KINH TE
tfNG DUNG PHlJCfNG PHAP NHAN QUA GRANGER NGHIEN ClfU MOI QUAN HE G I C A TIEU THU NANG LlfCfNG
VA TANG TRlTCfNG KINH TE Cf VIET NAM
• BUI XUAN HOI - HOANG THU HUYEN - HOANG VAN DONG - D 6 TH! HOANG YEN
TOM TAT:
Md'i quan hd giffa tieu dung nang Iffdng va tdng trffdng kinh te' tff lau da dffdc quan tam nghien cffu vi nd la c<i sd cua viec thffc hien cac quy hoach phat he thd'ng ndng Iffdng dam bao cho viec thffc hien cac muc tieu phdt trien Icinh te - xa hpi mot each hieu qua va ben vffng.
Bai bao sff dung phffdng phap nhdn qua dffpc phat trien bdi Granger ffng dung nghien cffu moi quan he giffa tieu dung nang Iffdng vd tang trffdng kinh ted VielNam. Dff lidu su" dung trong ngbi6n cffu bao gom dff lieu ve long thu nhdp qud'c ngi theo gid co'dinb nam 2010 - bid'n dai diencholang trffdng kinh leva tong mffc tieu thu nang Iffdng sd cd'p. Kd't qua ki^m dinh Granger cho thd'y tang trffdng kinh xi cd tdc ddng nhdn qua de'n tieu thu nang Iffdng trong ngan han, trong khi md hinh hieu chinh sai so' ECM chi ra ton tai quan he nhan qua hai chieu giffa tieu thu nang Iffdng va tang trffdng kinh te.
Tuf khda: Tieu dung nang IffOng, GDP, quan he nhan qua, phffdng phdp Granger.
1. Nang lifdng trong cac nghien cffu kinh tS' Tff dau mo de'n di$n ndng, tff tieu dung d6'n gid ca, nang Iffdng ndi chung tff Idu da dffOc de cap trong cac nghien cffu kinh te tff quy mo qud'c te den quy mo qud'c gia. Dac biet, md'i quan he giffa tieu thu nang IffOng vd lang trffdng kinh te' da dffdc nghien cffu vdi ra't nhieu cdch tie'p can khde nhau nhff phan tich dinh tinh va dinh Iffdng.
Nang Iffdng trong cac nghien cffu kinh te dffOc nghidn cffu vdi 02 chi lieu dien hinh: cffdng do ndng Iffdng vd he so'dan hoi ndng Iffdng theo thu nhap Cffdng dp nang Iffdng (EI =E/I vdi I thffdng la GDP va E la tieu diing nang Iffdng) phan dnh mffc d6 sff dung nang Iffdng trong phat trien kinh te, sff bie'n tbidn cua cffdng dd nang Iffdng EI giiip giai thich sff bid'n thien cua tieu dung ndng Iffdng theo chi tieu tdng Irffdng kinh te'. Hd sd' ddn hoi
(eE/GDP ) phan dnh phan tram thay doi cua lieu dung ndng Iffdng khi tdng trffdng kinh te' {nhff GDP) thay doi I %.
Mot each tie'p can khac, nang Iffdng trong md'i quan he vdi kinh te'dffdc the hien thdng qua viec xay dffng cdc ham san xua't (vdi cac ye'u td' dau nhff ndng Iffdng (E) cung vd'n (K), lao dpng (L), nguyen vat lieu (M)) cho phep giai thich tac ddng ctia cac bie'n so den tang trffdng kinh te trong dd cd ndng Iffdng. Cdc dau vao dffdc td hpp theo cac ty le bie'n ddi theo khong gian va thdi gian dffdi anh hffdng cua tie'n bo khoa hoc ky thuat va theo mffc gia tffdng dd'i cua cac ye'u to'do, O ddy, ban chd^t md'i quan he giffa vd'n va nang Iffdng dffdc chffng minh la bo sung hoac thay the Idn nhau. Ham nhu cau nang Iffdng tff do cung dffdc xdy dffng tren cd sd cdc dieu kien va ke't ludn dffa ra tff ham san
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xud't, bieu dien tac ddng cua cdc bien sd len Iffdng cau vl nang Iffdng.
Mdt sd ham san xua't thffdng gap nhff ham KLEM (coi sff thay the cdc ye'u to' dau vao Id cd the); ham Leontief coi sff kdt hdp cac ye'u to' d^u vao la cd' dinh theo ty le khdng ddi dd'i vdi mot innh do cdng nghe nha't dinh nen coi trong cd sff bd sung hodn bao giffa nang Iffdng (E), vd'n (K) va lao dpng (L). Ham CES dffdc xdy dffng tranh viec thien ve mot trong hai thai cffc (thay the hoac bd sung giffa nang Iffdng va vd'n)... Tuy nhien, m6t han chd cua hau he't cdc ham sdn xud't nay la chffa tinh de'n sff tac dong cua tnnh dp khoa hpc cdng nghe, trong khi yd'u to' nay cd anh hffdng quan trpng den ket qua dau ra cua qua trinh san xua't.
Viec bo qua yeu td' nay la mot diem ban che tao ra khoang cdch giffa ly thuydt va thffc tien trong cac nghien cffu ve mdi quan be giffa tieu thu nang Iffdng va tang trffdng kinh te.
Ngoai ham san xua't, md'i quan he giffa lieu thu nang Iffdng va tdng trffdng kinh te da dffdc de cap tdng quan hdn trong nhieu md hinh tang trffdng kinh te, trong do nang Iffdng tieu thu la mdt yeu to' dau vdo cua md hinh mo phdng dffdi dang mpl phan cua tai nguyen thien nhien. Hau het deu chi ra sff lac ddng tich cffc cua tieu thu nang Iffdng den tang trffdng kinh te. Tuy nhien diem ban che cua cdc mo hinh tang trffdng nay la viec xem xet quan he dffa tren cdc nhdn dinh, chffa chi rd tdc ddng giffa tieu thu nang Iffdng va tang trffdng kinh te, khong the dinh Iffdng mdi quan he nay mot cdch ro rang de cd nhffng danh gia va dff bdo cu thd. Dac biet, viec danh gia tdc dpng cua deu thu nang iffdng tdi tdng trffdng kinh te thdng qua tac ddng cua tai nguyen thien nhien la khdng thffc sff chinh xac, vi hai yeu td ndy khdng trung khdp hoan loan vdi nhau.
Vdi cac nen tang ly thuydt kha phong phii, md'i quan he giffa tieu dung ndng Iffdng va tdng trffdng kinh te dd dffdc nghien ciiu bang cdc phan tich dinh Iffdng. Chiing tdi chi he thd'ng hda d day mot so' nghien cffu didn hinb ve md'i quan he nay. J. Kraft va A. Kraft [I] nghien cffu mdi quan he giffa tieu thu nang Iffdng va tdng trffdng kinh te (GNP) tai Hoa Ky giai doan 1947-1974. Ket qua nghien cffu da chi ra sff tdc ddng mdt chieu tff GNP ddn tieu thu ndng Iffdng tai qud'c gia nay. Ciing tai Hoa ky, nghien cffu cua A. T. Akarca va T. V. Long [2] lai chi ra mpl hffdng tac dpng khac. Dd la tdc dpng mdt chieu cua tieu thu nang Iffdng dd'n phat trien
kinh te dffdc do Iffdng thdng qua ly le tha'l nghiep vdi chudi sd' lieu thang cho giai doan 1950-1970, Gan ddy, nghien cffu cua Li and all. [7] tai Trung qud'c dffa tren chudi thdi gian tff giai doan 1985-2007 vdi vide su" dung phffdng phdp Dynamic OLS cung do Iffdng md'i quan he giffa tang tnSdn^
kinh te vd tieu thu nang Iffdng. CQng vdi phffdng phdp Dynamic OLS nhffng ket hdp vdi m6 hinh hi$u chinh sai so' ECM nghien cffu cua Menegaki va Ozturk [8] phan lich mdi quan he giffa tieu diing nang Iffdng boa thach va GDP cho 26 qudc gia chau Au giai doan 1975-2009. Ke't qua cung chira rdng, ndng Iffdng hda thach cd anh hffdng den tang trffdng kinh te' trong dai han. Va mot so' nghien cl?u khac trong ITnh vifc nay cung cho ke't qua kha d6ng nha't C. Sim [5], SqualH [6] vv.
Tai Vidt Nam, nghien cffu cua Tran Thi Mai [10]
giai doan 1996-2014, sff dung kiem dinh nhan qua VECM Granger da chi ra tac dpng mot chieu giifa Iffdng dien ndng tieu thu vd tdng trffdng kinh te'ciia 6 qudc gia ASEAN Nghien cffu Le Thi Kim Loan [9] sff dung dff heu giai doan 1986-2014, bang phffdng phap kiem dinh nhdn qua Toda-Yaraamolo chi ra ton tai quan he nhan qua hai chieu giffa ti6u thu dien nang vd tang trffdng kinh te.
Nhff vdy, cac nghien cffu dinh Iffdng ma chiing toi h8 thd'ng hoa tdp trung chu ydu vao cdc nu'dc phat irien, hoac tap trung vdo mot dang nang Iffdng. O Viet Nam hau nhff chffa cd nghien ctfu dinh Iffdng nao xem xet mot each 6iy du vd loan dien ve mdi quan he giffa tieu thu nang Iffdng va tang trffdng kinh te. Bai bao cd muc lieu nghien cffu tdng the, kiem dinh mpl each hieu qua mdi quan he giffa tidu thu nang Iffdng va tang trffcing kinh te'tai VielNam.
2. Khai quat v^ phifdng phap nhSn qua Granger [3], [4]
Tff ket qua cac nghien cffu da dffdc trien khai t^ii nhieu qud'c gia, chung tdi gid thuyet rang cung se tdn tai md'i quan hd nhdn qua giffa tieu thu nang Iffdng va tang trffdng kinh te d Viet Nam. Dodo, vide kidm dinh md'i quan hd nay vdi cdc phffdng phap kiem djnh hi6u qua nham tim ra bdn chd't vi xac thffc viec co thffc sff tdn tai quan he nhan qua hay khdng la dieu chung tdi mong mud'n nghi6n cffu trong nghien cffu nay.
Ve mat phffdng phap, kiem dinh nhdn qua ciia Granger la nidt trong nhffng phffdng phdp dffdc sii dung phd bien va dem lai hi$u qua cao trong viec nghien cffu chudi thdi gian nhdm chi ra tac ddng va
KINH TE
chieu hffdng tac ddng giffa cac bien sd. Ve cd ban, quan he nhan qua la mot van de phffc tap dd dffdc nghien cffu iff rd't lau. Quan he nhan qua ma Granger nghien cffu la viec dff dodn gid tri trong tffdng lai cua mot bien thong qua cdc gid tri trong qua khff cua cac bie'n khde hoac cua chinh nd.
Phffdng phap nhan qua Granger xua't phat tff cO sd linh dffng cua chudi thdi gian de hinh thanh cac kiem djnh va cho ra ket qua. Viec kiem dinh tinh difng va quan he ddng lien ke't la cd sd rd't manh de khang dinh cac ffdc Iffdng hoi quy khdng rdi vao hdi quy gia mao.
Viec sff dung phffdng phap kiem tra quan he nhan qua Granger xac dinh ed hay khdng quan he nhdn qua va chieu hffdng cua quan he nhan qua do. Chieu hffdng cua quan he nhdn qua cd the phu thupc vao so' bien trong md hinh. Ket qua kiem dinh Granger rd't nhay cam vdi vide Iffa chpn dd tri cac bidn, Neu do tre dffdc ebon be hdn dd tre thffc sff, thi viec bd sdt bie'n tre thich hdp ed the lam chech ket qua. Ngffdc lai, neu Idn hdn, thi sd' bien tre khong thich hdp se lam cho ede ffdc Iffdng khong hieu qud. Tr6n cd sd phffdng phap nhdn qua, mdi quan he giffa hai bie'n chuoi thdi gian X, Y cd thd CO nhffng khd ndng xay ra nhff sau:
X tac ddng nhdn qua mdt chidu de'n Y hoac ngffdc lai (uni-direclional causahly)
X vd Y tdc ddng nhan qua hai chieu lan nhau (bi-directional causality)
X vi Y doc lap vdi nhau (non-causality) Ve each thffc thffc hien kiem dinh Granger, trffdc he't ffdc Iffdng md hinh hdi quy xud't phdt cua cdc bien, tff dd thu dffdc cac phan dff:
Kiem dinh tinh dffng cua cac phan dff ut theo cdc tieu chuan DF (Dickey Fuller) va ADF.
(Augumented Dickey Fuller). Neu ut thda man tinh dffng thi mdi quan he cua hai bidn X va Y la mot mdi quan he dai han.
Tff dd, ta cd cac trffdng hdp sau:
* Neu S"j=/)J # 0. l.%iP = 0 va cac gia tri nay CO y nghTa thd'ng ke thi tdn tai quan he nhan qua theo chieu tff Y den X
* Ne'u Y."j=!7j = 0 , 1 % / p # 0 va cae gid tri nay CO y nghia thdng kd thi ton tai quan he nhan qua theo chieu tff X den Y
* Neu !%/)}• # 0, S%jp# 0 va cdc gid tri nay CO y nghia thdng ke thi tdn lai quan he nhdn qua theo hai chidu giffa X va Y
* Neu T."i=iYj = 0, Yfh^iP = 0 va cac gia trj nay cd y nghia thd'ng ke thi khdng tdn tai md'i quan he nhdn qua giffa X va Y
* Ne'u Yfj^iYj hoac ^''j=jp khdng cd y nghTa thd'ng ke thi ta hieu rang cac gia tri cua bien phu thudc dffde giai thich bang cdc gid tri trong qua khff cua chinh bien dd.
Kiem dinh nhdn qua Granger tuy da chi ra md'i quan he dai ban giffa cac bien va chi ra chieu tac ddng cua chung den nhau nhffng chffa Iffdng hda dffdc md'i quan he do mot cdch rd rang. Do dd mudn nghien cffu sdu bdn ve md'i quan he giffa cac bien de co dffdc nhffng danh gia chuan xdc nha't, can CO them nhffng phffdng phap khac de hoan thien ke't qua cd dffdc tff kiem dinh nhdn qua Granger. Md hinh hieu chinh sai so'ECM va kiem dinh ddng hen ket Johansen dffdc sff dung ket hdp trong muc tieu nay.
3. H§ thd'ng cd sd AS li$u va thig't l§p md hinh kiem dinh Granger
De nghien cffu md'i quan he nhan qua theo phffdng phap Granger giffa tieu dung ndng Iffdng va tang trffdng kinh te, cac dff lieu dffdc sff dung la dff lidu hang ndm theo chudi thdi gian giai doan 1984-2016 cho Vidt Nam, trong dd:
Bien so' tang trffdng kmh le: dai dien bdi long thu nhdp qud'c ndi theo gid cd' dinh nam 2010 (GDP, ty USD) dffdc thu thdp tren he thdng cd sd dff lieu cac chi sd phdt trien (WDI) cua Ngan hang Thd gidi (WoridBank). Vdi viec sff dung GDP theo gia co' dinh se giup giup loai bd sff anh hffdng cua yeu td' lam phdt trong nen kinh te.
Bidn tieu dung ndng Iffdng: dai dien bdi tdng mffc tieu thu nang Iffdng sd cd'p (ty BTU) dffdc thu thap tff Cd quan Nang Iffdng Qudc te (Intemational Energy Agency - IE A).
Do tinh xu the' cua hai chudi so' lieu di theo mot quy luat ham mu, viec giff nguydn bp sd lieu theo xu the nhff tren se gay ra nhffng khd khan nha't dinh cho viec kiem dinh cdc gia thuyet sau nay bdi cac chudi cd xu the tang theo ham mu thffdng khdng dffng d chudi go'c hay sai phdn bdc (I). De xff ly va'n de ndy, bai bdo sff dung logarit ed so' tff nhien (Ln) hai chudi so', tff dd chuyen tff phdn tich danh gia md'i quan he giffa hai chudi GDP va EC thdng qua nghien cffu md'i quan he giffa hai chudi LNGDP va LNEC. Tren ed sd do kiem dinh nhdn qua Granger dffa tren phffdng phdp ludn ciia Engle- Granger [12] kel hdp vdi md hinh hieu chinh sai so' ECM. Kiem dmh ADF dffdc siV dung de kidm
Sd 10-Thang 5/2019 107
dinh tinh dffng ciia chuoi thdi gian. Md'i quan he nhdn qua giffa tang trffdng kinh td (GDP) va tieu thu nang Iffdng (EC) dffdc kiem vdi 2 gia thuye't:
HO 1: Tieu thu nang Iffdng (EC) khdng tac dOng nhdn qua den GDP;
H02: GDP khong tdc dpng nhdn qua de'n tieu thu nang Iffdng (EC).
Tff viee kidm dinh gia thuyet tren bang eac gid tri thdng kd dffdc tinh loan tren phan mem Eviews, md'i quan he giffa nang Iffdng tidu thu va GDP dffdc bieu dien bdi md hinh hieu chinh sal so'nhff sau:
DGDP, = Ao +A,DGDP,,, + A2DEC,.j + A^ECTl-l + u, DEC, = S„ H- BjGDP,,, + B2DEC,.,
-H BjECT,., + u,
Trong dd: GDP,, EC, lan Iffdt la long thu nhdp quoc ndi vd tdng mffc tieu thu nang Iffdng sd cap;
i,j Id dp trd so vdi ndm thff t; D la loan tff sai phdn;
ECTla phan dff ket qua hdi quy cac he so dai ban Y phu thupc vao X; u, la nhidu trang; A3 va B3 la cdc he sd bieu thi mffc dp sai l$ch cua bien phu thudc trong ngdn han so vdi ddi han. Vi du, neu A3 xap xi 0, co nghTa la GDP hien tai khdng ed sff mat can dd'i so vdi GDP dai han. Neu he so' nay dang ke vd mat thong ke, thi nd bieu thi ty le ma't cdn dd'i cua GDP d mdt thdi doan dffde hieu chinh trong giai doan tiep theo theo chieu hffdng tang hoac giam.
* Neu A2 khde khong va co y nghTa thd'ng ke, nhffng BI khdng cd y nghTa thi sff bie'n dpng cua EC la nguyen nhdn gdy ra sff bien ddng cua GDP (uni-directional causality).
* Neu A2 khdng co y nghia thd'ng ke, nhffng B1 khde khong vd ed y nghTa thdng ke thi chung ta kdt luan rdng GDP anh hffdng den EC (uni-directional causality).
* Neu A1 va BI deu khac khdng va cd y nghTa thdng ke, thi chung ta kdt luan rang GDP va EC tac dpng qua lai ISn nhau (bidirectional causality).
* Ndu AI va BI deu khdng cd y nghia thd'ng ke, thi GDP vd EC la ddc lap vdi nhau.
Trong cdc trffdng hdp tren, neu A1 vd A2 khde khdng va cd y nghTa, didu nay dffde hieu rang cdc bien phu thudc dffdc giai thich bdi chinh gid tri trd cua chung trong qud khff
Cac bffdc thffc hien tren ndn dff lieu cua Viet Nam nhff sau:
Budc !: Kiem dinh tinh difng
Thffe hi8n kidm dinh tinh dffng dd'i vdi cac chudi
thdi gian LNGDP va LNEC de dam bao cac chufii thdi gian nay la dffng tai chudi go'c bode dffng tai chudi sai phdn. Phan tich hdi quy dat ra didu kien lien quyet Id cac chudi thdi gian phai dffng dam Mo cdc ffdc Iffdng giffa LNEC va LNGDP la dang tin cay va khdng cd hdi quy gia mao,
Budc 2: Kiem dinh quan he nhdn qud Granger Kiem dinh md'i quan he nhan qua giffa LNGDP va LNEC bang phffdng phap Granger de chi ra xem ed tdn tai md'i quan he nay hay khdng va chieu tdc ddng ra sao,
Budc 3: Kiem dinh dong lien ket Johansen Thdc hidn cac kiem dinh trong phffdng phdp kiem dinh cua Johansen de ehi ra xem cd bao nhieu quan hd ddng lidn ket giffa hai bien so LNGDP va LNEC.
Budc 4: Lfdc luang mo hinh ECM Md hinh ECM dd Iffdng hoa cac md'i quan he ddng lien ket giffa LNGDP vd LNEC (neu co), chi ra tac giffa hai bien vdi nhau trong dai han va viec dieu chinh trong ngdn han,
4. Kdt qua kiem dinh nhSn qua Granger giSa LNGDP va LNEC
a) Kiem dinh tinh dUng cua chudi thdi gian va Ilia chon dg tre
Vdi sff hd trd cua EVIEW, kdt qud kiem djnii nghiem ddn vi bang ADF dd'i vdi 2 chudi LNGDP, LNEC tai chudi gd'c va chudi sai phan cho thSy LNGDP vd LNEC dffng tai sai phan bac (I) vdica 3rnffcy nghia I%,5%va 10%. Vdi ket qua ndy c6 the khang dinh rdng cac chudi dff lieu cd dffng sai phan va chung la cdc lich hdp bdc mdt I (I). Dieu nay dam bao cho cac ke't qua phdn tich sau ddy la ffdc Iffdng dffdc theo phffdng phdp hdi quy OLS thdng thffdng,
Vdi cac chudi dffng tai sai phdn tich hdp cung bac 1(1), tien hanh kidm dinh nhdn qua Granger tren chudi gd'c de xem xet md'i quan he gifla LNGDP va LNEC. De kiem dinh nhan qua Granger ta can xac djnh dd tri td'i ffu. Viec xac dinh dd tre phii hdp cd y nghTa ra't Idn tdi kdl quii phan tich do kiem dinh nhan qua Granger va cac kidm dinh bo sung deu rd't nhay vdi sd bidn trong md hinh. De xde dinh dp trd td'i ffu, cac bai nghien cffu thffdng cdn cff vao cac tieu chuan: AIC (Akaike Information Criterion), SC (Schwarf Bayesian) va HQ (Hannan - Quinn Information Criterion). Theo AIC, SC va HQ, dd trd td'i ffu difdc Iffa chpn la dp tre cd chi sd nho nhd't. Ket qua lifa chpn dp trd dffdc trinh bay trong Bang 1.
KINH TE
Bang 1. Liia chon d p t r i tdi lAi Lag
0 1 2 3 4 5
«
LogL 3611516 146.0288 162.7354 155 8895 158.4240 163 2511 165.2947
LR NA 197.1799 10.9292r 4.672799 3.379293 5.721050 2.119209
FPE 0.000295 1 07e-07 s.sse-osr 9.67e-08 1 10e-07 1.08e-07 1 35e-07
AIC -2.452975 -10.37251 -10.57299' -10.51034 -10 40178 -10.46305
•10.31812 SC -2.356987 -10.08454 -10.09305' -9.838421 -9.537887 -9.407181 -9.070281
HQ -2.424433 -10.28688 -10.4302(r -10.31054 -10.14490 -10.14908 -9 947074
Ket qua Bang I xac dinh dffdc dd tre tdi ffu k*
= 2 dffdc sff dung trong nghien cffu. Tff do ta tien hanh kiem dinh nhdn qua Granger vdi dp tre da Iffa chpn.
h) Kiem dinh quan he nhan qudn Granger Bang 2. K i t qua kiem djnh quan he
nhan qua Granger Pairwise Granger Causality Tests
Sample: 1984 2016 Lags: 2 Null Hypothesis:
LNEC does not Granger Cause LNGDP
Oils 31
LNGDP does not Granger Cause LNEC
F-Statistic 1.03688
10.0010 Prob.
0.3691
0 0006*
Ngudn: Ke't qud chay E'vie'ws 11 vdi dQ lieu Viet Nam Kdt qua kiem dinh Granger tai Bang 2 cho tha'y, vdi mffc y nghTa 5% ta thd'y Proboi = 0.3691> 0.05
Ngudn. Ketqud chay Eviews II vdiddUSu VielNam du hidu Iffc dd chd'p nhdn gia thiet HOI cho rang LNEC khong co tac dpng den LNGD. Ngffdc lai vdi Probo2 =0.0006<0,05 dam bao hieu Iffc dd bac bd gia thiet H02 cho rang LNGDP khdng tac dpng den LNEC. Tff dd ta khang djnh dffde rang, d mffc y nghia 5%, LNGDP va LNEC cd md'i quan he nhan qua vdi nhau ma d day la tac dpng mot chidu tff LNGDP den LNEC hay ndi each khde tieu thu nang Iffdng EC bi anh hffdng bdi tang trffdng kinh te GDP tai Viet Nam. De Iffdng hda chinh xdc hdn md'i quan he nhan qua nay nhff chung tdi dd dd cdp d tren can bo sung md hinh ffdc Iffdng ECM. Dieu kidn de sff dung ECM la cdc chudi phai ddng tich hdp ciing bac, tffc la cd ddng hen ket. Dffdi day la ket qua kiem dinh tinh ddng lien ket giffa 2 bien LNGDP vd LNEC (Bang 3).
Vdi kdt qua txi Bang 3 ta tha'y kidm dinh ddng lidn kdt phu nhdn cdc gia thuyet khong cd ddng hen kel nao cung nhff cd nhieu nha't mdt ddng lien ket va nhff vdy khang dinh rang co hai ddng hen kdt giffa chuoi LNGDP va LNEC d mffc y nghia 5%.
Bang 3. Kiem djnh d o n g lien ket Johansen ddi vdi LNGDP vd LNEC Sample (adjusted): 1987 2016
Series: LNGDP LNEC Lags interval (in first differences): 1 to 2 UnrBstricted Cointegration Rank Test (Trace) Hypothesized
No ofCE(s) None' At most 1 '
Eigenvalue 0 463216 0.383324
Trace Statistic 32.61338 14.60236
0.06 Critical Value
25.87211 12.51798
Prob."
0.0062 0.0230 Trace test indicates 2 cointegrating eqn(s) at the 0.05 levei
' denotes rejection of the hypothesis at the 0.05 level
Ngudn: Ke't qud chay Eviews 11 vdi dS lieu Viet Nam
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Ket qua ndy la cd sd cho phep ffdc Iffdng md hinh ECM de cu the hda cac md'i quan he nhan qua tren bdng sd. Dieu nay cd gid tn dinh Iffdng quan trpng trong viec ddnh gid va dff bao cho cdc nhu clu nang Iffdng vd tang trffdng kinh td trong tffdng lai. Thffc hien ffdc Iffdng mo hinh ECM vdi mffc y nghTa 5%, dp tri la k*=2 vdi hai chudi thdi gian LNGDP va LNEC ta dffdc cac ket qua nhff Bang 4.
Bdng 4. Quan he trong ddi
nghien cffu dffa ra eac kel qua trdi chieu cOa ciing mgt vd'n de do cac phffdng phap tie'p can khac nhau, nhff trong nghien cffu cua J. Squalh (2007), Ket qua nay khdng ddn den sff vd ly eua nghifin cffu ma thffc te da dem lai cdi nhin tdng quan hfln vd tdc ddng cua EC den GDP khi chffa the chsfp nhdn hay bac bo md can cdc danh gid khac de kidm chffng chdc chdn ve md'i quan he nay.
hqn cua LNEC vd LNGDP Cointegrating Eq:
LNGDP{-1) LNEC(-I)
C
ColntEql 1.000000 -0.717491 (0.00698) [-102.726]
0.664367
Cointegrating Eq:
LNEC(-I) LNGDP(-I)
C
Coln£q1 1.000000 -1.393745 (0.01365) [-102.092]
-0.926968
Nhff vdy Gid tri t-statistie = 102.726 Idn hdn gid tri t tra bang, chffng id trong ddi han LNEC lac dpng den LNGDP theo chieu thuan. Gia tri tdc dpng dffdc Id'y ngffdc dau so vdi kd't qua tim dffdc do mdi quan he LNGDP(-l) - 0.7I7491LNEC(-1) + 0.664367 giffa LNGDP va LNEC se dat den didm can bang trong dai han, ve dai han khi LNEC tang 1% thi se tac ddng ddn ddn tdng LNGDP 0.717%. Tffc la khi EC tang 1 % thi GDP tang tffdng dffdng 0.716%. Ngffdc lai, khi LNGDP tdng 1 % thi LNEC tdng 1.394%. Tffc la khi GDP tang 1% thi EC tang 1.397%. Gid tri t-statislic= 102.092 Idn hdn gia tri tdi ban tra bang nen trong dai ban LNGDP ciing ed tac dpng ddn LNEC theo chieu thuan.
Nhff vay, dd co sff mau thudn ve ket qua kiem dinh giffa phffdng phdp Granger va md hinh ECM.
Tuy nhien ddy khdng phai Id vd'n de lan dau xua't hien trong cac nghien cffu cd sff dung ciing luc 2 phffdng phdp nay. Tren thd gidi cung da co nhffng
Ngudn: Ketqud chay Eviews 11 vdi dU lieu VielNam
5. Kg't luan
Vdi cac kdt qua dffde kiem dinh bang cac mo hinh xay khang dinh rang cd sff tdc ddng nhan qua Iff tang trffdng kinh te (GDP) ddn tieu dung nang Iffdng (EC) d Viet Nam. Ket qua nay la cd sd cho cdc phdn tich, ddnh gia cung nhff viec dff bao cho tffdng lai, eac de xuat, kidn nghi Hen quan den sft dung hieu qua nang Iffdng, thffc hien cac chffdng trinh qud'c gia ve nang Iffdng, doi mdi cdng nghe de tidt kiem nang Iffdng.
Tuy nhien, vln cdn nhffng han che" nha't dinh lien quan den dff lieu tinh dai dien mdu chffa cao (van de chung cua nhieu bai nghien cffu d Viet Nam); vd'n dd ffdc Iffdng dp trd... va dac biet la sii khdng ddng nha't giffa ke't qua cua md hinh ECM va kiem dinh nhan qua Granger ddn den chffa the ket ludn chac chan vd tac ddng eua EC den GDP tai Viet Nam. Cdc han che' se md ra cdc hffdng nghien cffu tie'p theo vdi cac ke't qua tdt hdn •
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Ngay nhan bai: 18/4/2019
Ngay phan bi^n danh gia va su'a chffa: 28/4/2019 Ngay chap nh^n dang bai: 8/5/2019
'Thong tin tdc gid:
PCS. TS. BUI XUAN HOI
HOANG THU HUYEN - HOANG VAN DONG - D 5 THI HOANG YEN Trffdng Dai hoc Bach khoa Ha NOi
APPLYING THE RELATION BETWEEN CAUSE AND EFFECT DEVELOPED GRANGER TO ANALYZE THE RELATION BETWEEN ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM
• Assoc.Prof.Ph.D BUI XUAN HOI
• HOANG THU HUYEN - HOANG VAN DONG - DO THI HOANG YEN Hanoi University of Science a n d Technology ABSTRACT:
The relationship between energy consumption and economic grov^'tb has long been interested in research because it is the basis of implementing energy system development plans to achieve economic development goals and socio-economic development effectively and sustainably. The relation between cause and effect developed Granger was used in this study to analyze the relation between energy consumption and economic growth in Vietnam. The data used in the study include data on gross domestic income at fixed prices in 2010 - the variety for the economic growth and the total primary energy consumption. The Granger test's results show that the economic growth has a causal effect on the energy consumption in the short term, while the ECM error correction model indicates a two-way causal relationship between energy consumption and economic growth.
Keywords: Energy consumption, GDP, relation between cause and effect. Granger method.
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