能源消耗與經濟成長關聯性之探討－線性與非線性Granger因果關係檢定

南華大學機構典藏系統 > 管理學院 > 文化創意事業管理學系 > 博碩士論文-休閒產業碩士班(停招) > Item 987654321/22876

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题名:	能源消耗與經濟成長關聯性之探討－線性與非線性Granger因果關係檢定
其它题名:	GDP Growth and Energy Consumption Revisited--Evidence from Nonlinear Granger Causality Test
作者:	馬正文 Ma, Jeng-wen
貢獻者:	經濟學研究所邱魏頌正 Song-zan Chiouwei
关键词:	結構改變;能源中立性假說;非線性因果關係檢定 Structural breaks;Nonlinear Granger causality test;Neutrality hypothesis
日期:	2007
上传时间:	2015-08-07 13:11:33 (UTC+8)
摘要:	能源消耗與經濟成長一直是能源經濟中相當重要的議題，先前的實證上長期以來均以線性因果關係檢定為基礎進行探討，而可能忽略了結構改變所導致的非線性行為。本文除了利用線性因果關係檢定之外，也採用了Baek and Brock(1992)所提出之非線性因果關係檢定法，針對亞洲新興工業化國家包括台灣、南韓、新加坡、香港、印尼、馬來西亞、菲律賓、泰國及美國進行能源消耗與經濟成長間的因果關係檢定。而檢定的結果發現美國、泰國及韓國不論在線性及非線性因果檢定下，其能源消耗與經濟成長之間均不存在因果關係，符合能源「中立性假說(neutrality hypothesis)」；而菲律賓與新加坡則呈現出經濟成長會影響能源消耗的單向因果關係；此外，包括台灣、香港、馬來西亞、印尼四個國家的實証結果均顯示出能源消耗的變動對經濟成長會產生影響，因此在政策意涵上，能源保護政策的施行應搭配良好的政策配套措施，較不會對經濟發展產生影響。　　Energy consumption and economic growth are constantly considered imperative issues in energy economy. However, previous studies had explored the relationship between them based on a linear assumption but ignore the nonlinear behavior which changes as a result of structural break. In this study, we not only applies linear causality test but also the nonlinear Granger causality test approach, proposed by Baek and Brock (1992), to examine the causal relationship between energy consumption and economic growth in Asian newly industrialized countries, including Taiwan, South Korea, Singapore, Hong Kong, Indonesia, Malaysia, Philippines, Thailand and the United States. The results based on linear causality test and nonlinear causality test indicate the non-existence of causality between energy consumption and economic growth across the United States, Thailand, and Korea which coheres with the neutrality hypothesis of energy consumption. The results also reveal that unidirectional causality running from economic growth to energy consumption in the Philippines and Singapore. Furthermore, this study also shows that the change of energy consumption may affect the economic growth in Taiwan, Hong Kong, Malaysia and Indonesia. Those results indicate that energy conservation policies should be designed deliberately in a way that utilization of such policies doesn't have diminishing effects on economic development.
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