為了找出台灣經濟成長、個別工業部門電力消費以及總工業用電消費的因果關係，本研究將從單根檢定探討時間序列平穩性，Johanson協整檢定找出協整關係，套用向量自迴歸模型(VAR) 或向量誤差修正模型(VECM)，最後使用格蘭傑因果檢定找出因果關係。

研究結果顯示，工業部門用電及國內生產毛額具有雙向Granger因果關係(IND↔GDP)；國內生產毛額與電腦週邊及視聽電子產業製造業用電，存在雙向Granger因果關係(ELMA↔GDP)；國內生產毛額與化學材料製造業用電，具有雙向Granger因果關係(CHEM↔GDP)；然而，在金屬基本工業用電方面，僅存在金屬基本工業用電對國內生產毛額之單向Granger因果關係(BMTL→GDP)。

In order to find the causal relationship between Taiwan's economic growth, power consumption of individual industrial sectors, and total industrial power consumption, this study will explore the stability of time series from the unit root test , VAR or VECM , and finally use Granger causality test to find out the causality.

The research results show that the industrial sector's electricity consumption and gross domestic production have a two-way Granger causality (IND↔GDP); the domestic production gross and the computer peripherals and audio-visual electronics industry manufacturing electricity have a two-way Granger causality (ELMA↔GDP) ; The gross domestic production and electricity used in the manufacturing of chemical materials have a two-way Granger causality (CHEM↔GDP); however, in terms of electricity in the basic metal industry, there is only one-way Granger for the gross domestic production Causality (BMTL → GDP).

論文審定書……………………………………………………….…………..………............i
中文摘要……………………………………………………………….…………..….............ii
英文摘要……………………………………………………………….……………...............iii
目錄………...………………………………………………...…….…………………..............iv
圖次……………………………………………………………..….………...…….…..............vi
表次…………………………………………………….………………...……..……...............vii
第一章 緒論…..………………………………………………………………………............1
第一節 研究背景…………..………………………………………………….....1
第二節 研究動機…………..………………………………………………….....2
第三節 研究目的…………..………………………………………………….....5
第二章 文獻回顧……………………………………………………………………............6
第一節 亞洲能源用電與經濟成長因果關係..………………….....6
第二節 非亞洲地區能源用電與經濟成長之因果關係..………8
第三章 研究方法……………………………………………………………………............9
第一節 單根檢定…………..…………………………………..……………......11
第二節 最適落後期數選擇…..…………………………………..………….14
第三節 協整檢定…………..…………………………………..……………......15
第四節 向量自迴歸模型…………………..………..………………………...18
第五節 向量誤差修正模型…………………..………..……………………..19
第六節 Granger因果關係檢定.…………………………………….……….20
第四章 研究結果…………………………………………………………………….............23
第一節 變數定義及資料來源….…………………………………………….23
第二節 實證分析……………………………………………………………........25
第三節 向量誤差修正模型………………………………………………...…30
第四節 Granger因果關係……………………………………………..…...…34
第五章 結論與建議…………………………………………………………………............35
第一節 結論…………………………………………………………………...........35
第二節 建議………………………………………………………………...........…37
參考文獻……………………………………………………………………..………................38

一、中文部分
1.楊奕農(2017)，時間序列分析:經濟與財務上之應用(三版)，台北市，雙葉書廊。
2.黃盈如(2017)，經濟成長、二氧化碳排放、能源消耗、核能與再生能源消耗之實證分析-以台灣為例，國立中山大學經濟學研究所碩士論文。
3.陳旭昇(2013)，時間序列分析:總體經濟與財務金融之應用(二版)，台北市，東華。

二、英文部分
1. Asafu-Adjaye, J. (2000). The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries. Energy Economics, 22(6), 615-625.
2. Bowden, N., & Payne, J. E. (2009). The causal relationship between US energy consumption and real output: a disaggregated analysis. Journal of Policy Modeling, 31(2), 180-188.
3. Cheng, B. S., & Lai, T. W. (1997). An Investigation of Co-integration and Causality between Energy Consumption and Economic Activity in Taiwan. Energy Economics, 19(4), 435–444.
4. Chiou-Wei, S. Z., Chen, C.-F., & Zhu, Z. (2008). Economic Growth and Energy Consumption Revisited--Evidence from Linear and Nonlinear Granger Causality. Energy Economics, 30(6), 3063–3076.
5. Ciarreta, A., & Zarraga, A. (2010). Electricity Consumption and Economic Growth in Spain. Applied Economics Letters, 17(13–15), 1417–1421.
6. Chang, C. C. (2010). A multivariate causality test of carbon dioxide emissions, energy consumption and economic growth in China. Applied Energy, 87(11), 3533-3537.
7. Dagher, L., & Yacoubian, T. (2012). The causal relationship between energy consumption and economic growth in Lebanon. Energy Policy, 50, 795-801.
8. Ferguson, R., Wilkinson, W., & Hill, R. (2000). Electricity use and economic development. Energy Policy, 28(13), 923-934.
9. Odhiambo, N. M. (2009). Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach. Energy Policy, 37(2), 617-622.
10. Y, Cheng-Lang , Lin, H.-P., & Chang, C.-H. (2010). Linear and Nonlinear Causality between Sectoral Electricity Consumption and Economic Growth: Evidence from Taiwan. Energy Policy, 38(11), 6570–6573.

參考網站:
1.AREMOS 經濟統計資料庫https://reurl.cc/z8E71V
2. 經濟部https://reurl.cc/d0Avy2