北京市能源消费与影响因素的实证研究-数量经济学专业论文.docxVIP

首都经济贸易大学硕士学位论文北京市能源消费与影响因素的实证分析 首都经济贸易大学硕士学位论文 北京市能源消费与影响因素的实证分析 I I 摘 要 改革开放给北京带来了前所未有的发展机遇，经济增长率达到年均 16.27%。但 伴随着经济方面的巨大成就，北京市的年均能源增长率也高达 4.26%，如此高的能源 增长率使得北京市对外部能源供给严重依赖。 因此，研究北京市消费与影响因素之 间的内在联系，为制定北京市的能源政策和长期的能源规划提供科学依据势在必行。 本文先对 1980-2010 年的北京市能源消费量及经济增长（GDP）两序列进行了协 整检验及格兰杰因果检验，结果表明即不存在长期的均衡关系也不存在着格兰杰因果 关系。对这两个序列进行 H-P 滤波后，从分离出的趋势成分图和周期成分图可以看出， 这两个序列有着共同走势和共同波动趋势，根据消费需求理论确定能源消费的影响因 素，用计量经济学的协整检验研究这些因素与能源消费的协整关系，研究结果为进一 步建立北京市的能源消费量及其影响因素之间的模型提供数据支撑。 最后建立了北京市的能源消费与其影响因素（GDP、能源强度、城市化水平）之 间的向量自回归（VAR）模型，用 Johansen 协整检验方法研究了他们之间的长期均 衡关系，用方差分解方法得出各影响因素的变化对北京市的能源消费变化的贡献率， 绘制 IRF 脉冲响应函数能比较全面地反应 GDP、能源强度、城市化水平变量变化对能 源消费之间的动态影响，这些研究结果对北京市能源政策的制定，能源规划的部署有 着一定的指导意义。 关键词：能源消费 单位根检验 协整检验 VAR 模型 II II Abstract The Reform and opening up of China brought Beijing unprecedented opportunities for development, with an average annual economic growth rate of 16.7%. But behind the tremendous achievements, the average annual energy increase rate up to 4.26%, such a high energy growth rate makes Beijing heavily depended on external energy supply. Therefore, the study on the intrinsic link between energy consumption of Beijing and its influencing factors provide a scientific basis for the formulation of Beijings energy policy and long-term energy planning. This paper applied the cointegration and Granger causality theory to study the long-run equilibrium relationship between energy consumption and economic growth of Beijing in 1980-2010. The results indicated there was no long-term equilibrium and also the Granger causality relationship between them. After the H-P filtering analysis, the results showed that the cointegration relationship between Beijings energy consumption and economic growth is affected by the common fluctuations of them. We confirmed the factors that affected energy consumption in accordance with the theory of consumption demand, and studied the cointegration relationship between these factors and energy consumption. These systematical and qualitative analysis provide