中国经济增长与碳排放之间的关系研究——基于非参数bootstrap方法构建的VEC模型
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摘要
本文基于结构突变的VEC模型,以政府2000年颁布的大气环境治理政策作为外生变量,分析了1982-2013年间我国碳排量与经济增长之间的关系,并通过非参数bootstrap方法对参数的置信区间重新构建。通过蒙特卡洛试验发现,基于传统渐进分布的Granger检验其结果会出现较为明显的统计功效的扭曲,反衬出使用bootstrap方法修正的必要性。结果显示:从长期看,我国碳排量与经济增长、政府投资、能源消耗及FDI存在着协整关系;碳排量是GDP增长的Granger原因,能源消耗与碳排量互为因果;而大气治理政策并不会对经济增长或碳排量产生影响。最后基于实证结果对我国低碳发展提出一些建议。
This article aims to analyze the causal link between carbon emission and GDP of China from 1982 to 2013 by VEC model using bootstrap methodology. The Monte Carlo simulation shows that there is a huge size of distortion problem in the asymptotic Granger test and proves that the nonparametric bootstrap method may be more appropriate. Given the empirical results, there is a long-run relationship among the carbon emission, GDP, FDI and other variables. The study also proves that there is a unidirectional causality link between GDP and carbon emission. Moreover, the policy of atmospheric environment management seems no effect towards the economy and the amount of carbon emission.Therefore, the policy maker should evaluate the whole effect to make the final choice of low-carbon development.
This article aims to analyze the causal link between carbon emission and GDP of China from 1982 to 2013 by VEC model using bootstrap methodology. The Monte Carlo simulation shows that there is a huge size of distortion problem in the asymptotic Granger test and proves that the nonparametric bootstrap method may be more appropriate. Given the empirical results, there is a long-run relationship among the carbon emission, GDP, FDI and other variables. The study also proves that there is a unidirectional causality link between GDP and carbon emission. Moreover, the policy of atmospheric environment management seems no effect towards the economy and the amount of carbon emission.Therefore, the policy maker should evaluate the whole effect to make the final choice of low-carbon development.
引文
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[19] Eric Zivot, Donald W, Andrews K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis[J]. Journal of Business&Economic Statistics, 1992,(10):251-270.
[20] Narayan, Prasad. Examining the behavior of visitor arrivals to Australia from twenty different countries[J]. Financial Econometics Series, 2008,(12):108-122.
[21] Ralf Brüggemann, Helmut Lütkepohl. Uncovered interest rate parity and the expectations hypothesis of the term structure[J]. Journal of economics, 2005,(10):764-785.
[22] Andrews D W K, Buchinsky M. A three-step method for choosing the number of bootstrap repetitions[J]. Econometrica, 2000,(68):23-52.
[23] Peter Hall. On bootstrap confidence intervals in nonparametric regression[J]. Ann. Statistic, 1992,(20):695-711.
[24]陈灯塔.应用计量经济学-Eviews高级讲义[M].北京:北京大学出版社,2012:748-751.
[25] Box George, Jenkins Gwilym. Time Series Analysis:Forecasting and Control[M]. San Francisco Press, 1970.
[2] Hill R J, Magnani E. An exploration of the conceptual and empirical basis of the environmental Kuznets curve[J]. Australian Economic Papers, 2002, 41:239-254.
[3] Soytas U, Sari R, Ewing B T. Energy consumption, income, and carbon emissions in the United States[J]. Ecological Economics, 2007, 62:482-489.
[4] Dinda S, Coondoo D. Income and emission:A panel-data based co-integration analysis[J]. Ecological Economics, 2006,(57):167-181.
[5] Jaunky V C. The CO_2 emissions-income nexus:Evidence from rich countries[J]. Energy Policy,2011, 39:1228-1240.
[6] Hossain M S. Panel estimation for C02 emissions, energy consumption, economic growth, trade openness and urbanization of newly industrialized countries[J]. Energy Policy, 2011, 39:6991-6999.
[7] Zhang Xing-Ping, Cheng Xiao-Mei. Energy consumption, carbon emissions, and economic growth in China[J]. Ecological Economics, 2009,(68):2706-2712.
[8]马宏伟,刘思峰,赵月霞等.基于STIRPAT模型的我国人均二氧化碳排放影响因素分析[J].数理统计与管理,2015, 34(3):243-253.
[9]林伯强,刘希颖.中国城市化阶段的碳排放:影响因素和减排策略[J].经济研究,2010,(8):66-78.
[10]李锴、齐绍洲.贸易开放、经济长与中国二氧化碳排放[J].经济研究,2011,(11):60-72.
[11] Anders Rygh Swensen. A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables[J]. Journal of Econometrics, 2011,(165):152-162.
[12] Presley K, Wesseh Jr, Babette Zoumara. Causal independence between energy consumption and economic growth in Liberia:Evidence from a non-parametric bootstrapped causality test[J]. Energy Policy, 2012,(50):518-527.
[13] Chu H P, Chang T. Nuclear energy consumption, oil consumption and economic growth in G-6countries, bootstrap panel causality test[J]. Energy Policy, 2012,(48):762-769.
[14]雷欣,陈继勇.FDI、出口与区域经济增长[J],经济管理,2012, 34(6):10-20.
[15]刘再起,徐艳飞.对外贸易、市场整合与地区经济增长[J].世界经济研究,2013,(3):22-29.
[16] Dietz T, Rosa E A. Effects of population and affluence on CO_2 emissions[J]. Proceedings of the National Academy of Sciences, 1997, 94(1):175-179.
[17] List J A, Co C Y. The effects of environmental regulations on foreign direct investment[J]. Journal of Environmental Economics and Management, 2000, 40:1-20.
[18] Lee C C. The causality relationship between energy consumption and GDP in G-11 countries revisited[J]. Energy Policy, 2006, 34:1086-1093.
[19] Eric Zivot, Donald W, Andrews K. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis[J]. Journal of Business&Economic Statistics, 1992,(10):251-270.
[20] Narayan, Prasad. Examining the behavior of visitor arrivals to Australia from twenty different countries[J]. Financial Econometics Series, 2008,(12):108-122.
[21] Ralf Brüggemann, Helmut Lütkepohl. Uncovered interest rate parity and the expectations hypothesis of the term structure[J]. Journal of economics, 2005,(10):764-785.
[22] Andrews D W K, Buchinsky M. A three-step method for choosing the number of bootstrap repetitions[J]. Econometrica, 2000,(68):23-52.
[23] Peter Hall. On bootstrap confidence intervals in nonparametric regression[J]. Ann. Statistic, 1992,(20):695-711.
[24]陈灯塔.应用计量经济学-Eviews高级讲义[M].北京:北京大学出版社,2012:748-751.
[25] Box George, Jenkins Gwilym. Time Series Analysis:Forecasting and Control[M]. San Francisco Press, 1970.