基于VAR模型的我国能源-经济-环境(3E)系统研究

能源是环境资源的一种，能源-经济-环境系统是在可持续发展空间中的经济和环境平面内的系统，能源系统与经济系统、环境系统存在着相互影响、相互制约的发展关系。鉴于向量祝回归(VAR)模型通常用于相关时间序列关系的预测和随机扰动对变量系统的动态影响，根据我国1995~2006 年能源消费总量、GDP 和二氧化硫排放量的时间序列数据，通过建立我国能源-经济-环境的VAR 模型，对三者1995~2015 年的数据进行了预测，在向量祝回归模型的基础上，利用脉冲响应函数和方差分解对我国能源、经济和环境三者的动态关系进行了

A Study of China's Energy-Economy-Environment System Based

Energy is a kind of environmental resources and the Energy-Economy-environment system is one kind of system in the sustainable development of economic and environmental-plane. There are relationships of mutual influence, mutual constraints among Energy system, economic system and environmental system. VAR model has always been used for forecasting the relevant time-series and the random perturbation of variables that affect the dynamics of one system therefore, we establish the VAR model of China's Energy-Economy-Environment based on the data of China's energy consumption, GDP and SO2 from1995 to 2006 and then forecast the years from 1995 to 2015 in this paper. Lastly, we use impulse response function and variance decomposition to analyze the dynamic relationship of China's energy, economy and environments. The results confirm that the relationship research among Energy-Economy-Environment based on VAR Model is reliable.