汇率作用下中国能源消费对经济增长的非线性影响

发布时间：2018-05-12 20:34

本文选题：经济增长 + 人民币汇率　；参考：《哈尔滨工业大学》2017年硕士论文

【摘要】：促进经济增长是国家的发展目标之一,为此,无论是政府还是学术界都对经济增长的动因极其关注,找到对经济增长发挥重要作用的因素,才能更加有效的实施政策措施,推动经济更好更快的发展。中国经济发展对能源需求的依赖程度较高,这使得能源消费变量在研究我国经济增长时不可忽视,对能源消费与经济增长之间的关系研究已经成为一个热点问题。已有的研究多采用常规的方法对二者之间可能存在的协整关系以及因果关系进行验证,但是由于宏观经济变量处于复杂的经济系统中,任意两个变量之间的关系容易受到其他因素的干扰,使得它们之间的协整关系可能表现出非线性形式,因此本文采用更准确的阈值协整来揭示能源消费与经济增长之间的真实关系。随着人民币汇率市场化进程的不断推进,汇率波动幅度扩大,汇率成为影响宏观经济变量的重要因素,特别是在人民币国际化之后,人民币汇率变动的影响更加不容忽视。我国的能源需求高度依赖进口,导致能源消费易受到汇率变动的影响,所以研究能源消费对经济增长的影响,人民币汇率是一个重要的考虑因素。本文首先总结了能源消费与经济增长理论以及汇率传递效应理论,在基础理论的指导下,再基于内生经济增长模型的框架,通过数理推导得到用于检验汇率作用下我国能源消费变动对经济增长影响的实证模型。为了验证能源消费对经济增长的影响是否存在受汇率变动干扰而表现出的非线性特征,在实证过程中,利用1980~2015年的数据,以人民币汇率变动率为阈值变量,采用阈值协整方法进行实证检验。由于不同的能源类型对进口依赖度不同,故受汇率变动影响不同,因此,为了更准确的认识能源消费对经济增长的影响,在实证研究中分别从能源消费总量和能源消费结构角度来探讨汇率作用下能源消费对经济增长的真实影响,最后根据实证检验结果发现的问题,提出相应的政策建议。
[Abstract]:Promoting economic growth is one of the national development goals. Therefore, both the government and the academic community are extremely concerned about the drivers of economic growth, and find out the factors that play an important role in economic growth, so as to implement policy measures more effectively. Promote better and faster economic development. The degree of dependence on energy demand in China's economic development is high, which makes energy consumption variables can not be ignored in the study of China's economic growth. The study on the relationship between energy consumption and economic growth has become a hot issue. Most of the previous studies have used conventional methods to verify the possible cointegration and causality between them, but the macroeconomic variables are in complex economic systems. The relationship between any two variables is easily disturbed by other factors, so that the cointegration relationship between them may take on a nonlinear form. Therefore, a more accurate threshold cointegration is used to reveal the true relationship between energy consumption and economic growth. With the development of the marketization of RMB exchange rate, the fluctuation of exchange rate expands, and the exchange rate becomes an important factor affecting macroeconomic variables, especially after the internationalization of RMB, the influence of RMB exchange rate change can not be ignored. China's energy demand is highly dependent on imports, leading to energy consumption easily affected by exchange rate changes, so the impact of energy consumption on economic growth, RMB exchange rate is an important factor to consider. This paper first summarizes the theory of energy consumption and economic growth and the theory of exchange rate transfer effect, under the guidance of the basic theory, then based on the framework of endogenous economic growth model. An empirical model is developed to test the effect of the change of energy consumption on economic growth under the action of exchange rate. In order to verify whether the impact of energy consumption on economic growth has the nonlinear characteristics of exchange rate fluctuations, in the empirical process, using the data from 1980 to 2015, the change rate of RMB exchange rate is taken as the threshold variable. The threshold cointegration method is used for empirical test. Because different types of energy are dependent on imports and are therefore affected by changes in exchange rates, in order to understand more accurately the impact of energy consumption on economic growth, In the empirical study, the real impact of energy consumption on economic growth is discussed from the perspective of total energy consumption and energy consumption structure under the action of exchange rate. Finally, the corresponding policy recommendations are put forward according to the problems found in the empirical test results.
【学位授予单位】：哈尔滨工业大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F426.2;F124.1;F832.6

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