Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks
Are shocks to disaggregated energy consumption in Malaysia permanent or temporary? Evidence from LM unit root tests with structural breaks
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DOI：
10.1016/j.rser.2013.10.040
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发表时间：
2014-03
影响因子：
15.9
通讯作者：
H. Lean;R. Smyth
中科院分区：
文献类型：
--
作者：
H. Lean;R. Smyth
本文的目的是检验马来西亚的能源消费，按部门和类型分类，是固定的还是包含单位根。为了实现我们的目标，我们应用了最多具有两个结构突变的拉格朗日乘数(LM)系列单位根检验。根据在不中断、一中断和两中断情况下在结果之间进行选择的决策规则，我们发现，在能源分类系列中，50%至70%的能源消耗是固定的，25%至50%的部门是固定的。讨论了对马来西亚政府减少化石燃料消耗的尝试的影响。
The objective of this paper is to examine whether energy consumption in Malaysia, disaggregated by sector and type, is stationary or contains a unit root. To realize our objective we apply the Lagrange multiplier (LM) family of unit root tests with up to two structural breaks. Depending on the decision rule for selecting between results in the no-break, one-break and two-break cases, we find that energy consumption is stationary for between 50 per cent and 70 per cent of the disaggregated energy series and between 25 per cent and 50 per cent of sectors. Implications for the Malaysian government's attempts to reduce fossil fuel consumption are discussed.