我国煤炭消费与经济增长关系的多变量协整分析

以我国1980-2005年实际数据为样本对我国煤炭消费进行协整分析，协整检验结果说明煤炭消费与国内生产总值(GDP)、结构变化和效率之间存在长期均衡关系.建立的误差修正模型符合反向修正机制，说明煤炭消费短期波动不会影响其长期均衡关系，该模型适合于煤炭消费的短期预测.Granger因果关系检验揭示了GDP、效率分别对煤炭消费量存在单向的Granger因果关系.正交脉冲响应和方差分解分析说明GDP和产业结构变化对煤炭消费具有持续的正影响，而效率对煤炭消费具有持续的负影响.

Analysis of co-integration and causality between coal consumption and economic growth in China

Using annual data 1980—2005, the nexus between coal consumption and economic growth in China was investigated within a multivariate framework which includes coal consumption(GDP), structural changes, and efficiency improvement. The cointegration estimation results show that there is a long run equilibrium between coal consumption and the three other variables. The error correction model (ECM) is applied into the coal consumption forecast field and obtains effective results. Furthermore, the Granger causality test results suggest that there is unidirectional Granger causality running from GDP, and efficiency improvement to coal consumption respectively. Finally, from the orthogonalized impulse response function, GDP and structure changes have a positive effect on coal consumption, but efficiency has a negative effect on coal consumption. 