Analysis of Dynamic Elasticity of Energy Consumption and Economy Growth ---- Based on State Space Model

摘要：

Builds a state space model of energy consumption and economy growth, and uses Kalman filter algorithm estimate parameters, and also, uses cointegration test to verify the reliability of the model. The results show that both the long-term and short-term elasticity of energy consumption experience significant fluctuation process from up to down. The same trend of fluctuations may explain that energy consumption is vulnerable to short-term factors. The existence lagged elasticity of energy consumption explained the lagged effect of energy consumption well.

关键词： State Space Model Energy Consumption Economy Growth

作者: Lu Fang-yuan Gao Feng-you

作者单位: Business School,Zhengzhou University,Zhengzhou 450001, China

会议类型: 国际会议

会议名称: 2009年中国控制与决策会议(2009 Chinese Control and Decision Conference)

会议地点: 广西桂林

会议语种:英文

页码: 84-87

在线出版日期: 2009-06-17（万方平台首次上网日期，不代表论文的发表时间）