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中文摘要：
运用协整理论，研究了1953--2006年中国能源消费与实际GDP之间的关系。结果表明：中国能源消费和实际GDP之间存在协整关系。建立了能源消费与实际GDP之间的误差修正模型，并通过基于误差修正模型的格兰杰因果关系检验分析了中国能源消费和实际GDP之间的因果关系。结果表明：存在能源消费到实际GDP的短期格兰杰因果关系，存在实际GDP到能源消费的长期格兰杰因果关系。采用HP滤波技术分离出能源消费和实际GDP的趋势成分和周期成分，对能源消费和实际GDP的趋势成分、周期成分之间的关系进行分析。结果表明，能源消费和实际GDP的趋势成分之间存在共同趋势，能源消费和实际GDP的波动成分具有相同的波动特征。最后得出结论：中国能源消费与实际GDP之间的协整关系与经济增长和能源消费的共同波动有关。
英文摘要：
Based on the co-integration theory, the relationship between energy consumption and real GDP in China is researched during 1953- 2003. The estimation results show that there exists the cointegration relationship between energy consumption and real GDP. Then the error correction model on energy consumption and real GDP is established. Based on the ECM,the Granger causality relationship between energy con- sumption and real GDP is tested. The estimation results show that there is Granger causality running from energy consumption to real GDP in a short-term,and there is Granger causality running from real GDP to energy consumption in a long-term. The Hodriek-Preseott （HP）filter is applied to decompose the trend components and the cyclical components from the series of energy consumption and real GDP. It is evident that the same trend exists in the trend components of energy consumption and real GDP,and the cyclical components of these two series are of the same cyclical characteristics. Finally,the analysis result implies that the cointegration relationship between energy consumption and real GDP is related to the cyelieal co-movement of economic growth and energy consumption.
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