经济增长与能源消费内在依从关系的实证研究

3:,,STR,,:(1),LSTR2(2)GDP,GDP;GDP18104%,,019592;GDP18104%,GDP,,(3)19561976,;19772005,:STRGranger3,,,:116025,:[e-mail];,2004(:70473012)2005:GDP(:05jjd910153),([2006]124),,,,20031515%2005,2016,2212,2004915%,217%,2007228,2006,209407,1017%,2211,2005713%;28344,1314%;2318,810%;1184,117%,2416,913%,2317,916%;312,711%2006GDP1121,GDP,1123%,4%,GDPGDP515%,,15%,,30%,54%,(COD)1431,112%;(SO2)25941320078©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(1978)19471974,GNP,,AkarcaLong(1980):,KraftKraft(1978),,YuHwang(1984)19471979,GNPYuJin(1992)EngleGranger(1987)E-G,19741990,Stern(1993)4(GDP)(VAR),19471990,:GDPGranger,,GDPGranger,Stern(2000)(Stern,1993),:GDP,GDP,Masihet(1997),,:;GNP;GDP;GDPJohn(2000),,:GDP;GDP,Masihet(1997),HwangGum(1992)Masihet(1997)GDP;ChengLai(1997)GrangerHsiao,1955199323:©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(2000)19541997,GDP(),GDP,GDPGDP:(1998)CobbDouglas,VAR,;(2003a,2003b),:GDP,;(2004)E2GGranger,19782000GDP,GDP;(2004)E2G19542003,GDP,,GrangerGDP:;,,,,,,,,,,,E2GEngleGranger(1987),,;,MonteCarlo,E2G(power),,Granger,(,2004),(2004),GDP,,,,,(2004)19542003,,,,,,,STR,,,,,,,,,STR,,(2005a,2005b,2006)STR;,STR,LSTR23320078©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(2005a,2005b)STR:yt=xt+(xt)G(,c,st)+ut,t=1,L,T(1),yt,xt,ytkm,:xt=(1,x1t,L,xpt)=(1,yt-1,L,yt-k;z1t,L,zmt),p=k+m=(0,1,L,p)=(0,1,L,m),{ut},G(,c,st)[0,1],,,,;st(,),,xt,STRGrangerTer¾svirta(1993),G(,c,st),STR,LSTRESTRG(,c,st):G(,c,st)=[1+exp(-(st-c))]-1,0(2)STRLSTR,,LogisticSTR,G(,c,st)st,001,c,(2)LogisticSTRLSTR1STRG(,c,st):G(,c,st)=1-exp(-(st-c)2),0(3)STRESTR,,Exponential()STRcLSTR,STR,c,Gc,G(,c,st),,GrangerTer¾svirta(1993):G(,c,st)={1+exp[-(st-c1)(st-c2)]}-1,0,c1c2(4)LogisticSTRLSTR1STR,G(c1+c2)P2,LSTR1STRc,st,G(,c,st)1;c1stc2,,G(,c,st)0,,G(,c,st)1,,(4)LogisticSTRLSTR2STR,GDP(1990)(),gdpeny,1953200553,,GDP,lgdpleny12,dlgdp43:©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(),Dickey2Fuller(ADF)Phillips2Person(PP)(Phillips,Perron,1988),lgdpleny12,lgdpleny,ADFPP,1121ADFDWAICSC(c,t,k)lgdp-11848178-315023732118022-21461472-2127027(c,t,2)lgdp-61343641-411567343331197923-21540284-21347241(c,t,2)leny-114928-2191995211897447-1135966-11246023(c,0,1)leny-41076242-31568308332106402-11302851-1118813(c,t,1)lgdp-11338498-3149869211257669-21296523-21183951(c,t,0)lgdp-6195202-4114846533311744476-21345191-21231554(c,t,0)leny-31017805-3149869211150789-11326534-11213962(c,t,0)leny-41100459-315004953311902173-11321567-1120793(c,t,0):(1)333335%1%;(2)c;t;k()lenylgdp,I(1),,dlenydlgdp,2,5%dlenydlgdp,dlgdp5320078©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(E2G),()LSTRSTR,,(AR),dleny13,dlgdp02,,,AICSC,,33dleny(1,0)(1,1)(1,2)(2,0)(2,1)(2,2)(3,0)(3,1)(3,2)c-010498010035-010365010131-010560010009-01081801000-010610010006-010614010006-010904010003-010374010374-010389011313dleny(21)014423010000017850010000017697010000013024010008016277010000016735010000013020010000016995010000017303010000dleny(22)013351010008012366010100011664012717013200010019012328010121011785012530dleny(23)010673015314-011392012131-011322012459dlgdp111933010000115222010000116182010000114363010000116341010000116444010000114965010000115247010000115358010000dlgdp(21)-018445010001-019739010000-016934010009-018021010050-018407010007-019148010029dlgdp(22)013079010214011288015629010988016664AIC-212286-215302-216073-214146-216205-215882-213646-215923-215559SC-211150-213787-214179-212616-214293-213587-211716-213606-212857DW117720212705210971111940117882118723111964119420210024:(1),,,p2;(2),dleny,dlgdp3,dleny3,dlgdp1,DW,,,AICSC,,SSR0,63:©1994-2009ChinaAcademicJournalElectronicPublishingHouse.Allrightsreserved.(t21)116850E201910514E201110904E201811125E202Lineardleny(t22)216348E205110394E204415301E201511007E203LSTR1dlgdp(t)3918411E209117596E203312343E207611704E202LSTR2dlgdp(t21)110305E202415127E202113170E202418759E201LSTR2TREND319301E203119821E201714509E202316627E203LSTR1:FGrangerTer¾svirta(1993);F4F3F2H04H03H02;4,dleny(t-1),dleny(t-2)dlgdp(t)dlgdp(t-1)TREND,dlgdp(t),,F3F4F2,dlgdp(t),LSTR2,ESTR:G(,c,st)={1+exp[-(st-c1)(st-c2)]}-1,0,c1c2,,c1,c2[-013188,011931],[015,10],60,3600,c,,SSR,Newton2Raphson,,,,55,LSTR:dleny=016704dleny(-1)+019592dlgdp-01709dlgdp(-1)+G(,c,dlgdp)3(010846+012683dleny(-1)+113033dlgdp),G(,c,dlgdp)={1+exp[-2010098(dlgdp+010027)(dlgdp-011804)]}-1:ARCH2LM=917834(p2:012806)J2B=110934(p2:015789)FLM=016208(p2:014355),LSTRARCH2LM,,…R2LSTR,,66,LSTR…R2,,SSRAICSC,LSTR5,LSTR,dlgdpdlgdp(21),,dlgdp,dlgdp(21),,dlgdp,,,7320078©1994-2009ChinaAcad