Аналіз причинно-наслідкового зв’язку енергоспоживання та економічного зростання на основі теореми Граджера

Автори:
Сеп Текла Себастьян
Сторінки:
244 - 258
Мова оригіналу:
Англійська
Цитувати як:


Анотація

Після першої нафтової кризи країнам світу довелося зіткнутися зі спадом, викликаним високими цінами на нафту. Роль споживання енергії стала одним з основних елементів економіки. Багато досліджень присвячені зв’язку між споживанням енергії, економічним зростанням та ефективністю використання енергії. У цій статті автор має за мету проаналізувати причинність цього зв’язку.


Ключові слова
економіка енергетики, економетрія, причинно-наслідковий зв’язок Гранджера, споживання енергії, економічне зростання


Посилання
  1. Adkins, L.C. (2010). Using gretl for Principles of Econometrics. 3rd Edition Version 1.313. Retrieved from http://www.learneconometrics.com/gretl/ebook.pdf [in English]. 
  2. Adkins, L.C. (2011). Using gretl for Principles of Econometrics. 4th Edition Version 1.0. Retrieved from http://www.learneconometrics.com/gretl/using_gretl_for_POE4.pdf [in English]. 
  3. Aqeel, A., Butt, M.S. (2001). The relationship between energy consumption and economic growth in Pakistan. Asia-Pacific Development Journal, Vol. 8, 2, 101-110 [in English].
  4. Bauer, T. (1981). Planned economy, investments, cycles (in Hungarian: Tervgazdaság, beruházás, ciklusok). Budapest: Közgazdasági és Jogi Publisher [in English].
  5. Beaudreau, B.C. (2010). On the methodology of energy-GDP Granger causality tests. Energy, 35, 3535-3539 [in English].
  6. Belke, A., Dreger, C., & Haan, F. (2010). Energy consumption and economic growth: New insights into the cointegration relationship. Berlin. Retrieved from http://www.diw.de/ documents/publikationen/73/diw_01.c.357400.de/dp1017.pdf [in English].
  7. Benthem, A., Romani, M. (2009). Fuelling Growth: What Drives Energy Demand in Developing Countries? The Energy Journal, 91-112 [in English]. 
  8. Carter, A.P. (1974). Energy, environment and economic growth. SZIGMA, Vol. 7, 4, 207-220 [in English].
  9. Cheng-Lang, Y., Lin, H., & Chang, C. (2010). Linear and nonlinear causality between sectoral electricity consumption and economic growth: Evidence from Taiwan. Energy Policy, 38, 6570-6573 [in English].
  10. Chang, C., & Carballo, C.F.S. (2011). Energy conservation and sustainable economc growth: The case of Latin America and the Caribbean. Energy Policy, 39, 4215-4221 [in English].
  11. Chary, S.R., & Bohara, A.K. (2010). Energy consumption in Bangladesh, India and Pakistan – a cointegration analysis. The Journal of Developing areas, 41-50. Retrieved from http://www.bupedu.com/lms/admin/uploded_article/A.71.pdf [in English]. 
  12. Chen, S., Jefferson, G.H., & Zhang, J. (2011). Structural change, productivity growth and industrial transformation in China. China Economic Review, 22, 133-150 [in English].
  13. Cheng-Lang, Y., Lin, H., & Chang, C. (2010). Linear and nonlinear causality between sectoral electricity consumption and economic growth: Evidence from Taiwan. Energy Policy, 38, 6570-6573 [in English].
  14. Chiou-Wei, S.Z., Chen, C., & Zhu, Z. (2008). Economic growth and energy consumption revisited – Evidence from linear and nonlinear Granger causality. Energy Economics, 30, 3063-3076 [in English].
  15. Chontanawat, J., Hunt, L.C., & Pierse, R. (2008). Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries. Journal of Policy Modeling, 30, 209-220 [in English].
  16. Constantini, V., & Martini, C. (2010). The causality between energy consumption and economic growth: A multi-sectoral analysis using non-stationary cointegrated panel data. Energy Economics, Vol. 32, Issue 3, 591-603 [in English].
  17. Cottrell, A., & Lucchetti, R. (2011). Gretl User’s Guide. Retrieved from http://gretl.sourceforge.net/ [in English].
  18. Csaba, L. (2007). Transition or spontaneous order (Átmenet vagy spontán rend(etlenség)? Közgazdasági Szemle, LIV. Vol., 757-773 [in Hungarian].
  19. Dickey, D.A., & Fuller, W.A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, Vol. 74, Issue 366, 427-431 [in English].
  20. Dickey, D.A., & Fuller, W.A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, Vol. 49, 4, 1057-1072 [in English].
  21. Elek, L. (2009). Energy efficieny policies and measures (in Hungarian: Energiahatékonysági politikák és intézkedések Magyarországon). Budapest: Energiaközpont Kht. [in English].
  22. Erdősi, P., & Laklia, T. (1982). Energy management (Energiagazdálkodás). Budapest: Tankönyvkiadó [in Hungarian].
  23. Farla, J.C.M., & Blok, K. (2000). Energy efficiency and structural change in the Netherlands, 1980-1995. Journal of Industrial Ecology, Vol. 4, 1, 93-117 [in English].
  24. Feng, T., Sun, L., & Zhang, Y. (2009). The relationship between energy consumption structure, economic structure and energy intensity in China. Energy Policy, 37, 5475-5483 [in English].
  25. Granel, F. (2003). A comparative analysis of index decomposition methods. National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle /10635/14229 [in English].
  26. Granger, C.W.J. (1969). Investigating causal relations by econometric models and cross-spectral methods. Econometrica, Vol. 37, 3, 424-438 [in English].
  27. Granger, C.W.J. (1981). Some properties of time series data and their use in econometric model specification. Journal of Econometrics, 16, 121-130 [in English].
  28. Granger, C.W.J. (2010). Some thoughts on the development of cointegration. Journal of Econometrics, 158, 3-6 [in English].
  29. Jánossy, F. (1963). The measures of economic development and new method (A gazdasági fejlettség mérhetősége és új mérési módszere). Budapest: Publisher Közgazdasági és Jogi [in Hungarian].
  30. Jánossy, F. (1975). About the trend line of the economic development (A gazdasági fejlődés trendvonaláról). Budapest: Magvető Könyvkiadó [in Hungarian].
  31. Jin, J.C., Choi, J., & Yu, E.S.H. (2009). Energy prices, energy conservation, and economic growth: Evidence from the postwar United States. International Review of Economics and Finance, 18, 691-699 [in English].
  32. Kocziszky. Gy. (2011). Can we stop the increasing regional disparities? Informations to rethinking of the regional policies (in Hungarian: Megállítható-e a területi diszparitások növekedési üteme? Adalékok regionális politikánk újragondolásához). Pénzügyi Szemle, 2011/3, 313-323 [in English].
  33. Kovács, F. (2004). Question marks in the topic of the fossil energy use, the greenhouse effect and the global climate change (in Hungarian: Kérdőjelek a fosszilis energiahordozók felhasználása, az üvegházhatás és a globális felmelegedés témakörében). Magyar Energetika XII, vol. 3, 3-9 [in English].
  34. Kovács, F. (2007). The expected rate of the renewable energy sources in the energy production (A megújuló energiafajták várható arányai az energiaigények kielégítésében). A Miskolci Egyetem Közleménye A series, Bányászat, 71 Vol, 47-62 [in Hungarian].
  35. KSH. (2008). The indices of the sustainable development (in Hungarian: A fenntartható fejlődés indikátorai Magyarországon). Budapest: KSH [in English].
  36. Kraft J., & Kraft A. (1978). On the relationship between energy and GNP. Journal of Energy and Development 3, 401-403 [in English].
  37. Kumar, S., & Shahbaz, M. (2010). Coal consumption and economic growth revisited: structural breaks, cointegration and causality tests for Pakistan. Retrieved from http://mpra.ub.uni-muenchen.de/26151/1/MPRA_paper_26151.pdf [in English].
  38. Kuttor, D. (2011). Spatial effects of industrial restructuring in the Visegrad countries. (pp. 51-57). Theory Methodology Practice, University of Miskolc [in English].
  39. Lee, C. (2005). Energy consumption and GDP in developing countries: a cointegrated panel analysis. Energy Economics, 27, 415-427 [in English].
  40. Lee, C., Chang, C., & Chen, P. (2008). Energy-income causality on OECD countries revisited: The key role of capital stock. Energy economics, 30, 2359-2373 [in English].
  41. Maddala, G.S. (2004). Introduction to econometric (Bevezetés az ökonometriába). Budapest: Nemzeti Tankönyvkiadó [in Hungarian].
  42. Madlener, R., & Alcott, B. (2009). Energy rebound and economic growth; A review of the main issues and research needs. Energy, 34, 370-376 [in English].
  43. Mairet, N., & Decellas, F. (2009). Determinants of energy demand in the French service sector: A decomposition analysis. Energy Policy, 37, 2734-2744 [in English].
  44. Mallick, H. (2009). Examining the linkage between energy consumption and economic growth in India. The Journal of Developing Areas, 43, 249-280 [in English].
  45. Mehrara M. (2007): Energy-GDP relationship for oil-exporting countries: Iran, Kuwait and Saud Arabia 
  46. Mészáros, A. (2007). The indices of the sustainable development in the mirror of the environmental programs (A fenntartható energiagazdálkodás mutatószámai környezetvédelmi programok tükrében). Statisztikai Szemle, 85, évf. 7, 603-622 [in Hungarian].
  47. Mutascu, M., Shahbaz, M., & Tiwari, A.K. (2011). Revisiting the relationship between electricity consumption, capital and economic growth: Cointegration and causality analysis in Romania. Retrieved from http://mpra.ub.uni-muenchen.de/29233/ [in English].
  48. Nagy, Z. (2007). The changes of the position of Miskolc city in the Hungarian city network from the 19th century (Miskolc város pozícióinak változásai a magyar városhálózatban a 19. század végétől napjainkig). Studia Geographica 19. University of Debrecen [in Hungarian].
  49. Narayan, P.K., & Prasad, A. (2008). Electricity consumption – real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries. Energy Policy, 36, 910-918 [in English].
  50. Pao, H., & Tsai, C. (2011). Multivariate Granger causality between CO2 emissions, energy consumption, FDI and GDP: Evidence from a panel of BRIC countries. Energy, 36, 685-693 [in English].
  51. Palánkai, T. (1991). Energy and world economy (Energia és világgazdaság). Budapest: Publisher Aula [in Hungarian].
  52. Papp, M. (1983). Energy and mineral sources in the Hungarian literature (1976-1982) (Energia és ásványi nyersanyag a magyar szakirodalomban (1976-1982)). Budapest: MTA Világgazdasági Kutatóintézet [in Hungarian].
  53. Pomázi, I., & Szabó, E. (2008). Review of the Hungarian and international environmental visions (Környezeti jövőképek és előretekintések nemzetközi és hazai tapasztalatainak áttekintése). Statisztikai Szemle,86, évf. 2, 603-622 [in Hungarian].
  54. Ramanathan, R. (1999). Short- and long run elasticities of gasoline demand in India: An empirical analysis using cointegration techniques. Energy Economics, 21, 321-330 [in English].
  55. Ramanathan, R. (2003). Introduction to econometric with applications (Bevezetés az ökonometriába alkalmazásokkal). Budapest: Publisher Panem [in Hungarian].
  56. Soytas, U., Sari, R., & Ozdemir, O. (2001). Energy consumption and GDP relation in Turkey: A cointegration and Vector Error Correction Analysis. Economies and Business in Transition: Facilitating Competitiveness and Change in the Global Environment Proceedings. (pp. 838-844) [in English].
  57. Soytas, U., Sari, R, & Ozdemir, O. (2003). Energy consumption and GDP: causality relationship in G-7 countries and emerging markets. Energy Economics, 25, 33-37 [in English].
  58. Stern, D.I., & Cleveland, C.J. (2004). Energy and economic growth. Rensselaer Working Papers in Economics, Encyclopedia of Energy. (pp. 35-51). San Diego, CA: Academic Press [in English].
  59. Stern, D.I. (2000). A multivariate cointegration analysis of the role of energy in the US macroeconomy. Energy Economics, 22, 267-283 [in English].
  60. Stern, D.I. (2000). Aggregation and the role of energy in the economy. Ecological Economics, 32, 301-317 [in English].
  61. Tianli, H., Zhongdong, L., & Lin, H. (2011). On the relationship between energy intensity and industrial structure in China. Energy Procedia, 5, 2499-2503 [in English].
  62. Tsani, S.Z. (2010). Energy consumption and economic growth: A causality analysis for Greece. Energy Economics, 32, 582-590 [in English].
  63. Vajda, Gy. (2004). Energy production today and tomorrow (Energiaellátás ma és holnap). Budapest: MTA Társadalomkutató Központ [in Hungarian].
  64. Vajda, Gy. (2001). Energy policy (Energiapolitika). Budapest: MTA [in Hungarian].
  65. Wadud, Z., Graham, D.J., & Noland, R.B. (2009). A cointegration analysis of gasoline demand in the United States. Applied Economics, 3327-3336 [in English].
  66. Warr, B., Ayres, R., Eisenmenger, N., Krausmann, F., & Schandl, H. (2010). Energy use and economic development: A comparative analysis of useful work supply in Austria, Japan, the United Kingdom and the US during years of economic growth. Ecological Economics, 69, 1904-1917 [in English].
  67. Zachariadis, T. (2007). Exploring the relationship between energy use and economic growth with bivariate models: New evidence from G-7 countries. Energy economics, 29, 1233-1253 [in English].
  68. Žiković, S., & Vlahinić-Dizdarević, N. (2009). Oil consumption and economic growth interdependence in small european countries [in English].