مصرف انرژي و رشد اقتصادي در ايران: آزمون علي تودا و ياماموتو

Energy Consumption and Economic Growth in Iran: Toda and Yamamoto Causality Test

اين مطالعه رابطه ميان مصرف انرژي و رشد اقتصادي در ايران را با استفاده از داده هاي سري زماني 1352 تا 1391 بررسي مي كند. روش آزمون غير علي تودا و ياماموتو (1995) براي آزمون عليت و روش آزمون كرانه ها، براي همجمعي پيشنهاد شده است. در اين مطالعه، براي رسيدن به آناليزهاي دقيق تر مصرف انرژي به مصرف نفت، گاز و برق تقسيم شده است. نتايج اين مطالعه نشان مي دهد كه، يك رابطه علي يك طرفه ميان مصرف كل انرژي و رشد اقتصادي از مصرف كل انرژي به رشد اقتصادي وجود دارد. همچنين، اين براي مورد مصرف نفت و رشد اقتصادي با جهت عليت از سمت رشد اقتصادي، نيز صحيح است. يك رابطه علي دو طرفه بين مصرف گاز و رشد اقتصادي وجود دارد. همچنين، مطالعه نشان مي دهد كه رابطه علي ميان مصرف برق و رشد اقتصادي از سمت مصرف برق وجود دارد. آزمون همجمعي، روابط بلندمدت ميان مصرف كل انرژي و رشد اقتصادي و همچنين، ميان مصرف گاز و رشد اقتصادي را شناسايي مي كند. علاوه بر اين، آناليز همجمعي هيچ رابطه بلند مدتي ميان مصرف نفت و رشد اقتصادي و همچنين، مصرف برق و رشد اقتصادي را نشان نمي دهد.

This study investigates the relationship between energy consumption and economic growth by using Iranian annual time series from 1973-2012. The non-causality approach of Toda and Yamamoto (1995) to causality testing and the bounds testing approach to cointegration, are proposed. In this study, energy consumption is further disaggregated into oil, gas and electricity consumption in order to present more robust analysis. The findings from this study, reveal a unidirectional causal relationship between total energy consumption and economic growth running from total energy consumption to economic growth. This is also true in the case of oil consumption and economic growth with the direction of causality running from economic growth. There is a bidirectional causal relationship between gas consumption and economic growth. The study also shows the there is a unidirectional causal relationship between electricity consumption and economic growth running from electricity consumption to economic growth. The cointegration test identifies long run relationships between total energy consumption and economic growth and also between gas consumption and economic growth. Meanwhile, the cointegration analysis reveals no long run relationship between oil consumption and economic growth and also between electricity consumption and economic growth.