ARDL ECM 王惠敏, 傅 涛 ( 清华大学环境学院, 北京 100084) 1992 ~ 2010 Johansen EKC ARDL ECM GDP EKC U GDP F127 F120. 3 A 1001-8409 2014 01-0091 - 04 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 100084 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 2013-03 - 05 国家水体污染控制与治理科技重大专项 ( 2008ZX07313-008) 王惠敏 ( 1971 - ), 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 ( 1968 - ), 男, 湖南祁阳 91
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 - 1 2 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 2 3. 1 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
1 T - statistic Probability T - statistic Probability T - statistic Probability LGDPC - 1. 758 0. 3874-3. 15 0. 04-2. 348 0. 1689 LGDPC 2-0. 7938 0. 7966-2. 3801 0. 1605-1. 5586 0. 4822 LGDPC 3 0. 2105 0. 9653-1. 6126 0. 4561-0. 7413 0. 8115 LEWW - 1. 059 0. 709-1. 746 0. 393-0. 0913 0. 9357 LCOD - 2. 9 0. 065-2. 9196 0. 0720-2. 0806 0. 254 LGDPC - 3. 2371 0. 0354-3. 2885 0. 0321-4. 109 0. 0064 LGDPC 2-2. 9079 0. 0651-3. 1575 0. 0411-3. 7118 0. 0141 LGDPC 3-2. 5891 0. 1142-3. 1124 0. 0447-3. 3721 0. 0273 LEWW - 4. 1671 0. 0057-5. 076 0. 001-6. 561 0. 0001 LCOD - 6. 2730 0. 0-2. 6399 0. 1123-5. 75 0. 0003 2 LGDPC 2-4. 0525 0. 0078 2 LGDPC 3-4. 3717 0. 0042 2 LCOD - 5. 112 0. 0041 2 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 86530 2 GDP ARDL 1 ARDL ARDL 2 T Prob F p 1 p 2 p 3 p 4 AIC SBC Constant - 6. 6358-5. 4657 0. 000 Pesaran 7. 4060 ** LGDPC 0. 73271 6. 0218 0. 000 2 Constant - 1. 7256-4. 2504 0. 001 GDP 7. 1932 ** COD GDP COD LGDPC 3 Constant 0. 0024-58. 9360 5. 9843 0. 000-3. 2385 0. 01 GDP U LGDPC 10. 8587 3. 3418 0. 009 12. 8346 ** GDP ADRL 2 Johansen COD LGDPC 2 Constant - 0. 48287-142. 63-3. 3776 0. 008-7. 0814 0. 000 ARDL LGDPC 28. 318 6. 7836 0. 000 11. 3392 ** I 1 Johansen LGDPC 2-1. 3953-6. 4217 0. 000 3 LEWW LGDPC LG- DPPC 2 LEWW LG- *** 1% 5% DPC 2 LGDPC 3 10% LCOD LGDPC LGDPC 2 3. 3 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 99626 81838 GDP 93
软科学 2014 年 1 月 第 28 卷 第 1 期 ( 总第 169 期 ) - 0. 61556 GDP GDP GDP 0. 45103 1% GDP GDP 3 Johansen 5% 5% LEWW LGDPC LGDPPC 2 1 15. 11123 15. 49471 13. 08146 14. 2646 41. 60729 29. 79702 ** 26. 49607 21. 13162 ** LEWW LGDPC 2 LGDPC 3 1 21. 16078 25. 87211 ** 11. 20964 19. 38704 53. 0520 42. 91525 ** 31. 89132 25. 8232 ** LCOD LGDPC LGDPC 2 1 15. 04280 15. 49471 15. 01405 14. 26460 ** 39. 92452 29. 79707 ** 24. 88171 21. 13162 ** 67. 44542 35. 01090 ** 41. 67561 24. 25202 ** LCOD LGDPC LGDPC 2 1 22. 76990 18. 39771 ** 25. 66288 17. 14769 ** 2 0. 106926 3. 841466 0. 106926 3. 841466 4 GDP β 0 β 1 β 0 β 1 β 2 β 0 β 1 β 2 β 3-286. 15 50. 18 ** - 2. 18 ** Johansen COD -58. 94 *** 10. 86 *** -0. 48 *** BT -58. 49 0. 995 ** -0. 035 ** Johansen -6. 64 *** 0. 73 *** BT -1. 73 *** 0. 002 *** BT COD -142. 63 *** 28. 32 *** -1. 4 *** BT -182. 77 33. 65-1. 48 * Johansen Johansen Engle 1. 18% GDP Granger ECM 1% 1. 465% GDP 6 GDP 1% 1% 22. 23% 0. 053% GDP 1% 5 ADRL - ECM LCOD LGDPC LGDPC -1 LGDPC -2 LGDPC 2 LGDPC 2-1 LGDPC 3 ecm - 1 LEWW ADRL 1 0 0. 45103 *** - 0. 61556 *** LEWW ADRL 1 0 0. 0015 *** - 0. 62783 *** LCOD ADRL 1 2-0. 848 38. 9928 ** - 0. 11635-1. 8128 ** - 1. 3269 *** LCOD ADRL 1 3 2-65. 5985 * 27. 3101 * 2. 5167 * 3. 1247-1. 2436-1. 3167 *** 6 ECM GDP LEWW LGDPC LGDPC 2 LGDPC 3 LEWW 0. 064 *** 0. 053 * 1. 18 * LEWW - 0. 012 * 1. 465 * 22. 232 4 EKC U COD GDP U EKC 1992 ~ 2010 COD GDP U EKC COD ( 下转第 105 页 ) 94
1 104-109. 3. J. 2007 28 3 108-113. 4. 1 21-32. J. 2012 28 8 1106-1103. 5 Sharma N C Kivlin J E Fliegel F C. Environmental Pollution is There Enough Public Concern to Lead to Action J. Environment and Behavior 1975 7 4 455-471. 6. 2010 6 160-163. J. 2010 29 6 63-68. 15 Kalantari K Fami H S Asadi A et al. Investigating Factors Af- 7. J. fecting Environmental Behavior of Urban Residents A Case Study 2010 6 108-112. 8 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 1998 11 3 315-332. 9. J. Environmental Health Risks J. Risk Analysis 2006 14 6 2010 32 12 158-164. J. 2009 31 1 149-152. 11 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 1983 15 2 143-164. 12 Bamberg S. How does Environmental Concern Influence Specific Environmentally Related Behaviors A New Answer to an Old Question J. Journal of Environmental Psychology 2003 23 13 Tanner C Kast S W. Promoting Sustainable Consumption Determinants of Green Purchases by Swiss Consumers J. Psychology and Marketing 2003 20 10 883-902. 14. J. in Tehran City - Iran J. American Journal of Environmental Sciences 2007 3 2 67-74. 16. J. 2012 31 4 641-651. 17 Flynn J Slovic P Mertz C K. Gender Race and Perception of 1101-1108. 10. 18 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 2011 92 3 429-436. ( 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 2013 95 2 261-267. 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 2012 2 1 68-75. 7 Solakoglu E G. The Effect of Property Rights on the Relationship Between Economic Growth and Pollution for Transition Economies J. Eastern European Economics 2007 45 77 94. 8 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 2010 4 1 60 79. 2. J. 2010 19 12 Johansen S. Statistical Analysis of Cointegration Vectors J. Journal of Economic Dynamics and Control 1988 12 231 254. 2 415-418. 3. 13 Im K S Pesaran M H Shin Y. Testing for Unit Roots in Heterogeneous Panels J. Journal of Econometrics 2003 115 1 J. 2009 214 8 40-43. 53 4 Kuznets S. Economic Growth and Income Equality J. American Economic Review 1955 45 1 1-28. 9 Engle R E Granger C W J. Cointegration and Error - correction Representation Estimation and Testing J. Econometrica 1987 EKC 55 251-276. 10 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 1990 52 169-210. 1. VAR J. 11 Pesaran M H Shin Y Smith R. Bounds Testing Approaches to 2011 31 4 880-888. the Analysis of Level Relationships J. Journal of Applied Econometrics 2001 16 289-326. - 74. ( 责任编辑 : 张京辉 ) 105