市场化、结构性产能过剩与环境污染——基于系统GMM与门槛效应的检验
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摘要
本文基于2003-2014年中国省级数据、行业数据以及2003-2009年的企业数据,分别从行业和企业两个维度,利用系统GMM、调节效应和门槛效应的方法构建面板回归模型对结构性产能过剩影响环境污染的机理进行实证研究,旨在以结构性产能过剩为视角廓清中国环境污染治理之殇,并以顶层设计为抓手明晰环境污染治理之道。研究发现,结构性产能过剩是影响我国环境污染的重要原因,这一影响对于固态污染和气态污染是显著的,而对于液态污染不显著;同时,结构性产能过剩作用于环境污染的路径存在显著的市场化程度的调节效应和门槛效应。在进一步考察异质性效应后发现,结构性产能过剩影响环境污染的机制存在着严重的区域差异性。本文为推进制度变革,优化存量产能和有效治理不同形态的环境污染提供了理论支持。
Based on China's provincial and industrial data from 2003 to 2014 and corporate data from 2003 to 2009, this paper attempts to construct a panel regression model from the perspectives of industry and corporate, using the methods, such as system GMM, moderation and threshold effects, to conduct an empirical study on the impacts of structural overcapacity on environmental pollution. It intends to clarify the martyrdom of China's environmental pollution control from the perspective of the structural overcapacity and clear up the way of harnessing the environmental pollution by grasping the top-level design. It is found that the structural overcapacity is one of the important reasons for environmental pollution in China. In terms of different types of pollutants, the structural overcapacity as to solid and gaseous pollution can have a significant impact on the corresponding solid and gaseous pollution, however, there is no significant effect of structural overcapacity as to liquid pollution on liquid pollution. At the same time, the path of structural overcapacity on environmental pollution has significant market-oriented moderation and threshold effects. Taking further stock of the heterogeneity effect, it is found that the mechanism of structural overcapacity on environmental pollution has significant regional differences. This paper provides a theoretical support for promoting institutional reform, optimizing stock capacity and efficiently harnessing various forms of environmental pollution.
Based on China's provincial and industrial data from 2003 to 2014 and corporate data from 2003 to 2009, this paper attempts to construct a panel regression model from the perspectives of industry and corporate, using the methods, such as system GMM, moderation and threshold effects, to conduct an empirical study on the impacts of structural overcapacity on environmental pollution. It intends to clarify the martyrdom of China's environmental pollution control from the perspective of the structural overcapacity and clear up the way of harnessing the environmental pollution by grasping the top-level design. It is found that the structural overcapacity is one of the important reasons for environmental pollution in China. In terms of different types of pollutants, the structural overcapacity as to solid and gaseous pollution can have a significant impact on the corresponding solid and gaseous pollution, however, there is no significant effect of structural overcapacity as to liquid pollution on liquid pollution. At the same time, the path of structural overcapacity on environmental pollution has significant market-oriented moderation and threshold effects. Taking further stock of the heterogeneity effect, it is found that the mechanism of structural overcapacity on environmental pollution has significant regional differences. This paper provides a theoretical support for promoting institutional reform, optimizing stock capacity and efficiently harnessing various forms of environmental pollution.
引文
[1]Grossman G,Krueger A. Environmental Impacts of the North American Free Trade Agreement[J].Social Science Electronic Publishing, 1991,8(2):223-250.
[2]Perman R,Stern D I. Evidence from Panel Unit Root and Cointegration Tests That the Environmental Kuznets Curve Does Not Exist[J].Australian Journal of Agricultural and Resource Economics, 2003, 47(3):325-347.
[3]王敏,黄滢.中国的环境污染与经济增长[J].经济学(季刊),2015(2):557-578.
[4]白俊红,吕晓红.FDI质量与中国环境污染的改善[J].国际贸易问题,2015(8):72-83.
[5]计志英,毛杰,赖小锋. FDI规模对我国环境污染的影响效应研究——基于30个省级面板数据模型的实证检验[J].世界经济研究,2015(3):56-64.
[6]刘飞宇,赵爱清.外商直接投资对城市环境污染的效应检验——基于我国285个城市面板数据的实证研究[J].国际贸易问题,2016(5):130-141.
[7]王洪庆.外商直接投资如何影响中国工业环境规制[J].中国软科学,2015(7):170-181.
[8]Zeng D Z,Zhao L. Pollution Havens and Industrial Agglomeration[J].Journal of Environmental Economics and Management, 2009, 58(2):141-153.
[9]张可,豆建民.集聚对环境污染的作用机制研究[J].中国人口科学,2013(5):105-116.
[10]豆建民,张可.空间依赖性、经济集聚与城市环境污染[J].经济管理,2015(10):12-21.
[11]张可,汪东芳.经济集聚与环境污染的交互影响与空间溢出[J].中国工业经济,2014(6):70-82.
[12]席鹏辉,梁若冰.油价变动对空气污染的影响:以机动车使用为传导途径[J].中国工业经济,2015(10):100-114.
[13]阚大学,吕连菊.要素市场扭曲加剧了环境污染吗——基于升级工业行业空间动态面板数据的分析[J].财贸经济,2016(5):146-159.
[14]刘晨跃,徐盈之.城镇化如何影响雾霾污染治理?——基于中介效应的实证研究[J].经济管理,2017(8):6-23.
[15]Oliva,Paulina. Environmental Regulations and Corruption: Automobile Emissions in Mexico City[J].Journal of Political Economy, 2015, 123(3):686-724.
[16]张华.环境规制提升了碳排放绩效么?——空间溢出视角下的解答[J].经济管理,2014(12):166-175.
[17]刘晨跃,徐盈之.环境规制如何影响雾霾污染治理?——基于中介效应的实证研究[J].中国地质大学学报(社会科学版),2017(6):41-53.
[18]陆远权,朱小会.政府规制、产能过剩与环境污染——基于我国省际面板数据的实证分析[J].软科学,2016(10):26-30.
[19]董敏杰,梁泳梅,张其仔.中国工业产能利用率:行业比较、地区差距及影响因素[J].经济研究,2015(1):84-98.
[20]杨光,孙浦阳.外资自由化能否缓解企业产能过剩?[J].数量经济技术经济研究,2017(6):3-19.
[21]Altig D,Christiano L,Eichenbaum M,et al. Firm-Specific Capital, Nominal Rigidities and the Business Cycle[J].Review of Economic Dynamics, 2011, 14(2):225-247.
[22]马丽梅,刘生龙,张晓.能源结构、交通模式与雾霾污染——基于空间计量模型的研究[J].财贸经济,2016(1):147-160.
[23]樊纲,王小鲁,朱恒鹏.中国市场化指数:各地区市场化相对进程2011年报告[M].北京:经济科学出版社,2011.
[24]王小鲁,樊纲,余静文.中国分省份市场化指数报告(2016)[M].北京:社会科学文献出版社,2017.
① 为节省表格空间,表2中的前三个解释变量(SOC1,SOC2,SOC3)、被解释变量的滞后项(E1t-1,E2t-1,E3t-1)以及表3和表5的交叉项(SOC1×Market,SOC2×Market,SOC3×Market)均是按照顺序放置在一个表格内,回归时也是按照顺序和被解释变量一一对应,其余表格依此类推。
(1)摘自常纪文博士在江西省共青城市召开的2016中国中部区域经济发展论坛上的主题演讲。
(2)由于篇幅限制,本文的完整模型不能进行全部展示,有兴趣的读者可以向作者索取。
(3)限于篇幅,文章没有报告面板单位根的检验结果,如有需要,可联系作者索取。
(4)为检验模型的多重共线性问题,本文已对面板模型的各个变量进行了方差膨胀因子检验,结果表明模型并不存在严重的多重共线性。
(5)限于篇幅,稳健性检验不在文中列出,如有需要,可联系作者索取。
(6)限于篇幅,本文只给出门槛回归的具体回归结果,对门槛模型显著性和门槛值置信区间的估计结果未予列出,如有需要,可向作者索取。
[2]Perman R,Stern D I. Evidence from Panel Unit Root and Cointegration Tests That the Environmental Kuznets Curve Does Not Exist[J].Australian Journal of Agricultural and Resource Economics, 2003, 47(3):325-347.
[3]王敏,黄滢.中国的环境污染与经济增长[J].经济学(季刊),2015(2):557-578.
[4]白俊红,吕晓红.FDI质量与中国环境污染的改善[J].国际贸易问题,2015(8):72-83.
[5]计志英,毛杰,赖小锋. FDI规模对我国环境污染的影响效应研究——基于30个省级面板数据模型的实证检验[J].世界经济研究,2015(3):56-64.
[6]刘飞宇,赵爱清.外商直接投资对城市环境污染的效应检验——基于我国285个城市面板数据的实证研究[J].国际贸易问题,2016(5):130-141.
[7]王洪庆.外商直接投资如何影响中国工业环境规制[J].中国软科学,2015(7):170-181.
[8]Zeng D Z,Zhao L. Pollution Havens and Industrial Agglomeration[J].Journal of Environmental Economics and Management, 2009, 58(2):141-153.
[9]张可,豆建民.集聚对环境污染的作用机制研究[J].中国人口科学,2013(5):105-116.
[10]豆建民,张可.空间依赖性、经济集聚与城市环境污染[J].经济管理,2015(10):12-21.
[11]张可,汪东芳.经济集聚与环境污染的交互影响与空间溢出[J].中国工业经济,2014(6):70-82.
[12]席鹏辉,梁若冰.油价变动对空气污染的影响:以机动车使用为传导途径[J].中国工业经济,2015(10):100-114.
[13]阚大学,吕连菊.要素市场扭曲加剧了环境污染吗——基于升级工业行业空间动态面板数据的分析[J].财贸经济,2016(5):146-159.
[14]刘晨跃,徐盈之.城镇化如何影响雾霾污染治理?——基于中介效应的实证研究[J].经济管理,2017(8):6-23.
[15]Oliva,Paulina. Environmental Regulations and Corruption: Automobile Emissions in Mexico City[J].Journal of Political Economy, 2015, 123(3):686-724.
[16]张华.环境规制提升了碳排放绩效么?——空间溢出视角下的解答[J].经济管理,2014(12):166-175.
[17]刘晨跃,徐盈之.环境规制如何影响雾霾污染治理?——基于中介效应的实证研究[J].中国地质大学学报(社会科学版),2017(6):41-53.
[18]陆远权,朱小会.政府规制、产能过剩与环境污染——基于我国省际面板数据的实证分析[J].软科学,2016(10):26-30.
[19]董敏杰,梁泳梅,张其仔.中国工业产能利用率:行业比较、地区差距及影响因素[J].经济研究,2015(1):84-98.
[20]杨光,孙浦阳.外资自由化能否缓解企业产能过剩?[J].数量经济技术经济研究,2017(6):3-19.
[21]Altig D,Christiano L,Eichenbaum M,et al. Firm-Specific Capital, Nominal Rigidities and the Business Cycle[J].Review of Economic Dynamics, 2011, 14(2):225-247.
[22]马丽梅,刘生龙,张晓.能源结构、交通模式与雾霾污染——基于空间计量模型的研究[J].财贸经济,2016(1):147-160.
[23]樊纲,王小鲁,朱恒鹏.中国市场化指数:各地区市场化相对进程2011年报告[M].北京:经济科学出版社,2011.
[24]王小鲁,樊纲,余静文.中国分省份市场化指数报告(2016)[M].北京:社会科学文献出版社,2017.
① 为节省表格空间,表2中的前三个解释变量(SOC1,SOC2,SOC3)、被解释变量的滞后项(E1t-1,E2t-1,E3t-1)以及表3和表5的交叉项(SOC1×Market,SOC2×Market,SOC3×Market)均是按照顺序放置在一个表格内,回归时也是按照顺序和被解释变量一一对应,其余表格依此类推。
(1)摘自常纪文博士在江西省共青城市召开的2016中国中部区域经济发展论坛上的主题演讲。
(2)由于篇幅限制,本文的完整模型不能进行全部展示,有兴趣的读者可以向作者索取。
(3)限于篇幅,文章没有报告面板单位根的检验结果,如有需要,可联系作者索取。
(4)为检验模型的多重共线性问题,本文已对面板模型的各个变量进行了方差膨胀因子检验,结果表明模型并不存在严重的多重共线性。
(5)限于篇幅,稳健性检验不在文中列出,如有需要,可联系作者索取。
(6)限于篇幅,本文只给出门槛回归的具体回归结果,对门槛模型显著性和门槛值置信区间的估计结果未予列出,如有需要,可向作者索取。