用协整分析和Granger因果检验等方法对1997—2012年甘肃省旅游业发展与经济增长的关系进行了实证分析。结果显示,甘肃省的国内旅游收入与经济增长存在协整关系,国内旅游收入与经济增长之间存在动态均衡关系,而入境旅游收入与经济增长不存在协整关系,经济增长和国内旅游收入之间存在单向的因果关系。     

甘肃省入境旅游经济差异变动的空间分析

以入境旅游人均消费为测度指标,运用EDSA-GIS和统计分析方法对2001—2009年甘肃省入境旅游经济差异的时空格局和空间作用类型进行了初步研究,找出甘肃省入境旅游经济相对发达地区和落后地区,并进行比较,分析入境旅游经济差异的变动。结果表明:甘肃省各地级市之间入境旅游经济虽然近几年还存在差距,但这种差距在不断缩小,空间格局也在发生改变,入境旅游经济相对落后地区发展较快,同时应加强旅游基础设施各方面的投入。     

沿海地区入境旅游消费时空特征、趋势及发展对策

基于2000—2011年沿海11省市入境旅游的相关指标数据,从时空差异视角揭示沿海地区入境游客消费水平、消费层次及其演变特征,采用灰色GM(1,1)模型,对沿海地区入境旅游发展态势进行预测分析。结果表明,我国沿海地区入境旅游消费水平不高,非基本资料所占总消费资料比重和入境旅游消费结构高级化指数低。为推动沿海地区入境旅游稳定、持续与快速发展,提出了相应的对策建议。     

我国入境旅游的收敛状况及原因分析

从经济增长收敛的视角分析我国入境旅游的均衡发展问题,选取1990—2009年我国31个省（市、自治区）的入境旅游人次数据,采用σ收敛方法检验我国入境旅游的收敛情况,并对其原因进行分析。结果表明,我国入境旅游不存在全域性收敛,东部地区存在俱乐部收敛,中部和西部地区呈发散趋势。旅游资源开发是入境旅游收敛的主要原因,突发事件对经济落后地区的短期入境旅游收敛有很大影响,旅游固定资产、人均可支配收入、旅游人力资源供给都不是入境旅游收敛的原因。     

青海省能源与经济增长关系的协整性分析

随着经济的快速增长与发展,能源与经济增长之间的矛盾日渐突出。为了进一步了解能源与经济增长之间的关系,利用青海省1988—2008年能源消费与经济增长相关数据,采用协整性分析,Granger因果关系检验,运用eviews5.0软件进行计量分析,得到青海省能源与经济发展存在长期的双向因果关系。结果表明,政府应制定合理的能源与环境政策,以实现能源、经济、生态的"三效合一",从而为地区经济可持续发展奠定基础。     

大连市旅游业发展与经济增长关系研究

采用Johansen协整检验、误差修正机制、Granger因果检验、脉冲响应分析和方差分解等计量方法,对大连市旅游业发展和经济增长之间的关系进行了研究。结果表明,大连市旅游业发展和经济增长存在长期均衡关系,存在从旅游业到经济增长的单向因果关系。在此基础上,提出进一步发展大连市旅游业的对策建议。     

湖北省能源消费影响机理研究——基于Granger因果关系及LMDI

能源是一个国家或地区经济发展的命脉,研究能源消费的影响机理将有助于湖北省经济的可持续发展。基于湖北省2005—2015年能源相关数据,运用Granger因果关系检验方法分析了湖北省能源消费的影响因素,运用LMDI方法研究了各影响因素对湖北省能源消费的影响程度。结果表明:影响湖北省能源消费的因素主要有能源强度、能源消费结构、GDP、产业结构、劳动力投入和资本投入。其中,能源强度、GDP和劳动力投入这三个因素与能源消费总量之间存在着双向因果关系,能源消费到能源结构、能源消费到资本投入、产业结构到能源消费之间存在单向因果关系。湖北省能源消费增长的主要推动因素是固定资产投资,主要的抑制因素是能源强度。     

入境旅游流空间转移与旅游经济联系研究——以北京向丝绸之路转移为例

旅游流和当地旅游经济发展有着重要的联系。旅游流量对增强旅游经济联系强度有极大的促进作用,而旅游经济强度增强又会带来更多的旅游转移流量。以北京入境旅游流向丝绸之路沿线省区转移为例,利用SPSS16.0统计分析软件,分析了1998—2007年北京入境旅游流向丝绸之路沿线省区转移规模和旅游经济联系强度之间的关系。结果表明,北京入境旅游流向陕西转移流量最大,其次为新疆,甘肃最小;转移客流量和旅游经济联系强度存在强相关关系;北京转移入境旅游流对丝绸之路各省旅游经济发展有促进作用,并为跨区域旅游合作研究提供理论参考。     

基于亲景度的秦皇岛入境旅游市场研究

入境旅游市场的规模与质量直接影响旅游目的地旅游业的外向度，而外向度的提升是旅游目的地塑造国际化品牌形象、增加旅游收入、提高经济效益的基础。依据秦皇岛1995-2006年入境旅游市场的相关统计数据，分析了秦皇岛入境旅游市场亲景度的国别差异及空间演变，并对秦皇岛今后拓展入境旅游市场提出了对策与建议。     

Global Warming and Global Dioxide Emission: An Empirical Study

In this paper, the dynamic relationship between global surface temperature (global warming) and global carbon dioxide emission (CO₂) is modelled and analyzed by causality and spectral analysis in the time domain and frequency domain, respectively. Historical data of global CO₂emission and global surface temperature anomalies over 129 years from 1860–1988 are used in this study. The causal relationship between the two phenomena is first examined using the Sim and Granger causality test in the time domain after the data series are filtered by ARIMA models. The Granger causal relationship is further scrutinized and confirmed by cross-spectral and multichannel spectral analysis in the frequency domain. The evidence found from both analyses proves that there is a positive causal relationship between the two variables. The time domain analysis suggests that Granger causality exists between global surface temperature and global CO₂emission. Further, CO₂emission causes the change in temperature. The conclusions are further confirmed by the frequency domain analysis, which indicates that the increase in CO₂emission causes climate warming because a high coherence exists between the two variables. Furthermore, it is proved that climate changes happen after an increase in CO₂emission, which confirms that the increase in CO₂emission does cause global warming.     

Does corporate social performance reduce greenhouse gas emissions at the macro level?

Corporate social performance (CSP) is assumed to have a positive impact on macroeconomic sustainability, but empirical evidence of this impact is absent in the literature. The objective of this paper is to investigate the macro impacts of CSP. We first establish a conceptual framework on the relationship between CSP at the individual business level and sustainability at the macro level. Next, we empirically test the relationship between (averaged) CSP scores and greenhouse gas emissions at the macro level for 22 countries during 2004–2011. We use Granger causality tests to check for Granger causality. The estimation results show that CSP reduces greenhouse gas emissions, but the long-term effect is rather modest.     

港口物流发展与城市经济增长关系的实证研究——以大连市为例

港口物流发展与经济增长之间存在着密切关系。运用1992--2010年大连市港口吞吐量和C-DP的数据，通过协整分析和Granger因果关系检验法，从实证角度研究了大连市港口物流发展与经济增长之间的动态相关性和因果关系。结果显示，大连市港口物流发展与经济增长之间存在长期稳定的均衡关系，但短期存在失衡关系，短期失衡向长期均衡回归的速度达1．7832；长期内港口物流发展对经济增长的弹性为0．3122，短期则为0．054；港口物流发展与经济增长之间存在单向因果关系，即港口物流发展是促进经济增长的Granger成因，反之则不成立。     

城乡一体化背景下经济发展与城乡统筹的互动关系分析——以大连市为例

基于1992—2008年大连市经济发展和城乡统筹的统计数据,运用主成分分析法、H-P滤波法、协整分析法、Granger因果关系检验法和脉冲响应分析法分析了大连市经济发展与城乡统筹之间的互动关系。结果表明,大连市经济发展与城乡统筹之间存在一种双向、互为因果的互动关系。经济发展不会自动促进城乡差距缩小,相反在中长期内还会加大城乡差距。根据所得结论,给出了相关建议。     

Bivariate cointegration between poverty and environment: a case study of Pakistan (1980–2009)

The objective of this paper is to empirically investigate a two-way statistical relationship between the agriculture environment and rural poverty. To recognise the relationship between the two variables, a time series, co-integration and Granger causality tests have been employed. Secondary data pertaining to Pakistan from 1980–2009 on rural poverty and environmental factors (such as commercial energy consumption, water availability and total cropped area) have been used for the analysis. The empirical results only moderately support the conventional view that rural poverty has a significant long-term casual effect on environmental proxies in Pakistan. The present study finds evidence of uni-directional causality between poverty and the environment in the context of the agriculture sector in Pakistan.     

The relationship among economic growth,CO<Subscript>2</Subscript> emissions,and energy use in the APEC countries: a panel VAR approach

The aim of this paper is to analyze the relationship among economic growth, carbon dioxide emissions, and energy use for 19 APEC countries over the 1960–2013 years. Using a panel VAR technique, a three-variable VAR is estimated. Empirical findings illustrate that no causal relationship emerges between real GDP and energy use. Thus, our empirical evidence is in line with the “neutrality hypothesis.” Moreover, panel cointegration tests show that a long-run equilibrium relationship is questionable for the APEC countries. Granger causality analyses confirm our previous results, since in nine countries any causal relationship between GDP and energy is found.     

Interactions between energy consumption,international trade,and real income in Canada: An empirical investigation from a new version of the Solow growth model

This study investigates the empirical relationship between energy consumption, international trade, and real income in Canada which has an important role in global energy and trade. It employs bound tests to level relationships and conditional error correction models through ARDL specification to a new version of the Solow Growth model. Using annual data of the 1960–2010 period, results reveal a long-term relationship between energy consumption, international trade, and real income in Canada. It is also found that energy exporting activity is the determinant (driver) of energy consumption through the channel of real income and energy consumption is the determinant (driver) of exports through the channel of real income in the long term of the Canadian economy. Exports and energy use are the determinants (drivers) of real income in the long term of the Canadian economy; therefore, as conditional Granger causality tests suggest there is feedback relationship between energy consumption, international trade, and real income in the long term of the Canadian economy. The present study suggests that any energy conservation policies are likely to have negative influence on output and international trade in Canada.     

Dynamics of global oil prices,exchange rate and precious metal prices in India

This study examines cointegration and Granger causality among global oil prices, precious metal (Gold, Platinum and Silver) prices and Indian Rupee–US Dollar exchange rate using daily data spanning from 2nd January 2009 to 30th December 2011. ARDL bounds tests indicate that the series are cointegrated. Toda–Yamamoto version of Granger causality has been employed to establish the causation amongst the variables. The study also examines generalized error variance decomposition of variables due to various shocks in the system. Such information provides insight into the transmission links between the global oil market and the Indian precious metals and foreign exchange market. These have the potential for significant impact in further research, portfolio management and central bank policy design.