采用BA I与PERRON的结构断点检验,对我国1952~2006年间,GDP增长与煤炭消耗时间序列进行了研究,发现各时间序列均为围绕着多个结构断点的分段趋势平稳过程。对去势之后的两指标数据构建VAR模型并进行因果检验。结果表明,只存在着从煤炭消耗到经济增长之间的单向因果关系。这一结论对于未来制订我国的环保与能源发展政策将具有重要的启示意义。
The relation between coal consumption and the economic growth during 1952 2006 in China was tested by Bai and Perron's multiple structural breaks approach. Results show that the two series are segment-trend-stationary process around two or three structural breaks. After detrending, The VAR results indicate that in the sample period there is only one-way causality between the coal consumption and GDP. The conclusion is useful to formulate the energy policies as well as causality among the other economic series.