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基于状态空间模型的中国能源消费和经济增长动态关系研究
张优智
(西安石油大学 经济管理学院,陕西 西安 710065)
摘要:
运用状态空间模型的Kalman滤波法对1978—2011年中国能源消费与经济增长的关系进行实证分析发现:能源消费对经济增长的弹性系数呈现出明显的阶段性特征。进一步的研究还发现:若劳动力与资本要素投入水平不变,能源消费的经济增长偏弹性系数为1.189,高于资本产出弹性系数0.470和劳动产出弹性系数0.446。要素的产出弹性系数之和大于1,表明规模报酬为递增。
关键词:  协整检验  状态空间模型  能源消费  经济增长
DOI:
分类号:F206; F224
基金项目:陕西省教育厅人文社科专项项目(2013JK0106)
Analysis of Dynamic Relationship of Energy Consumption and Economic Growth Based on State Space Model
ZHANG Youzhi
(School of Economics and Management, Xi 'an Shiyou University, Xi 'an, Shaanxi 710065, China)
Abstract:
This paper analyzes the relationship of energy consumption and economic growth based on state space model in the period from 1978 to 2011. The result shows there are apparent stage characteristics based on co-integration and state space model. Further, this paper also finds that if labor and capital inputs keep constant level, partial elasticity coefficient of energy consumption is 1.189, higher than the capital-output elasticity (0.470)and labor output elasticity of (0.446). The elements output elasticity is greater than 1, indicating the returns to scale increments.
Key words:  co-integration  state space model  energy consumption  economic growth