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研究生: 周梅菁
Chou, Mei Ching
論文名稱: 二氧化碳排放量、能源消費與經濟成長之因果關係-以東亞國家為例
Causality Analysis of Carbon Dioxide Emission, Energy Consumption and Economic Growth in Eastern Asia
指導教授: 張瀞之
Chang, Ching-Chih
學位類別: 碩士
Master
系所名稱: 管理學院 - 交通管理科學系
Department of Transportation and Communication Management Science
論文出版年: 2011
畢業學年度: 99
語文別: 中文
論文頁數: 56
中文關鍵詞: 因果關係經濟成長向量自我迴歸模型向量誤差修正模型
外文關鍵詞: Causality Relationship, Economic Growth, Vector Autoregression Model, Vector Error Correction Model
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  • 本研究利用向量自我迴歸模型(vector autoregression, VAR)、向量誤差修正模型(vector error correction model, VECM)、因果關係檢定及衝擊反應函數與預測殘差變異數分解來探討台灣、南韓、日本及中國這四個東亞國家在1980年至2007年期間,經濟成長與其 排放量及產業部門的能源消費間之因果關係,以提供未來在面臨國內經濟發展與國際間 減量對策之參考。實證發現,台灣、日本及南韓的經濟成長與各變數間具有長期均衡關係;台灣經濟成長與該國產業部門的能源消費及 排放量間短期間無顯著之因果關係;而日本僅存在經濟成長影響住宅與商業部門的能源消費之單向因果關係;至於南韓,其當期的經濟成長與 排放量之間是呈現 排放量影響經濟成長之單向因果關係,而與住宅與商業部門的能源消費則是呈現雙向因果關係。另外VAR模型檢定結果顯示,中國之農業部門的能源消費會影響該國之經濟成長,但其解釋力小於1。因此,經由本實證發現,台灣、日本及中國在短期所採取之節約能源政策或是其他能源相關策略對其經濟成長不會造成立即影響。

    This study examines the relationships among economic growth, energy consumption by different industrial sectors and carbon dioxide emissions for four East Asian countries, namely Taiwan, Japan, South Korea, and China, during 1980–2007, using a vector autoregression model, vector error correction model, Granger causality test, impulse response function and forecast error variance decomposition. The results show there is a long-run causal relationship between economic growth and other variables in Taiwan, Japan and South Korea. However, in Taiwan, there is no short-run causal relationship among economic growth, the energy consumption of different industrial sectors, and carbon dioxide emissions; while in Japan, there is only unidirectional causality from economic growth to the residential and commercial sectors’ energy consumption. In addition, in South Korea there also exists unidirectional causality from carbon dioxide emissions to economic growth and bidirectional causality from the residential and commercial sectors' energy consumption to economic growth. Moreover, a vector autoregression model indicates that the explanatory power of the Granger causality between the agricultural sector's energy consumption and economic growth is less than 1. Consequently, this paper considers that in Taiwan, Japan, and China, an energy conservation policy might not immediately affect economic growth.

    目 錄 目 錄…………………………………………………………………...…….…… I 表目錄……………………………………………………….………………..…... III 圖目錄……………………………………………………………….…….……... IV 第一章 緒論……………………………………………………...…………… 1 第一節 研究背景……………………………………….………………. 1 第二節 研究動機………………………………………………….….. 4 第三節 研究目的……………………………………………………... 6 第四節 研究流程………………………………………………….….. 6 第二章 文獻回顧………………………………………………………...…..… 8 第一節 二氧化碳、能源消費與經濟成長相關議題之文獻回顧……… 8 第二節 研究方法之文獻回顧…………………………………………13 第三章 研究方法…………………………………………...……....……….... 17 第一節 資料來源及研究期間…………………………………….… 17 第二節 單根檢定………………………………………………….… 19 第三節 共整合檢定……………………………………………….… 23 第四節 向量自我迴歸模型與向量誤差修正模型…………………… 27 第五節 Granger因果關係檢定………………………………………... 29 第六節 衝擊反應函數及預測誤差變異數分解……………………… 30 第七節 小結……………………………………………………….… 33 第四章 實證分析................................................................................................. 34 第一節 各國經濟成長、最終能源消費及 排放量之趨勢分析….…. 34 壹、 台灣最終能源消費之結構…………………………….......…. 37 貳、 日本最終能源消費之結構…………………………….…….. 38 參、 中國最終能源消費之結構………………………………….. 39 肆、 南韓最終能源消費之結構…………………………………… 40 第二節 單根檢定………………………………………………...….. 40 第三節 共整合檢定……………………………………………….… 42 第四節 VECM模型與VAR模型檢定………………………………. 43 第五節 衝擊反應函數及預測殘差變異數分解……………………… 46 第五章 結論………………………………………………………….......…….. 49 參考文獻………………………………………………………………………….. 51 壹、 英文文獻…………………………………………………………… 51 貳、 中文文獻………………………………………………………….... 52   表目錄 表2-1 相關研究文獻之整理…………………...………………………..………. 12 表2-2 研究方法之文獻整理………………………………………………..….... 15 表3-1 資料來源與期間…………………………………………………….….… 16 表4-1 各國PP單根檢定之結果………………………….………...…………… 41 表4-2 Johansen共整合檢定之結果…..………………………….…..………… 42 表4-3 最適落後期數之結果.................................................................................. 43 表4-4 南韓VECM模型檢定結果…………………...……………………..…... 44 表4-5 日本VECM模型檢定結果…………...……………………………......… 44 表4-6 台灣VECM模型檢定結果……………………………...……………….. 45 表4-7 中國VAR模型檢定結果…………………………………..……………... 46 表4-8 中國之因果關係檢定結果…………………………………...…….…….. 46 表4-9 中國經濟成長的預測誤差變異數分解之結果……………….…………. 48   圖目錄 圖1-1 研究架構流程圖…………………………………………..…….…...…….. 7 圖3-1 變數單根檢定之向量自我迴歸模型選擇………………..…….…….….. 17 圖4-1 台灣、日本、南韓及中國歷年經濟成長之趨勢圖……………….………. 35 圖4-2 台灣、日本、南韓及中國歷年最終能源消費之趨勢圖….…….………… 36 圖4-3 台灣、日本、南韓及中國歷年 排放量之趨勢圖…………………….. 37 圖4-4 台灣各部門之最終能源消費量圖……………………………...………... 38 圖4-5 日本各部門之最終能源消費量…………………………..….………..…. 39 圖4-6 中國各部門之最終能源消費量…………………………..……….……... 39 圖4-7 南韓各部門之最終能源消費量…………………………..……….……... 40 圖4-8 中國農業部門能源消費動態反應之結果…………...……………..….… 47 圖4-9 中國經濟成長動態反應之結果…………………………………...…..…. 47

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