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題名 能源消費、能源價格與經濟成長：台灣的實證分析
Energy Consumption, Energy Prices and Economic Growth: Evidence from Taiwan作者 陳昀君
Chen, Yun-Chun貢獻者 洪福聲
Hung, Fu-Sheng
陳昀君
Chen, Yun-Chun關鍵詞 ADF單根檢定
共整合檢定
Granger因果關係檢定
ADF unit root test
Cointegration test
Granger causality test日期 2018 上傳時間 31-七月-2018 13:49:23 (UTC+8) 摘要 長久以來各國政府無不致力於促進經濟發展，但隨著環境保護議題受到民眾重視，學者開始探討不同國家與區域間能源消費與經濟成長間之關係，惟迄今仍未得到一致性之實證結果，且極少有專門針對臺灣地區進行之研究。本研究以臺灣地區1983年第1季到2017年第2季止之資料，藉由ADF單根檢定、Johansen共整合檢定、向量誤差修正模型與Granger因果關係檢定，研究能源價格、能源消費與經濟成長之間的關係。結果顯示，當以消費者物價指數(CPI)及GDP平減指數(GDP deflator)為能源價格替代變數進行分析時，三項變數間均存在一個共整合關係，即能源消費會受到GDP及能源價格影響。而Granger短期因果關係檢定則顯示，以消費者物價指數(CPI)為能源價格替代變數時，可得到GDP與能源消費、GDP與能源價格及能源消費與能源價格間皆有雙向因果關係；但在以GDP平減指數(GDP deflator)為能源價格替代變數時，檢定結果發現僅能源消費與能源價格之間有雙向因果關係，而GDP對能源價格有單向因果關係，且能源消費亦僅對GDP有單向因果關係。本研究另依據實證結果，探討未來能源政策，提出一些相對應的看法。
For a long time, all countries of the world are doing their best to promote economic development. As people pay more attention to the issues of environmental protection, researchers are trying to find out the relationship between energy consumption and economic growth. To date, the empirical findings are still inconsistent, and studies that use Taiwan as the research subject are very few. This thesis estimates the relationship between energy consumption, energy prices and GDP for Taiwan, based on quarterly data for the period from 1983Q1 to 2017Q2. The techniques employed include ADF unit root test, cointegration test, vector error correction model and Granger causality test.The results indicate that there is a single cointegration relationship between energy consumption, energy prices and GDP, which means that energy consumption can be influenced by GDP and energy prices. For the causality test, there are bidirectional causality between GDP and energy consumption, GDP and energy prices, energy consumption and energy prices, when consumer price index (CPI) is used as the substitute variable for energy prices. However, when using GDP deflator as the substitute variable for energy prices, bidirectional causality only exist between energy consumption and energy prices, a unidirectional causal relationship running from GDP to energy prices, and a unidirectional causal relationship running from energy consumption to GDP. Based on these results, we also offer some suggestions for the energy policy of Taiwan.參考文獻 行政院主計總處 總體統計資料庫經濟部能源局 能源統計資料查詢系統Akarca, A. T., & Long II, T. V. (1979). Energy and employment: a time-series analysis of the causal relationship. Resources and Energy, 2(2-3), 151-162.Akarca, A. T., & Long, T. V. (1980). On the relationship between energy and GNP: a reexamination. The Journal of Energy and Development, 326-331.Asafu-Adjaye, J. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy economics, 22(6), 615-625.Belke, A., Dobnik, F., & Dreger, C. (2011). Energy consumption and economic growth: New insights into the cointegration relationship. Energy Economics, 33(5), 782-789.Erol, U., & Eden, S. H. (1987). Time series analysis of the causal relationships between US energy and employment. Resources and Energy, 9(1), 75-89.Eden, S. H., & Hwang, B. K. (1984). The relationship between energy and GNP: further results. Energy economics, 6(3), 186-190.Glasure, Y. U., & Lee, A. R. (1998). Cointegration, error-correction, and the relationship between GDP and energy:: The case of South Korea and Singapore. Resource and Energy Economics, 20(1), 17-25.Hwang, D. B., & Gum, B. (1991). The causal relationship between energy and GNP: the case of Taiwan. The Journal of Energy and Development, 219-226.Kraft, J., & Kraft, A. (1978). On the relationship between energy and GNP. The Journal of Energy and Development, 401-403.Mahadevan, R., & Asafu-Adjaye, J. (2007). Energy consumption, economic growth and prices: a reassessment using panel VECM for developed and developing countries. Energy policy, 35(4), 2481-2490.Mahalingam, B., & Orman, W. H. (2018). GDP and energy consumption: A panel analysis of the US. Applied Energy, 213, 208-218.Masih, A. M., & Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy Economics 18(3), 165-183.Masih, A. M., & Masih, R. (1997). On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs based on a multivariate cointegration/vector error-correction approach. Journal of Policy Modeling, 19(4), 417-440.Oh, W., & Lee, K. (2004). Energy consumption and economic growth in Korea: testing the causality relation. Journal of Policy Modeling, 26(8-9), 973-981.Śmiech, S., & Papież, M. (2014). Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach. Energy Policy, 71, 118-129.Soytas, U., & Sari, R. (2003). Energy consumption and GDP: causality relationship in G-7 countries and emerging markets. Energy economics, 25(1), 33-37.Yu, E. S., & Choi, J. Y. (1985). The causal relationship between energy and GNP: an international comparison. The Journal of Energy and Development, 10(2), 249-272. 描述 碩士
國立政治大學
行政管理碩士學程
105921049資料來源 http://thesis.lib.nccu.edu.tw/record/#G0105921049 資料類型 thesis dc.contributor.advisor 洪福聲 zh_TW dc.contributor.advisor Hung, Fu-Sheng en_US dc.contributor.author (作者) 陳昀君 zh_TW dc.contributor.author (作者) Chen, Yun-Chun en_US dc.creator (作者) 陳昀君 zh_TW dc.creator (作者) Chen, Yun-Chun en_US dc.date (日期) 2018 en_US dc.date.accessioned 31-七月-2018 13:49:23 (UTC+8) - dc.date.available 31-七月-2018 13:49:23 (UTC+8) - dc.date.issued (上傳時間) 31-七月-2018 13:49:23 (UTC+8) - dc.identifier (其他 識別碼) G0105921049 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/119100 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 行政管理碩士學程 zh_TW dc.description (描述) 105921049 zh_TW dc.description.abstract (摘要) 長久以來各國政府無不致力於促進經濟發展，但隨著環境保護議題受到民眾重視，學者開始探討不同國家與區域間能源消費與經濟成長間之關係，惟迄今仍未得到一致性之實證結果，且極少有專門針對臺灣地區進行之研究。本研究以臺灣地區1983年第1季到2017年第2季止之資料，藉由ADF單根檢定、Johansen共整合檢定、向量誤差修正模型與Granger因果關係檢定，研究能源價格、能源消費與經濟成長之間的關係。結果顯示，當以消費者物價指數(CPI)及GDP平減指數(GDP deflator)為能源價格替代變數進行分析時，三項變數間均存在一個共整合關係，即能源消費會受到GDP及能源價格影響。而Granger短期因果關係檢定則顯示，以消費者物價指數(CPI)為能源價格替代變數時，可得到GDP與能源消費、GDP與能源價格及能源消費與能源價格間皆有雙向因果關係；但在以GDP平減指數(GDP deflator)為能源價格替代變數時，檢定結果發現僅能源消費與能源價格之間有雙向因果關係，而GDP對能源價格有單向因果關係，且能源消費亦僅對GDP有單向因果關係。本研究另依據實證結果，探討未來能源政策，提出一些相對應的看法。 zh_TW dc.description.abstract (摘要) For a long time, all countries of the world are doing their best to promote economic development. As people pay more attention to the issues of environmental protection, researchers are trying to find out the relationship between energy consumption and economic growth. To date, the empirical findings are still inconsistent, and studies that use Taiwan as the research subject are very few. This thesis estimates the relationship between energy consumption, energy prices and GDP for Taiwan, based on quarterly data for the period from 1983Q1 to 2017Q2. The techniques employed include ADF unit root test, cointegration test, vector error correction model and Granger causality test.The results indicate that there is a single cointegration relationship between energy consumption, energy prices and GDP, which means that energy consumption can be influenced by GDP and energy prices. For the causality test, there are bidirectional causality between GDP and energy consumption, GDP and energy prices, energy consumption and energy prices, when consumer price index (CPI) is used as the substitute variable for energy prices. However, when using GDP deflator as the substitute variable for energy prices, bidirectional causality only exist between energy consumption and energy prices, a unidirectional causal relationship running from GDP to energy prices, and a unidirectional causal relationship running from energy consumption to GDP. Based on these results, we also offer some suggestions for the energy policy of Taiwan. en_US dc.description.tableofcontents 第一章 緒論 1第一節 研究背景與動機 1第二節 研究目的 4第三節 研究內容 5第二章 文獻探討 6第一節 美國 6第二節 臺灣及南韓 8第三節 東南亞國家 9第四節 國際經濟組織 11第五節 非特定區域國家 12第六節 小結 14第三章 研究設計與方法 15第一節 研究期間及資料來源 15第二節 研究方法 15一、單根檢定 (Unit Root Test) 17二、共整合檢定(Cointegration Test) 18三、最適落後期(Optimal Lag Length)選取標準 20四、向量自我迴歸模型(Vector Autoregression Model，VAR) 21五、向量誤差修正模型(Vector Error Correction Model) 22六、Granger 因果關係檢定 23第四章 實證分析 24第一節 研究變數 24第二節 單根檢定 25第三節 共整合檢定 26第四節 向量誤差修正模型(VECM) 30第4-1節：以消費者物價指數(CPI)為能源價格替代變數 30第4-2節：以GDP平減指數(GDP deflator)為能源價格替代變數 31第五節 Granger短期因果關係 32第5-1節：以消費者物價指數(CPI)為能源價格替代變數 32第5-2節：以GDP平減指數(GDP deflator)為能源價格替代變數 33第六節 結語 35第五章 研究結論 37第一節 研究結果摘述 37第二節 研究結果差異探討 37第三節 未來能源政策探討 39參考文獻 42附錄一 以消費者物價指數(CPI)為能源價格替代變數之VECM實證結果 44附錄二 以GDP平減指數(GDP deflator)為能源價格替代變數之VECM實證結果 47 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0105921049 en_US dc.subject (關鍵詞) ADF單根檢定 zh_TW dc.subject (關鍵詞) 共整合檢定 zh_TW dc.subject (關鍵詞) Granger因果關係檢定 zh_TW dc.subject (關鍵詞) ADF unit root test en_US dc.subject (關鍵詞) Cointegration test en_US dc.subject (關鍵詞) Granger causality test en_US dc.title (題名) 能源消費、能源價格與經濟成長：台灣的實證分析 zh_TW dc.title (題名) Energy Consumption, Energy Prices and Economic Growth: Evidence from Taiwan en_US dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 行政院主計總處 總體統計資料庫經濟部能源局 能源統計資料查詢系統Akarca, A. T., & Long II, T. V. (1979). Energy and employment: a time-series analysis of the causal relationship. Resources and Energy, 2(2-3), 151-162.Akarca, A. T., & Long, T. V. (1980). On the relationship between energy and GNP: a reexamination. The Journal of Energy and Development, 326-331.Asafu-Adjaye, J. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy economics, 22(6), 615-625.Belke, A., Dobnik, F., & Dreger, C. (2011). Energy consumption and economic growth: New insights into the cointegration relationship. Energy Economics, 33(5), 782-789.Erol, U., & Eden, S. H. (1987). Time series analysis of the causal relationships between US energy and employment. Resources and Energy, 9(1), 75-89.Eden, S. H., & Hwang, B. K. (1984). The relationship between energy and GNP: further results. Energy economics, 6(3), 186-190.Glasure, Y. U., & Lee, A. R. (1998). Cointegration, error-correction, and the relationship between GDP and energy:: The case of South Korea and Singapore. Resource and Energy Economics, 20(1), 17-25.Hwang, D. B., & Gum, B. (1991). The causal relationship between energy and GNP: the case of Taiwan. The Journal of Energy and Development, 219-226.Kraft, J., & Kraft, A. (1978). On the relationship between energy and GNP. The Journal of Energy and Development, 401-403.Mahadevan, R., & Asafu-Adjaye, J. (2007). Energy consumption, economic growth and prices: a reassessment using panel VECM for developed and developing countries. Energy policy, 35(4), 2481-2490.Mahalingam, B., & Orman, W. H. (2018). GDP and energy consumption: A panel analysis of the US. Applied Energy, 213, 208-218.Masih, A. M., & Masih, R. (1996). Energy consumption, real income and temporal causality: results from a multi-country study based on cointegration and error-correction modelling techniques. Energy Economics 18(3), 165-183.Masih, A. M., & Masih, R. (1997). On the temporal causal relationship between energy consumption, real income, and prices: some new evidence from Asian-energy dependent NICs based on a multivariate cointegration/vector error-correction approach. Journal of Policy Modeling, 19(4), 417-440.Oh, W., & Lee, K. (2004). Energy consumption and economic growth in Korea: testing the causality relation. Journal of Policy Modeling, 26(8-9), 973-981.Śmiech, S., & Papież, M. (2014). Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach. Energy Policy, 71, 118-129.Soytas, U., & Sari, R. (2003). Energy consumption and GDP: causality relationship in G-7 countries and emerging markets. Energy economics, 25(1), 33-37.Yu, E. S., & Choi, J. Y. (1985). The causal relationship between energy and GNP: an international comparison. The Journal of Energy and Development, 10(2), 249-272. zh_TW dc.identifier.doi (DOI) 10.6814/THE.NCCU.MEPA.019.2018.F09 -
