| 基于变参数模型的中国能源消费经济增长关系研究 |
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| 引用本文： | 王海鹏,田澎,靳萍.基于变参数模型的中国能源消费经济增长关系研究[J].数理统计与管理,2006,25(3):253-258. |
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| 作者姓名： | 王海鹏 田澎 靳萍 |
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| 作者单位： | 1. 上海交通大学,安泰管理学院,上海,200030
2. 重庆大学科研处,重庆,400044 |
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| 摘 要： | 本文利用1953—2002年的统计数据和状态空间模型对中国能源消费与经济增长关系进行了研究。我们的结论是:(1)中国能源消费与经济增长之间存在一种随时间不断变化的长期均衡关系即变参数协整关系;(2)基于状态空间模型的变参数估计很好地揭示了中国能源消费弹性的时变规律。
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| 关 键 词： | 能源消费 经济增长 变参数 协整 状态空间模型 |
| 文章编号： | 1002-1566(2006)03-0253-06 |
| 收稿时间： | 2004-12-17 |
| 修稿时间： | 2004年12月17 |
The Study of the Relationship Between China's Energy Consumption and Economic Growth Based on Time Varying Parameter Model |
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| WANG Hai-peng,TIAN Peng,JIN Ping.The Study of the Relationship Between China''''s Energy Consumption and Economic Growth Based on Time Varying Parameter Model[J].Application of Statistics and Management,2006,25(3):253-258. |
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| Authors: | WANG Hai-peng TIAN Peng JIN Ping |
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| Institution: | 1. Aetna School of Management, Shanghai Jiaotong Univ., Shanghai 200052, China ; 2. Scientific Research Department Chongqing Univ. ,Chongqing,400044,China |
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| Abstract: | Data from 1953 to 2002 and state space model are used to make empirical study the relationship between China's economic growth and energy consumption.The main conclusion is that there exists a long-run equilibrium relationship between two variables,which is not constant,but evolves over time.The estimated time varying parameter coincides with the change of the energy consumption elasticity in China. |
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| Keywords: | energy consumption economic growth time varying parameter co-integration state space model |
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