北京市能源消费与经济增长关系的协整检验分析

采用协整分析并建立向量误差修正模型（VECM）检验了北京市1980～2008年能源消费与经济增长之间的因果关系.结果表明,北京市能源消费与经济增长之间存在长期均衡状态,体现为从经济增长到能源消费单向的因果关系.经济对能源的长期与短期弹性分别为0.44和0.12,北京市1980～2008年GDP年均每增长1%,带动能源消费增长约0.4%.经济发展对能源消费提升是滞后的,能源消费并不是经济增长的一个强的外生变量.研究结论能够对北京市制定节能减排目标以及促进区域经济发展提供重要参考依据.

Energy Consumption and GDP Growth in Beijing: Cointegration and Causality Analysis

In this paper, the Johansen cointegration technique and the vector error correction model (VECM) were used to examine the causal relationship between energy consumption (LEC) and gross domestic product (LGDP) for Beijing during the period of 1980 to 2008.Results indicated that LEC and LGDP for Beijing were related by one cointegrating vector and there was a long-run unidirectional causal relationship from GDP to energy consumption. The long-term and short-term elasticity from economy to energy consumption were 0.44 and 0.12 separately. Statistic analysis showed that from 1980 to 2008 every 1% growth in GDP annually would drive energy consumption increasing rate by 0.4% correspondently. And the effect imposed from economy to energy consumption was lagging. It showed that energy consumption was not a strong exogenous variable as to economy. The finding has significant implications from the point of view of energy conservation, emission reduction and economic development.