【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.更多还原

【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.更多还原