异质性能源消费与经济增长的非线性动态驱动机制

研究目标：测度改革开放近40年来，中国异质性能源消费与经济增长的非线性动态驱动机制。研究方法：基于煤炭、石油、天然气、电力消费以及GDP年度数据，运用马尔科夫区制转移因果(MSC) 模型开展实证研究。研究发现：经济增长能够促进煤炭、石油、天然气和电力等异质性能源消费的提高，其中，石油和天然气消费的增加能够推动经济增长。经济增长对煤炭和石油消费的驱动作用持续期较长，对天然气和电力消费的驱动作用持续期较短，四种能源消费对经济增长驱动作用的时间长度大致相同。近年来，石油消费能够表现出对经济增长的非线性动态驱动作用，经济增长能够对石油和煤炭消费发挥非线性动态驱动作用。在金融危机时期，难以表现出经济增长对能源消费的单向时变因果影响，其中，煤炭、石油和天然气消费无法表现出对经济增长的单向时变因果影响，而电力消费对经济增长存在单向时变因果影响。研究创新：基于MSC模型，判断不同时段内异质性能源消费与经济增长的时变因果关系，进而揭示两者之间的非线性动态驱动机制。研究价值：为中国完成能源产业结构转型以及构建新时代能源产业体系提供经验证据。

The Nonlinear Dynamic Drive Mechanism between Heterogeneous Energy Consumption and Economic Growth

Research Objectives:Measuring the non-linear dynamic driving mechanism of heterogeneous energy consumption and economic growth in China in the past four decades. Research Methods:Based on the coal,oil,gas,electricity consumption and GDP annual data,the Markov regime switching causal model(MSC) is used to carry out empirical research. Research Findings:Economic growth can increase the consumption of coal,oil,natural gas and electricity and other heterogeneous energy sources.Among them,the growth of oil and gas consumption will promote economic growth.Economic growth has a longer duration on coal and oil energy consumption,the duration of economic growth on gas and electricity energy consumption is shorter,and the duration of four energy consumption on economic growth is roughly the same.In recent years,only the oil energy consumption can show the non-linear dynamic driving effect on economic growth.Economic growth can play a nonlinear and dynamic role in oil and coal consumption.In the financial crisis,it is difficult to show the effect of economic growth on the unidirectional time-varying causality of energy consumption,in which coal,oil and gas cannot show the unidirectional time-varying causal effect on economic growth,while the electricity consumption has a unidirectional time-varying causal relationship to economic growth. Research Innovations:Based on the MSC model,the time-varying causality relationship between the heterogeneous energy consumption and economic growth in different periods is determined by measuring the switching probability,and then the nonlinear dynamic driving mechanism is revealed. Research Value:It will provide empirical evidence for China to complete the transformation of energy industry structure and build a new era energy industry system