本研究以全球前三大經濟體(美國、中國與日本)為研究對象，探討其國內生產總值(Gross Domestic Product, GDP)、二氧化碳排放量(CO2 emissions)、能源消耗量、人均國民所得毛額(Gross National Income, GNI)與出口貿易量之因果關係，並將能源消耗之主產業細分為工業部門、運輸部門、住宅部門、商業與公共服務部門與農林業部門，探討其與二氧化碳排放量、出口貿易間是否具因果關係存在。本研究採用時間序列分析法，依序對變數做單根檢定(Unit Root Test)、共整合檢定(Co-integration)及誤差修正模型(Vector Error Correction Model, VECM)，分析變數間之因果關係。

實證分析之結果依研究國家分述如下。美國：1.經濟成長對能源消耗量、出口貿易量有單向因果關係。2.人均國民所得對出口貿易量有單向因果關係。3.二氧化碳排放量及運輸部門能源消耗量對住宅部門能源消耗量有單向因果關係。4.出口貿易量對二氧化碳排放量、工業部門及運輸部門能源消耗量有單向因果關係。5.工業部門能源消耗量對二氧化碳排放量、農林業部門能源消耗量有單向因果關係。中國：1.出口貿易對工業部門、住宅部門能源消耗量有單向因果關係。2.運輸部門能源消耗量對住宅部門、商業與公共服務部門之能源消耗量有單向因果關係。3.商業與公共服務部門能源消耗量對住宅部門能源消耗量有單向因果關係。4.工業部門能源消耗量對與運輸部門能源消耗量有雙向因果關係。日本：1.二氧化碳排放量、能源消耗量對人均國民所得有單向因果關係。2.出口貿易量對國內生產總值及人均國民所得有單向因果關係。3.工業部門能源消耗量對二氧化碳排放量、出口貿易量有單向因果關係4.商業與公共服務部門及農林業部門能源消耗對二氧化碳排放量有單向因果關係。5.工業部門能源消耗量與運輸部門能源消耗量有雙向因果關係。6.國內生產總值與人均國民所得有雙向因果關係。

根據迴歸分析結果，美國之經濟成長與二氧化碳排放量及出口貿易量與二氧化碳排放量之因果關係最為顯著，且二氧化碳排放量有逐年降低之趨勢；中國方面則為運輸部門能源消耗量與二氧化碳排放量之因果關係相關性最高，運輸部門能源消耗量將逐年攀升；日本為人均國民所得毛額與二氧化碳排放量及工業部門能源消耗量與二氧化碳排放量之迴歸分析結果較顯著，並預估未來二氧化碳排放量將逐年降低、工業部門能源消耗量亦逐年減少。

This study examines the causal relationships among economic growth, CO2 emissions, energy consumption, Gross National Income per capita, and exports of goods and services for the United States, China and Japan. It also divides the energy consumption based on the industrial sector, transportation sector, residential sector, commercial and public service sector and agricultural sector to find out their causal relationships with CO2 emissions and exports of goods and services. Annual data for the period of 1980 to 2012 is used, and this is analyzed using the Unit Root Test in the Augmented Dickey–Fuller (ADF) test and Phillips–Perron (PP) test, a co-integration model and a Vector Error Correction Model (VECM).

The empirical results for the United States from the VECM and Granger causality tests show unidirectional causality running from: (1) GDP to energy consumption and exports of goods and services; (2) GNI to exports of goods and services; (4) exports of goods and services to CO2 emissions and energy consumption in the industrial sector and transportation sector; (5) energy consumption in the transportation sector to energy consumption in the residential sector, (6) energy consumption in the industrial sector to CO2 emissions and energy consumption in the agricultural sector. In China, unidirectional causality runs from: (1) exports of goods and services to energy consumption in the industrial sector and residential sector; (2) energy consumption in the transportation sector to energy consumption in the residential sector and commercial and public service sector; (3) energy consumption in the commercial and public service sector to energy consumption in the residential sector. Also, there exists bidirectional causality between energy consumption in the industrial sector and energy consumption in the transportation sector. In Japan, unidirectional causality runs from: (1) CO2 emissions to GNI; (2) energy consumption to GNI; (3) exports of goods and services to GDP and GNI; (4) energy consumption in the industrial sector to CO2 emissions and exports of goods and services; (5) energy consumption in the commercial and public service sector to CO2 emissions; (6) energy consumption in the agricultural sector to CO2 emissions. Furthermore, there is a bidirectional relationship between (1) energy consumption in the industrial sector and transportation sector; (2) GDP to GNI.

This study concludes that economic growth in the United States induces a higher level of CO2 emissions and exports of goods and services than the other countries. Therefore, the United States needs some comprehensive energy policies and strategies of carbon reduction. In China, there is a highly causal relationship between the energy consumption of the transportation sector and CO2 emissions. The government should thus work to construct a public transportation system. In Japan, the CO2 emissions are determined by the value of the GNI index and energy consumption in the industrial sector. In order to reduce CO2 emissions, this study thus recommends enforcing existing regulations, as well as introducing new owns, if needed.

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