软科学 2014 年 1 月第 28 卷第 1 期 ( 总第 169 期 ) U β 2 > 0 β 3 < 0 N 4 BOD COD 2 ARDL 5 ~ EKC 7 Johansen Yang EKC 8 β 1 12 ARDL EKC ARDL EKC ΔE t = b 0 + Σ p1

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1 ARDL ECM 王惠敏, 傅涛 ( 清华大学环境学院, 北京 ) 1992 ~ 2010 Johansen EKC ARDL ECM GDP EKC U GDP F127 F A Economic Growth and Water Pollution in Suzhou Wuxi and Changzhou An Empirical Analysis Based on ARDL and ECM WANG Hui-min FU Tao School of Environment Tsinghua University Beijing Abstract This paper based on cointegration analysis and error correction model investigates the long-run equilibrium and short-run dynamic adjustment relationship between economic growth and water pollution for the years 1992 to 2010 in Suzhou Wuxi and Changzhou. Firstly the existence of the environment Kuznets curve between economic growth and water pollution was verified using bound testing in Autoregressive Distributed Lag model and Johansen test. Then the dynamic adjustment relationship between the variables was examined using error correction model. The result shows that some cities of the sample allow for the existence of a long-run equilibrium relationship form for certain variables. The functional forms of long-run equilibrium relationship have lineal quadratic and cubic model more than inverse U-shape EKC in three cities. The short-run growth of per capita GDP has different effects on water pollution in the cities of the sample. The differences a- mong economic activity have significant effects on the deterioration of water environment. Key words error correction model autoregressive distributed lag economic growth water environment cointegration test 1 VAR 1 VAR 2 EKC environmental Kuznets curve EKC 3 EKC 国家水体污染控制与治理科技重大专项 ( 2008ZX ) 王惠敏 ( ), 女, 湖北襄阳人, 博士后, 研究方向为环境经济环境管理与政策 ; 傅人, 副教授, 研究方向为环境管理与政策涛 ( ), 男, 湖南祁阳 91

2 软科学 2014 年 1 月第 28 卷第 1 期 ( 总第 169 期 ) U β 2 > 0 β 3 < 0 N 4 BOD COD 2 ARDL 5 ~ EKC 7 Johansen Yang EKC 8 β 1 12 ARDL EKC ARDL EKC ΔE t = b 0 + Σ p1 b 1j ΔE t -j + Σ p2 b 2j ΔX t -j + Σ p3 b 3j ΔX 2 t -j + j = 1 Engle - Granger Σ p4 b 9 ~ Johansen 10 4j ΔX 3 t -j + δ 1 E t -1 + δ 2 X t + δ 3 X 2 t + δ 4 X 3 t + ε t + μ 3 δ 1 δ 2 δ 3 δ 4 b 1j b 2j b 3j b 4j H 0 δ 1 = Engle - Granger δ 2 = δ 3 = δ 4 = 0 Error Correction Model F ECM F F Autoregressive Distributed Lag ARDLPesaran F Bound Testing BT 11 ARDL ARDL - ECM ΔE t = b 0 + Σ p1 b 1j ΔE t -j + Σ p2 b 2j ΔX t -j + Σ p3 b 3j X 2 t -j + j = 1 ECM Σ p4 b 4j ΔX 3 t -j + λec t -1 + ε t 4 λ EC t AIC SBC 2. 1 研究方法 ARDL 1 EKC EC t - 1 EKC GDP 2. 2 指标选取和数据处理 y i t = α i 0 + α i 1 x i t + α i 2 x 2 i t + α i 3 x 3 i t + ε i t 1 COD y i t GDP 1992 ~ α 0 α 1 α 2 α 3 x 2010 GDP ε MATLAB Eviews Microfit 3 E i t = β i 0 + β i 1 X i t + β i 2 X 2 i t + β i 3 X 3 i t + ε i t 时间序列的 ADF 平稳性检验结果 E i t = lny i t X i t = lnx i t β 1 > 0 β 2 < 0 ADF β 3 = 0 U 13 1 LCOD I 0 LGDPC 3 I 2 I 1 LGD- GDP PC LCOD I 0 I 1 x * = exp - β 1 / 2β 2 β 1 > 0 β 2 < 0 β 3 > 0 I 1 N < 0 92

3 1 T - statistic Probability T - statistic Probability T - statistic Probability LGDPC LGDPC LGDPC LEWW LCOD LGDPC LGDPC LGDPC LEWW LCOD LGDPC LGDPC LCOD LGDPC LEWW LCOD GDP COD LGDPC2 LGDPC 3 LGDPC 3. 2 经济增长与水污染长期均衡关系的检验结果 BT GDP COD BT GDP U EKC Johansen I 1Johansen GDP GDP ARDL 1 ARDL ARDL 2 T Prob F p 1 p 2 p 3 p 4 AIC SBC Constant Pesaran ** LGDPC Constant GDP ** COD GDP COD LGDPC 3 Constant GDP U LGDPC ** GDP ADRL 2 Johansen COD LGDPC 2 Constant ARDL LGDPC ** I 1 Johansen LGDPC LEWW LGDPC LG- DPPC 2 LEWW LG- *** 1% 5% DPC 2 LGDPC 3 10% LCOD LGDPC LGDPC 经济增长与水环境污染短期动态关系的检验结果 LCOD LGDPC LGDPC 2 ARDL BT Johansen 4 ARDL - ECM 5 COD GDP 1% U EKC GDP GDP 93

4 软科学 2014 年 1 月第 28 卷第 1 期 ( 总第 169 期 ) GDP GDP GDP % GDP GDP 3 Johansen 5% 5% LEWW LGDPC LGDPPC ** ** LEWW LGDPC 2 LGDPC ** ** ** LCOD LGDPC LGDPC ** ** ** ** ** LCOD LGDPC LGDPC ** ** GDP β 0 β 1 β 0 β 1 β 2 β 0 β 1 β 2 β ** ** Johansen COD *** *** *** BT ** ** Johansen *** *** BT *** *** BT COD *** *** *** BT * Johansen Johansen Engle 1. 18% GDP Granger ECM 1% % GDP 6 GDP 1% 1% % % GDP 1% 5 ADRL - ECM LCOD LGDPC LGDPC -1 LGDPC -2 LGDPC 2 LGDPC 2-1 LGDPC 3 ecm - 1 LEWW ADRL *** *** LEWW ADRL *** *** LCOD ADRL ** ** *** LCOD ADRL * * * *** 6 ECM GDP LEWW LGDPC LGDPC 2 LGDPC 3 LEWW *** * * LEWW * * EKC U COD GDP U EKC 1992 ~ 2010 COD GDP U EKC COD ( 下转第 105 页 ) 94

5 J J Sharma N C Kivlin J E Fliegel F C. Environmental Pollution is There Enough Public Concern to Lead to Action J. Environment and Behavior J Kalantari K Fami H S Asadi A et al. Investigating Factors Af- 7. J. fecting Environmental Behavior of Urban Residents A Case Study Engel U Potschke M. Willingness to Pay for the Environment Social Structure Value Orientations and Environmental Behavior in a Multilevel Perspective J. Innovation The European Journal of Social Sciences J. Environmental Health Risks J. Risk Analysis J Preston V Taylor S M Hodge D C. Adjustment to Natural and Technological Hazards a Study of an Urban Residential Community J. Environment and Behavior Bamberg S. How does Environmental Concern Influence Specific Environmentally Related Behaviors A New Answer to an Old Question J. Journal of Environmental Psychology Tanner C Kast S W. Promoting Sustainable Consumption Determinants of Green Purchases by Swiss Consumers J. Psychology and Marketing J. in Tehran City - Iran J. American Journal of Environmental Sciences J Flynn J Slovic P Mertz C K. Gender Race and Perception of Wang F Ann R. Factors Influencing Private and Public Environmental Protection Behaviors Results from a Survey of Residents in Shaanxi China J. Journal of Environmental Management ( 责任编辑 : 杨锐 ) 檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭檭 ( 上接第 94 页 ) 5 Krishna P P Biswo N P. Functional form of Water Pollutants - income Relationship Under the Environmental Kuznets Curve Frame- GDP work J. American Journal of Agricultural Economics Advance Access GDP 6 Trabelsi I. Is There an EKC Relevant to the Industrial Emission of Water Pollution for SEMC and EU Countries J. Journal of Arts GDP Science and Commerce Solakoglu E G. The Effect of Property Rights on the Relationship Between Economic Growth and Pollution for Transition Economies J. Eastern European Economics Yang H Zhou Y Abbaspour K C. An Analysis of Economic Growth and Industrial Wastewater Pollution Relations in China J. The Journal of Sustainable Development J Johansen S. Statistical Analysis of Cointegration Vectors J. Journal of Economic Dynamics and Control Im K S Pesaran M H Shin Y. Testing for Unit Roots in Heterogeneous Panels J. Journal of Econometrics J Kuznets S. Economic Growth and Income Equality J. American Economic Review Engle R E Granger C W J. Cointegration and Error - correction Representation Estimation and Testing J. Econometrica 1987 EKC Johansen S Juselius K. Maximum likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money J. Oxford Bulletin of Economics and Statistics VAR J. 11 Pesaran M H Shin Y Smith R. Bounds Testing Approaches to the Analysis of Level Relationships J. Journal of Applied Econometrics ( 责任编辑 : 张京辉 ) 105

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软科学 2014 年 1 月 第 28 卷 第 1 期 ( 总第 169 期 ) U β 2 > 0 β 3 < 0 N 4 BOD COD 2 ARDL 5 ~ EKC 7 Johansen Yang EKC 8 β 1 12 ARDL EKC ARDL EKC ΔE t = b 0 + Σ p1

软科学 2014 年 1 月第 28 卷第 1 期 ( 总第 169 期 ) U β 2 > 0 β 3 < 0 N 4 BOD COD 2 ARDL 5 ~ EKC 7 Johansen Yang EKC 8 β 1 12 ARDL EKC ARDL EKC ΔE t = b 0 + Σ p1