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绿色创新与经济增长的多变量协整关系研究——基于1989-2011年广东省数据 被引量:27

Multivariate Cointegration Relationship between Green Innovation and Economic Growth:based on the Yearly Data of Guangdong between 1989 and 2011
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摘要 将绿色创新分为能源、环境、创新3个要素,运用工业用电量、铁路货运量和银行中长期贷款3个指标的综合指数衡量经济增长。利用1989-2011年广东省时间序列数据,对绿色创新与经济增长的协整关系进行实证分析。实证结果显示:①绿色创新与经济增长之间存在长期协整关系。能源消费总量、工业废气排放量与经济增长之间呈负相关关系,专利授权量与经济增长之间呈正相关关系;②绿色创新与经济增长之间存在Granger因果关系以及从短期非均衡向长期均衡的误差调整机制。短期内,能源消费总量是经济增长的单向Granger因。长期内,经济增长是能源消费总量、专利授权量的单向Granger因;③绿色创新各要素的外部冲击会给经济增长带来不同程度与方向的波动性影响。能源消费总量、工业废气排放量的冲击对经济增长的负向影响具有一定的滞后性;④工业废气排放量对经济增长波动的影响程度最高,其次为专利授权量与能源消费总量。 Green innovation can be divided into three elements :energy ,environment and innovation ,using industrial elec-tricity consumption ,rail cargo volume and long-term bank loans that three indicators of comprehensive index to measure e-conomic growth .Using time series data of Guangdong province from 1989 to 2011 ,the cointegration relationship between the green innovation and economic growth for empirical analysis .The results indicate :firstly ,a long run cointegration re-lationship does exist between green innovation and economic growth .Specifically ,a significant negative correlationship is existed between industrial waste gas discharge and economic growth as well as total energy consumption .Meanwhile , there is also a positive correlationship between number of patent grant and economic growth .Secondly ,there are signifi-cant Granger causality relationship and error collection mechanism w hich bring short term disequilibrium to long run equi-librium between green innovation and economic growth .Total energy consumption is the Granger cause of economic grow th in short term ,w hile economic grow th is the Granger cause of both total energy consumption and number of patent grant in the long run .Thirdly ,factors of green innovation produce volatility effects on economic growth ,which the effects are different in degree and direction .The negative effects of the shock of total energy consumption and industrial waste gas discharge on economic growth show some lags .Finally ,industrial waste gas emission has the highest degree of influence on the fluctuation of economic growth while the influences of number of patent grant and energy consumption are weaker .
出处 《科技进步与对策》 CSSCI 北大核心 2014年第10期24-30,共7页 Science & Technology Progress and Policy
基金 国家社会科学基金重大项目(11&ZD154) 广东省普通高校人文社会科学研究重大攻关项目(11ZGXM88002) 广东省创新型企业实施技术创新工程试点项目(2012B070603002) 广州市软科学研究专项(1316000114)
关键词 绿色创新 经济增长 协整分析 绿色经济 Green Innovation Economic Growth Cointegration Analysis Vector Error Correction Model Granger Cau-sality Test Impulse Response Function Variance Decomposition
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