The Environmental Kuznets Curve in Poland - Evidence from Threshold Cointegration Analysis

• Autorzy: Mariola Piłatowska , Aneta Włodarczyk , Marcin Zawada

Warianty tytułu

Ekologiczna krzywa Kuznetsa dla Polski - analiza progowej kointegracji

• Języki publikacji: EN

Abstrakty

Artykuł przedstawia analizę relacji długookresowej między emisją gazów cieplarnianych w przeliczeniu na mieszkańca a realnym PKB w przeliczeniu na mieszkańca (hipoteza EKC, ekologiczna krzywa Kuznetsa) z wykorzystaniem podejścia progowej (asymetrycznej) kointegracji i modelu korekty błędem dla polskiej gospodarki w okresie 2000- 2012 (dane kwartalne). Standardowy model EKC został rozszerzony o zużycie energii w celu zbadania wpływu dodatkowych zmiennych na wyniki. Hipoteza EKC była sprawdzana z wykorzystaniem progowych modeli autoregresyjnych (TAR i MTAR). Ponadto, dla zbadania krótkookresowej i długookresowej przyczynowości Grangera między emisją gazów cieplarnianych w przeliczeniu na mieszkańca a realnym PKB w przeliczeniu na mieszkańca zastosowano progowy model korekty błędem. Otrzymane wyniki dostarczają istotnych dowodów na rzecz hipotezy EKC dla przypadku Polski oraz wskazują, że tymczasowe odchylenia od ścieżki długookresowej równowagi EKC są korygowane w asymetryczny sposób. (abstrakt oryginalny)

EN

The article aims to look at the long-run equilibrium relationship between per capita greenhouse gas emissions and per capita real GDP (EKC hypothesis) in an asymmetric framework using the non-linear threshold cointegration and error correction methodology for Polish economy during the period 2000 to 2012 (quarterly data). To test the robustness of the results the additional explanatory variable (per capita energy consumption) is added to the EKC model. The EKC hypothesis is tested using threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) cointegration method. Moreover, the threshold error correction model (TECM) is implemented in order to examine both the short-run and the long-run Granger-causal relationship between per capita greenhouse gas emissions and per capita income. We found strong evidence in favour of the EKC hypothesis for the Polish case and additionally we confirmed that adjustment of deviations toward the long-run equilibrium is asymmetric. (original abstract)

Słowa kluczowe

PL

Krzywa Kuznetsa; Emisja gazów; Zużycie energii; Wzrost gospodarczy; Kointegracja; Ekologia

EN

Kuznets curve; Gas emissions; Energy use; Economic growth; Cointegration; Ecology

• Czasopismo: Dynamic Econometric Models
• Rocznik: 2014
• Tom: 14
• Strony: 51-70

Twórcy

autor

Mariola Piłatowska

• Uniwersytet Mikołaja Kopernika w Toruniu

autor

Aneta Włodarczyk

• Czestochowa University of Technology

autor

Marcin Zawada

• Częstochowa University of Technology

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Identyfikatory

DOI

10.12775/DEM.2014.003