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研究生:石瑋先
研究生(外文):Shih, Wei-Hsien
論文名稱:GDP、能源消耗與CO2排放之間的因果關係與環境顧志耐曲線之研究:以八大工業國為例
論文名稱(外文):The Granger Causality Relationship between GDP, CO2 and Energy Consumption and Environmental Kuznets Curve: Evidence from G8 Countries
指導教授:郭國誠郭國誠引用關係
指導教授(外文):Kuo, Kuo-Cheng
口試委員:陳美惠廖俊杰
口試委員(外文):Chen, Mei-HuiLiao, Chun-Chieh
口試日期:2014-06-27
學位類別:碩士
校院名稱:中國文化大學
系所名稱:國際貿易學系
學門:商業及管理學門
學類:貿易學類
論文種類:學術論文
論文出版年:2014
畢業學年度:102
語文別:中文
論文頁數:69
中文關鍵詞:GDP能源消耗CO2排放共整合Granger因果關係環境顧志耐曲線
外文關鍵詞:GDPenergy consumptioncarbon dioxide emissionscointegrationGranger causalityEnvironment Kuznets Curve
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本研究採用時間序列分析法,研究調查八大工業國家在GDP、能源消耗與CO2排放之間的動態關係,並佐以驗證環境顧志耐假說在八大工業國的有效性。本研究選用1970至2012年間的年度數據資料(俄羅斯選自1989至2012年),並利用共整合檢定與Granger因果關係檢定用以探討變數之間的動態關係。
本研究在德國與俄羅斯的實證結果支持環境顧志耐假說成立,然而在日本的結果則顯示GDP與CO2排放之間存在U型的曲線關係。實證結果在法國、德國與美國觀察到從GDP到能源消耗的負向Granger因果關係,然而在英國與俄羅斯則發現到從能源消耗到GDP的正向因果關係。此外,本研究也發現從GDP到CO2排放的負向因果關係存在於德國、義大利與美國。

This study employs time series approach to investigate the dynamic relationships among gross domestic product (GDP), energy consumption, and carbon dioxide emissions (CO2) and examine the validity of environmental Kuznets curve (EKC) hypothesis for G8 countries. Using annual data for the period from 1970 to 2012 except Russia only from 1989 to 2012, the dynamic causal relationships were tested utilizing Cointegration test, and Granger causality test based on Vector Autoregressive Model (VAR). The empirical results support that the validity of EKC hypothesis in Germany, and Russia but the evidence in Japan shows a U-shaped relationship between GDP and CO2 emissions. The empirical findings found a negative Granger causality running from GDP to energy consumption in France, Germany, and the US, and a positive Granger causality running from energy consumption to GDP in UK, and Russia is also found. Furthermore, this study also explores a negative causal relationship from GDP to CO2 emissions in Germany, Italy, and the US.
中文摘要 ..................... iii
英文摘要 ..................... iv
誌謝辭  ..................... v
內容目錄 ..................... vi
表目錄  ..................... viii
圖目錄  ..................... ix
第一章  緒論................... 1
  第一節  研究背景與動機............ 1
  第二節  研究目的............... 8
  第三節  研究範圍............... 8
  第四節  研究架構............... 9
  第五節  研究流程............... 10
第二章  文獻回顧................. 12
  第一節  EKC假說概述............. 12
  第二節  經濟發展與能源消耗之關係....... 16
  第三節  經濟發展與CO2排放之關係....... 21
  第四節  能源消耗與CO2排放之關係....... 22
第三章  研究方法................. 25
  第一節  單根檢定............... 25
  第二節  落後期選擇方法............ 27
  第三節  共整合檢定.............. 28
  第四節  向量自我迴歸模型........... 31
  第五節  向量誤差修正模型........... 33
  第六節  Granger因果關係檢定......... 34
第四章  實證分析................. 36
  第一節  變數定義............... 36
  第二節  資料來源............... 36
  第三節  單根檢定............... 37
  第四節  環境顧志耐曲線............ 39
  第五節  最適落後期數............. 41
  第六節  共整合檢定.............. 42
  第七節  向量自我迴歸模型........... 44
  第八節  Granger因果關係檢定......... 45
第五章  結論與建議................ 50
  第一節  研究結論............... 50
  第二節  後續研究及政策建議.......... 53
參考文獻 ..................... 57

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