Luận án Hội nhập, tiêu thụ năng lượng và tăng trưởng kinh tế

L approach to the CO2 emissions, renewable energy and economic growth nexus: Tunisian evidence. International Journal of Hydrogen Energy, 42(48), 29056-29066. Chimobi, O. P. (2010). The causal Relationship among Financial Development, Trade Openness and Economic Growth in Nigeria. International Journal of Economics and Finance, 2(2) Chirwa, T. G., & Odhiambo, N. M. (2019). Electricity consumption and economic growth. International Journal of Energy Sector Management Cho, J. S., Kim, T.-h., & Shin, Y. (2015). Quantile cointegration in the autoregressive distributed-lag modeling framework. Journal of Econometrics, 188(1), 281-300. Choe, J.-I. (2001). An impact of economic integration through trade: On business cycles for 10 East Asian countries. Journal of Asian Economics, 12, 569–586. Chou, Y.-M. (1967). Economic integration in less developed countries: The case of small countries. Journal of Development Studies, 3(4), 352-373. Chtioui, S. (2012). Does economic growth and financial development spur energy consumption in Tunisia? Journal of Economics and International Finance, 4(4), 150-158. 169 Chung, P. T., Sun, S., & Vo, D. T. H. (2019). How Does Financial Development Interact with Economic Growth in Five ASEAN Countries? The Singapore Economic Review, 64(03), 441-460. Clottey, S. A., Sun, H., Amissah, J. C. K., et al. (2018). Renewable Energy Consumption and Economic Growth: Evidence from Vietnam. European Scientific Journal ESJ, 14(36) Coeurdacier, N., Rey, H., & Winant, P. (2019). Financial integration and growth in a risky world. Journal of Monetary Economics Cole, M. A. (2006). Does trade liberalization increase national energy use? Economics Letters, 92(1), 108-112. Coulibaly, S. K., Erbao, C., & Metuge Mekongcho, T. (2018). Economic globalization, entrepreneurship, and development. Technological Forecasting and Social Change, 127, 271-280. Dagher, L., & Yacoubian, T. (2012). The causal relationship between energy consumption and economic growth in Lebanon. Energy Policy, 50, 795-801. Danlami, M., Loganathan, N., Streimikiene, D., et al. (2018). The effects of financial development and trade openness on Nigeria‘s dynamic growth. Economics & Sociology, 11(4), 128-141. Đạt, T. T., & Vân, N. T. C. (2017). Impacts of globalization on economic growth in Vietnam: An empirical analysis. Paper presented at the International conference proceeding: Emerging issues in economics and business in the context of international integration, Hà Nội. De Nicolò, G., & Juvenal, L. (2014). Financial integration, globalization, and real activity. Journal of Financial Stability, 10, 65-75. Deluna, J. R., & Chelly, A. (2014). Economic Growth, Financial and Trade Globalization in the Philippines: A Vector Autoregressive Analysis. Paper presented at the MPRA Paper 60206. Destek, M. A. (2015). Energy consumption, economic growth, financial development and trade openness in Turkey- Maki cointegration test. Bulletin of Energy Economics, 3(4), 162-168. 170 Destek, M. A. (2016). Natural gas consumption and economic growth: Panel evidence from OECD countries. Energy, 114, 1007-1015. Dickey, D. A., & Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica, 49(4), 1057-1072. Dreger, C., & Zhang, Y. (2014). Does the economic integration of China affect growth and inflation in industrial countries? Economic Modelling, 38, 184-189. Dreher, A. (2006). Does globalization affect growth ? Evidence from a new index of globalization. Applied Economics, 38(10), 1091-1110. Edison, R, L., L, R., et al. (2002). International financial integration and economic growth. Journal of International Money and Finance, 21(6), 749-776. Edison, H., Klein, M. W., Ricci, L., et al. (2002). Capital Account Liberalization and Economic Performance- Survey and Synthesis. NBER working paper series, 9100 Edwards, S. (2001). Capital mobility and economic performance: Are emerging economies different? NBER working paper series. No., 8076 Elkan, P. G. (1975). Measuring the impact of economic integration among developing countries. Journal of Common Market Studies, 14(1), 56-68. Engle, R. F., & Granger, C. W. J. (1987). Co-integration and Error Correction, Representation, Estimation and Testing. Econometrica, 52(2), 251-276. Epstein, P., Howlett, P., & Schulze, M.-S. (2007). Trade, convergence, and globalisation: The dynamics of the international income distribution, 1950–1998. Explorations in Economic History, 44(1), 100-113. Erdal, G., Erdal, H., & Esengün, K. (2008). The causality between energy consumption and economic growth in Turkey. Energy Policy, 36(10), 3838-3842. Faisal, F., Tursoy, T., & Ercantan, O. (2017). The relationship between energy consumption and economic growth: Evidence from non-Granger causality test. Procedia Computer Science, 120, 671–675. Fallahi, F. (2011). Causal relationship between energy consumption (EC) and GDP: A Markov-switching (MS) causality. Energy, 36(7), 4165-4170. 171 Farhani, S., & Rahman, M. M. (2019). Natural gas consumption and economic growth nexus: an investigation for France. International Journal of Energy Sector Management, ahead-of-print(ahead-of-print) Fischer, S. (1993). The role of macroeconomic factors in growth. Journal of Monetary Economics, 32(3), 485-512. Frankel, J., & Cavallo, E. A. (2008). Does openness to trade make countries more vulnerable to sudden stops or less? Using gravity to establish causality. Journal of International Money and Finance, 27, 1430-1452. Frankel, J. A. (2000). Globalization of the economy. NBER working paper series. No., 7858 Frankel, J. A., & Romer, D. (1999). Does Trade Cause Growth? American Economic Review, 89(3), 379-399. Friedrich, C., Schnabel, I., & Zettelmeyer, J. (2013). Financial integration and growth — Why is Emerging Europe different? Journal of International Economics, 89(2), 522-538. Furuoka, F. (2015). Financial development and energy consumption: Evidence from a heterogeneous panel of Asian countries. Renewable and Sustainable Energy Reviews, 52, 430-444. Gandolfo, G. (2014). International Trade Theory and Policy. London: Springer Heidelberg New York Dordrecht. Ganuza, J.-J., & Hauk, E. (2004). Economic integration and corruption. International Journal of Industrial Organization, 22(10), 1463-1484. Gao, T. (2005). Foreign direct investment and growth under economic integration. Journal of International Economics, 67(1), 157-174. Gbadebo, O. O., & Okonkwo, C. (2009). Does energy consumption contribute to economic performance? empirical evidence from Nigeria? Journal of Economics and Business, 12(2), 43-79. Ghali, K. H., & El-Sakka, M. I. T. (2004). Energy use and output growth in Canada: a multivariate cointegration analysis. Energy Economics, 26(2), 225-238. Ghani, G. M. (2012). Does trade liberalization effect energy consumption? Energy Policy, 43, 285-290. 172 Ghosh, S. (2009). Electricity supply, employment and real GDP in India: evidence from cointegration and Granger-causality tests. Energy Policy, 37(8), 2926-2929. Ghosh, S. (2019). Globalization and Environment: An Asian Experience. Journal of International Commerce, Economics and Policy, 09(03) Glasure, Y. U., & Lee, A.-R. (1997). Cointegration, error-correction, and the relationship between GDP and energy: The case of South Korea and Singapore. Resource and Energy Economics, 20, 17-25. Gokmenoglu, K. K., Amin, M. Y., & Taspinar, N. (2015). The Relationship among International Trade, Financial Development and Economic Growth: The Case of Pakistan. Procedia Economics and Finance, 25, 489-496. Golam, A. M., & Nazrul, I. A. K. M. (2011). Electricity consumption and economic growth nexus in Bangladesh: Revisited evidences. Energy Policy, 39(10), 6145- 6150. Granger, C. W. J. (1988). Some recent developments in a concept of causality. Journal of Econometrics, 39, 199-211. Gregory, A., & Hansen, B. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99-126. Grossman, G. M., & Krueger, A. B. (1991). Environmental Impacts of a North American Free Trade Agreement. NBER working paper series. No., 3914 Guei, K. M., & le Roux, P. (2019). Trade openness and economic growth: Evidence from the Economic Community of Western African States region. Journal of Economic and Financial Sciences, 12(1) Haider, S., & Adil, M. H. (2019). Does financial development and trade openness enhance industrial energy consumption? A sustainable developmental perspective. Management of Environmental Quality: An International Journal, ahead-of-print(ahead-of-print) Halicioglu, F. (2007). Residential electricity demand dynamics in Turkey. Energy Economics, 29(2), 199-210. Hamdi, H., Sbia, R., & Shahbaz, M. (2014). The nexus between electricity consumption and economic growth in Bahrain. Economic Modelling, 38, 227-237. 173 Ho, C.-Y., & Siu, K. W. (2007). A dynamic equilibrium of electricity consumption and GDP in Hong Kong: An empirical investigation. Energy Policy, 35(4), 2507- 2513. Hondroyiannis, G., Lolos, S., & Papapetrou, E. (2002). Energy consumption and economic growth: assessing the evidence from Greece. Energy Economics, 24, 319-336. Hu, J.-L., & Lin, C.-H. (2008). Disaggregated energy consumption and GDP in Taiwan: A threshold co-integration analysis. Energy Economics, 30(5), 2342-2358. Ibrahiem, D. M. (2015). Renewable Electricity Consumption, Foreign Direct Investment and Economic Growth in Egypt: An ARDL Approach. Procedia Economics and Finance, 30, 313-323. Ighodaro, C. A. U. (2010). Co-Integration and Causality Relationship between Energy Consumption and Economic Growth: Further Empirical Evidence for Nigeria. Journal of Business Economics and Management, 11(1), 97-111. Işık, C., & Radulescu, M. (2017). Electricity - Growth Nexus in Turkey: The Importance Of Capital and Labor. Romanian Statistical Review, 6, 230-244. Islam, F., Shahbaz, M., Ahmed, A. U., et al. (2013). Financial development and energy consumption nexus in Malaysia: A multivariate time series analysis. Economic Modelling, 30, 435-441. Jamil, F., & Ahmad, E. (2010). The relationship between electricity consumption, electricity prices and GDP in Pakistan. Energy Policy, 38(10), 6016-6025. Jobert, T., & Karanfil, F. (2007). Sectoral energy consumption by source and economic growth in Turkey. Energy Policy, 35(11), 5447-5456. Johansen, S. (1996). Likelihood-Based Inference in Cointegrated Vecto Auto-Regressive Models (Second ed.): Oxford: Oxford University Press. Johansen, S., & Juselius, K. (1990). Maximum likelihood estimation and inference on cointegration - with applications to the demand for money. Oxford bulletin of economics and statistics, 52(2), 169-210. Jumbe, C. B. L. (2004). Cointegration and causality between electricity consumption and GDP: empirical evidence from Malawi. Energy Economics, 26(1), 61-68. 174 Kahouli, B. (2017). The short and long run causality relationship among economic growth, energy consumption and financial development: Evidence from South Mediterranean Countries (SMCs). Energy Economics, 68, 19-30. Khan, M. S., & Ssnhadji, A. S. (2001). Threshold Effects in the Relationship between Inflation and Growth. IMF Staff Papers, 48(1), 1-21. Klein, M. W., & Olivei, G. P. (2008). Capital account liberalization, financial depth, and economic growth. Journal of International Money and Finance, 27(6), 861-875. Komal, R., & Abbas, F. (2015). Linking financial development, economic growth and energy consumption in Pakistan. Renewable and Sustainable Energy Reviews, 44, 211-220. Kouakou, A. K. (2011). Economic growth and electricity consumption in Cote d'Ivoire: Evidence from time series analysis. Energy Policy, 39(6), 3638-3644. Kraay, A. (1998). In search of the macroeconomic effects of capital account liberalization: Washington D.C: World Bank. Kraft, J., & Kraft, A. (1978). On the Relationship Between Energy and GNP. The Journal of Energy and Development, 3(2), 401-403. Krugman, P. (1988). Rethinking international trade. Business Economics, 23(2), 7-12. Kumar Mandal, S., & Madheswaran, S. (2010). Causality between energy consumption and output growth in the Indian cement industry: An application of the panel vector error correction model (VECM). Energy Policy, 38(11), 6560-6565. Kumar Narayan, P., & Singh, B. (2007). The electricity consumption and GDP nexus for the Fiji Islands. Energy Economics, 29(6), 1141-1150. Kumari, A., & Sharma, A. K. (2016). Analyzing the causal relations between electric power consumption and economic growth in India. The Electricity Journal, 29(4), 28-35. Kurul, Z. (2017). Nonlinear relationship between institutional factors and FDI flows: Dynamic panel threshold analysis. International Review of Economics & Finance, 48, 148-160. Kuznets, S. (1955). Economic Growth and Income Inequality. The American Economic Review, 45(1), 1-28. 175 Lam, H. T. (2015). Hiệu ứng ngưỡng trong mối quan hệ giữa lạm phát và tăng trưởng kinh tế ở Việt Nam. Tạp chí Kinh tế và Phát triển, 217(7), 29–37. Lawal, A. I., Nwanji, T. I., Asaleye, A., et al. (2016). Economic growth, financial development and trade openness in Nigeria: An application of the ARDL bound testing approach. Cogent Economics & Finance, 4(1) Lean, H. H., & Smyth, R. (2010). Multivariate Granger causality between electricity generation, exports, prices and GDP in Malaysia. Energy, 35(9), 3640-3648. Lee, C.-C., & Chang, C.-P. (2005). Structural breaks, energy consumption, and economic growth revisited: Evidence from Taiwan. Energy Economics, 27(6), 857-872. Lee, C.-C., & Chang, C.-P. (2007). The impact of energy consumption on economic growth: Evidence from linear and nonlinear models in Taiwan. Energy, 32(12), 2282-2294. Lee, C.-C., & Chiu, Y.-B. (2011). Nuclear energy consumption, oil prices, and economic growth: Evidence from highly industrialized countries. Energy Economics, 33(2), 236-248. Lin, B., & Liu, C. (2016). Why is electricity consumption inconsistent with economic growth in China? Energy Policy, 88, 310-316. Lin, B., Omoju, O. E., & Okonkwo, J. U. (2016). Factors influencing renewable electricity consumption in China. Renewable and Sustainable Energy Reviews, 55, 687-696. Lise, W., & Van Montfort, K. (2007). Energy consumption and GDP in Turkey: Is there a co‐integration relationship? Energy Economics, 29(6), 1166-1178. Lorde, T., Waithe, K., & Francis, B. (2010). The importance of electrical energy for economic growth in Barbados. Energy Economics, 32(6), 1411-1420. Lotfalipour, M. R., Falahi, M. A., & Ashena, M. (2010). Economic growth, CO2 emissions, and fossil fuels consumption in Iran. Energy, 35(12), 5115-5120. Lucas, R. E. (1990). Why doesn’t capital flow from rich to poor countries? . The American Economic Review, 80(2), 92-96. 176 Ma, J., Shi, J., Luo, D., et al. (2019). Effect of trade openness on regional economic growth in China: revisiting the discussion. Applied Economics Letters, 26(16), 1313-1316. Machlup, F. (1977). A History of Thought on Economic Integration: Palgrave Macmillan UK. Maksimović, G., Milosavljević, V., Ćirković, B., et al. (2017). Analyzing of economic growth based on electricity consumption from different sources. Physica A: Statistical Mechanics and its Applications, 484, 37-40. Masten, A. B., Coricelli, F., & Masten, I. (2008). Non-linear growth effects of financial development: Does financial integration matter? Journal of International Money and Finance, 27(2), 295-313. Mavrotas, G., & Kelly, G. (2001). Old wine in new bottles: Testing causality between savings and growth. Manchester School, 69(1), 97-105. Menyah, K., & Wolde-Rufael, Y. (2010). CO2 emissions, nuclear energy, renewable energy and economic growth in the US. Energy Policy, 38(6), 2911-2915. Mezghani, I., & Ben Haddad, H. (2017). Energy consumption and economic growth: An empirical study of the electricity consumption in Saudi Arabia. Renewable and Sustainable Energy Reviews, 75, 145-156. Minh, L. T. H., Anh, H. T. P., & Duyên, N. B. H. (2017). Hội nhập tài chính của các nước Đông Nam Á với thế giới: Phân tích thông qua mối quan hệ giữa các thị trường chứng khoán. Tạp chí Công nghệ ngân hàng, 136, 76-88. Mozumder, P., & Marathe, A. (2007). Causality relationship between electricity consumption and GDP in Bangladesh. Energy Policy, 35(1), 395-402. Mukhtarov, S., Mikayilov, J. I., & İsmayılov, V. (2017). The Relationship between Energy Consumption and Economic Growth: Evidence from Azerbaijan. International Journal of Energy Economics and Policy, 7(6), 7. Musila, J. W., & Yiheyis, Z. (2015). The impact of trade openness on growth: The case of Kenya. Journal of Policy Modeling, 37(2), 342-354. Narayan, P. K., & Smyth, R. (2005). Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests. Energy Policy, 33(9), 1109-1116. 177 Narayan, S., Le, T. H., Rath, B. N., et al. (2019). Petroleum consumption and economic growth relationship - Evidence from the Indian states. Asia-Pacific Sustainable Development Journal, 26(1), 21-65. Nasreen, S., & Anwar, S. (2014). Causal relationship between trade openness, economic growth and energy consumption: A panel data analysis of Asian countries. Energy Policy, 69, 82-91. Neagu, O. (2017). Impact of Globalization on Economic Growth in Romania: An Empirical Analysis of Its Economic, Social and Political Dimensions. Studia Universitatis - “Vasile Goldis” Arad. Economics Series, 27(1), 1-54. Nelson, C. R., & Plosser, C. I. (1982). Trends and random walks in macroeconmic time series. Journal of Monetary Economics, 10, 139-162. Niroomand, F., Hajilee, M., & Al Nasser, O. M. (2014). Financial market development and trade openness: evidence from emerging economies. Applied Economics, 46(13), 1490-1498. Niu, H., & Lekse, W. (2018). Carbon emission effect of urbanization at regional level: empirical evidence from China. Economics: The Open-Access, Open-Assessment E-Journal Nkoro, E., & Uko, A. K. (2016). Autoregressive Distributed Lag (ARDL) cointegration technique: Application and Interpretation. Journal of Statistical and Econometric Methods, 5(4), 63-91. North, D. C. (1990). Institutions, Institutional Change, and Economic Development: Cambridge: Cambridge University Press. Obstfeld, M. (1994). Risk-taking, global diversification, and growth. The American Economic Review, 84(5), 1310-1329. Ocal, O., & Aslan, A. (2013). Renewable energy consumption–economic growth nexus in Turkey. Renewable and Sustainable Energy Reviews, 28, 494-499. Odhiambo, N. M. (2009a). Electricity consumption and economic growth in South Africa: A trivariate causality test. Energy Economics, 31(5), 635-640. Odhiambo, N. M. (2009b). Energy consumption and economic growth nexus in Tanzania: An ARDL bounds testing approach. Energy Policy, 37(2), 617-622. 178 Oh, W., & Lee, K. (2004). Causal relationship between energy consumption and GDP revisited: the case of Korea 1970–1999. Energy Economics, 26(1), 51-59. Okada, K. (2013). The interaction effects of financial openness and institutions on international capital flows. Journal of Macroeconomics, 35, 131-143. Omri, A. (2014). An international literature survey on energy-economic growth nexus: Evidence from country-specific studies. Renewable and Sustainable Energy Reviews, 38, 951-959. Omri, A., Nguyen, D. K., & Rault, C. (2014). Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous- equation models. Economic Modelling, 42, 382-389. Oyedepo, S. O. (2012). Energy and sustainable development in Nigeria: the way forward. Energy, Sustainability and Society, 2(15), 1-17. Ozturk, I., & Al-Mulali, U. (2015). Natural gas consumption and economic growth nexus: Panel data analysis for GCC countries. Renewable and Sustainable Energy Reviews, 51, 998-1003. Pao, H.-T., & Fu, H.-C. (2013). Renewable energy, non-renewable energy and economic growth in Brazil. Renewable and Sustainable Energy Reviews, 25, 381-392. Park, S.-Y., & Yoo, S.-H. (2014). The dynamics of oil consumption and economic growth in Malaysia. Energy Policy, 66, 218-223. Paul, S., & Bhattacharya, R. N. (2004). Causality between energy consumption and economic growth in India: a note on conflicting results. Energy Economics, 26(6), 977-983. Payne, J. E. (2009). On the dynamics of energy consumption and output in the US. Applied Energy, 86(4), 575-577. Payne, J. E., & Taylor, J. P. (2010). Nuclear Energy Consumption and Economic Growth in the U.S.: An Empirical Note. Energy Sources, Part B: Economics, Planning, and Policy, 5(3), 301-307. Pelegrinová, L., & Lačný, M. (2013). The Impact of Globalization on Economies of Developed Countries. Journal of Economic Development, Environment and People, 2(3), 56-72. 179 Pesaran, M. H., & Shin, Y. (1995). An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis: Department of Applied Economics, University of Cambridge. Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289-326. Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biomètrika, 75(2), 335-346. Phong, N. A. (2017). Tăng trưởng kinh tế và ngưỡng lạm phát tối ưu. Tạp chí Tài chính, 4(2017), 79-80. Pradhan, R. P., Arvin, M. B., & Bahmani, S. (2018). Are innovation and financial development causative factors in economic growth? Evidence from a panel granger causality test. Technological Forecasting and Social Change, 132, 130- 142. Proudman, J., Redding, S. J., & Bianchi, M. (1998). Is International Openness Associated with Faster Economic Growth? SSRN Electronic Journal Quinn, D. (1997). The correlates of change in international financial regulation. American Political Science Review, 91(3), 531-551. Quyết, N., & Khánh, V. Q. (2014). Quan hệ giữa tăng trưởng kinh tế và tiêu thụ điện năng. Thực tiễn tại Việt Nam. Tạp chí Khoa học - Trường Đại học Mở TpHCM, 5(38), 66-78. Rafindadi, A. A., & Ozturk, I. (2016). Effects of financial development, economic growth and trade on electricity consumption: Evidence from post-Fukushima Japan. Renewable and Sustainable Energy Reviews, 54, 1073-1084. Rahman, M. S., & Shahari, F. (2017). The nexus between financial integration and real economy: Solow-growth model concept. Research in International Business and Finance, 42, 1244-1253. Rai, S. K., Bembey, A. M., & Sarfare, D. (2019). Empirical verification of causality between CO2 emissions, energy consumption, foreign direct investment, gross domestic product, and openness of the economy: evidence from India. International Journal of Sustainable Economy, 11(3), 237-257. 180 Ramcharran, H. (1990). Electricity consumption and economic growth in Jamaica. Energy Economics, 12(1) Riaz, T., & Stern, N. H. (1984). Pakistan: Energy Consumption and Economic Growth The Pakistan Development Review, 23(2), 431-453. Rodrik, D. (1998). Who needs capital-account convertibility? : Princeton: Department of Economics, Princeton University. Romer, P. M. (1989). Endogenous technological change. NBER working paper series. No., 3210 Romer, P. M. (1990). Endogenous technological change. Journal of Political Economy, 95(5), 71-102. Rostow, W. W. (1990). The Stages of Economic Growth: A Non-Communist Manifesto: Cambridge University Press Sadorsky, P. (2011). Trade and energy consumption in the Middle East. Energy Economics, 33(5), 739-749. Sadorsky, P. (2012). Energy consumption, output and trade in South America. Energy Economics, 34(2), 476-488. Sadraoui, T., Hamlaoui, H., Youness, Z., et al. (2019). A Dynamic Panel Data Analysis for Relationship between Energy Consumption, Financial Development and Economic Growth. International Journal of Econometrics and Financial Management, 7(1), 20-26. Salahuddin, M., Alam, K., Ozturk, I., et al. (2018). The effects of electricity consumption, economic growth, financial development and foreign direct investment on CO2 emissions in Kuwait. Renewable and Sustainable Energy Reviews, 81, 2002-2010. Samina, S., Rashid, L., Unbreen, Q., et al. (2019). Financial development, technology and economic development: The role of institutions in developing countries. Annals of Financial Economics, 14(3), 63-74. Samu, R., Bekun, F. V., & Fahrioglu, M. (2019). Electricity consumption and economic growth nexus in Zimbabwe revisited: fresh evidence from Maki cointegration. International Journal of Green Energy, 16(7), 540-550. Samuelson, P. A. (1948). Economics: An introductoty analysis: McGraw-Hill. 181 Samuelson, P. A., & Nordhaus, W. D. (1985). Economics: An introductoty analysis: McGraw-Hill. Sand-Zantman, W. (2004). Economic integration and political accountability. European Economic Review, 48(5), 1001-1025. Sankaran, A., Kumar, S., Arjun, K., et al. (2019). Estimating the causal relationship between electricity consumption and industrial output: ARDL bounds and Toda- Yamamoto approaches for ten late industrialized countries. Heliyon, 5(6), e01904. Sari, R., Ewing, B. T., & Soytas, U. (2008). The relationship between disaggregate energy consumption and industrial production in the United States: An ARDL approach. Energy Economics, 30(5), 2302-2313. Saucier, P., & Rana, A. T. (2017). Do preferential trade agreements contribute to the development of trade? Taking into account the institutional heterogeneity. International Economics, 149, 41-56. Schöb, R., & Wildasin, D. E. (2007). Economic integration and labor market institutions: Worker mobility, earnings risk, and contract structure. Regional Science and Urban Economics, 37(2), 141-164. Shahbaz, M., & Feridun, M. (2011). Electricity consumption and economic growth empirical evidence from Pakistan. Quality & Quantity, 46(5), 1583-1599. Shahbaz, M., Hoang, T. H. V., Mahalik, M. K., et al. (2017). Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis. Energy Economics, 63, 199-212. Shahbaz, M., Lahiani, A., Abosedra, S., et al. (2018). The role of globalization in energy consumption: A quantile cointegrating regression approach. MPRA Paper No., 84682 Shahbaz, M., & Lean, H. H. (2012). The dynamics of electricity consumption and economic growth: A revisit study of their causality in Pakistan. Energy, 39(1), 146-153. Shahbaz, M., Mallick, H., Mahalik, M. K., et al. (2016). The role of globalization on the recent evolution of energy demand in India: Implications for sustainable development. Energy Economics, 55, 52-68. 182 Shahbaz, M., Nasreen, S., Ling, C. H., et al. (2014). Causality between trade openness and energy consumption: What causes what in high, middle and low income countries. Energy Policy, 70, 126-143. Shahbaz, M., Sarwar, S., Chen, W., et al. (2017). Dynamics of electricity consumption, oil price and economic growth: Global perspective. Energy Policy, 108, 256-270. Shahbaz, M., Shahzad, S. J. H., Mahalik, M. K., et al. (2017). How strong is the causal relationship between globalization and energy consumption in developed economies. MPRA Paper No., 80718 Shahbaz, M., Tang, C. F., & Shahbaz Shabbir, M. (2011). Electricity consumption and economic growth nexus in Portugal using cointegration and causality approaches. Energy Policy, 39(6), 3529-3536. Sharma, R., & Kautish, P. (2019). Dynamism between selected macroeconomic determinants and electricity consumption in India. International Journal of Social Economics, 46(6), 805-821. Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework. In R. C. Sickles & W. C. Horrace (Eds.), Festschrift in Honor of Peter Schmidt, Econometric Methods and Applications (pp. 281-314). New York, NY: Springer. Shiu, A., & Lam, P.-L. (2004). Electricity consumption and economic growth in China. Energy Policy, 32(1), 47-54. Sinaga, O., Saudi, M. H. M., Roespinoedji, D., et al. (2019). The Dynamic Relationship between Natural Gas and Economic Growth: Evidence from Indonesia. International Journal of Energy Economics and Policy, 9(3), 388-394. Solarin, S. A., & Ozturk, I. (2016). The relationship between natural gas consumption and economic growth in OPEC members. Renewable and Sustainable Energy Reviews, 58, 1348-1356. Solow, R. M. (1956). A contribution to the theory of economic growth. The Quarterly Journal of Economics, 70(1), 65-94. Squalli, J. (2007). Electricity consumption and economic growth: Bounds and causality analyses of OPEC members. Energy Economics, 29(6), 1192-1205. 183 Stern, D. I. (1993). Energy and economic growth in the USA: A multivariate approach. Energy Economics, 15(2), 137-150. Stern, D. I. (2000). A multivariate cointegration analysis of the role of energy in the US macroeconomy. Energy Economics, 22, 267-283. Suci, S. C., Asmara, A., & Mulatsih, S. (2015). The impact of globalization on economic growth in ASEAN. International Journal of Administrative Science and Organization, 22(2), 79-87. Tang, C. F. (2009). Electricity consumption, income, foreign direct investment, and population in Malaysia. Journal of Economic Studies, 36(4), 371-382. Tang, C. F., Tan, B. W., & Ozturk, I. (2016). Energy consumption and economic growth in Vietnam. Renewable and Sustainable Energy Reviews, 54, 1506-1514. Thirlwall, A. P. (1994). Growth and development: Macmillan Press. Thuy Ho, N., Yi Wu, W., Amaya Rivas, A., et al. (2019). The Causal Relationship between Gdp, Energy Consumption, Population, and Oil Price: Evidence from Vietnam. Humanities & Social Sciences Reviews, 7(2), 100-105. Tiba, S., & Omri, A. (2017). Literature survey on the relationships between energy, environment and economic growth. Renewable and Sustainable Energy Reviews, 69, 1129-1146. Toda, H. Y., & Yamamoto, T. (1995). Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics, 66(1-2), 225-250. Trang, N. T. N., & Kiều, N. T. D. (2015). Việt Nam và những điều kiện ngưỡng cần thiết trong quá trình hội nhập tài chính toàn cầu. Tạp chí Phát triển kinh tế, 26(5), 2-25. Trang, N. T. N., & Quyền, P. G. (2017). Dòng vốn quốc tế và sự phát triển kinh tế - Vai trò của độ mở tài chính. Tạp chí Công nghệ ngân hàng, 132, 88-101. Trụ, P. Q. (2010). Thực trạng hội nhập kinh tế quốc tế của Việt Nam những năm qua và triển vọng những năm tới. Tạp chí Nghiên cứu quốc tế, 1(80), 2-9. Tsani, S. Z. (2010). Energy consumption and economic growth: A causality analysis for Greece. Energy Economics, 32(3), 582-590. Uzar, U., & Eyuboglu, K. (2019). Is foreign direct investment an engine for energy consumption? An empirical investigation for Turkey. Environ Sci Pollut Res Int 184 Vinh, V. X., & Anh, D. H. (2017). Hội nhập tài chính quốc tế và tăng trưởng kinh tế ở các nước Đông Nam Á. Tạp chí Kinh tế & Phát triển, 240, 11-19. Vinh, V. X., & Phong, V. V. (2017). Vai trò của thể chế trong mối quan hệ giữa hội nhập tài chính quốc tế, hội nhập thương mại quốc tế và tăng trưởng kinh tế. Tạp chí Phát triển kinh tế, 28, 24-43. Wang, Y., Wang, Y., Zhou, J., et al. (2011). Energy consumption and economic growth in China: A multivariate causality test. Energy Policy, 39(7), 4399-4406. Wolde-Rufael, Y., & Menyah, K. (2010). Nuclear energy consumption and economic growth in nine developed countries. Energy Economics, 32(3), 550-556. Wu, H.-M. (2019). The impact of non-clean energy consumption on economic growth: Evidence from symmetric and asymmetric analyses in the US. Energy & Environment Yang, H.-Y. (2000). A note on the causal relationship between energy and GDP in Taiwan. Energy Economics, 22, 309-317. Yilanci, V., Ozgur, O., & Gorus, M. S. (2019). The asymmetric effects of foreign direct investment on clean energy consumption in BRICS countries: A recently introduced hidden cointegration test. Journal of Cleaner Production, 117786. Yoo, S.-H., & Jung, K.-O. (2005). Nuclear energy consumption and economic growth in Korea. Progress in Nuclear Energy, 46(2), 101-109. Yoo, S., & Kim, Y. (2006). Electricity generation and economic growth in Indonesia. Energy, 31(14), 2890-2899. Yu, E. S. H., & Hwang, B.-K. (1984). The relationship between energy and GNP: Further results. Energy Economics, 6(3), 186-190. Zachariadis, T., & Pashourtidou, N. (2007). An empirical analysis of electricity consumption in Cyprus. Energy Economics, 29(2), 183-198. Zamani, M. (2007). Energy consumption and economic activities in Iran. Energy Economics, 29(6), 1135-1140. Zeng, L., Xu, M., Liang, S., et al. (2014). Revisiting drivers of energy intensity in China during 1997–2007: A structural decomposition analysis. Energy Policy, 67, 640- 647. 185 Zhang, C., Zhou, K., Yang, S., et al. (2017). On electricity consumption and economic growth in China. Renewable and Sustainable Energy Reviews, 76, 353-368. Zhang, T., & Matthews, K. (2019). Assessing the degree of financial integration in ASEAN—A perspective of banking competitiveness. Research in International Business and Finance, 47, 487-500. Zhong, X., Jiang, H., Zhang, C., et al. (2019). Electricity consumption and economic growth nexus in China: an autoregressive distributed lag approach. Environ Sci Pollut Res Int, 26(14), 14627-14637. Zivot, E., & Andrews, D. W. K. (2002). Further Evidence on the Great Crash, the Oil- Price Shock, and the Unit-Root Hypothesis. Journal of Business & Economic Statistics, 20(1), 25-44. PHỤ LỤC A: MỐI QUAN HỆ GIỮA HỘI NHẬP KINH TẾ VÀ TĂNG TRƯỞNG KINH TẾ 1. Thống kê mô tả 2. Tác động của từng dạng hội nhập đến tăng trưởng kinh tế theo hiệu ứng ngưỡng của tỉ lệ lạm phát a. Tác động của hội nhập tổng quan • Phương pháp ước lượng OLS • Phương pháp ước lượng có điểm ngưỡng • Kết quả kiểm định sự khác biệt giữa 2 vùng của hội nhập tổng quan b. Tác động của hội nhập tài chính • Phương pháp ước lượng OLS • Phương pháp ước lượng có điểm ngưỡng • Kiểm định sự khác biệt giữa 2 vùng của hội nhập tài chính c. Tác động của hội nhập thương mại • Phương pháp OLS • Phương pháp ước lượng có điểm ngưỡng • Kiểm định sự khác biệt giữa 2 vùng của hội nhập thương mại 3. Kiểm định tính dừng của các biến trong mô hình a. Kiểm định bằng phương pháp ADF của Dickey-Fuller • Test biến LnGDP • Test biến KOF • Test biến LnIFI • Test biến OPEN • Test biến KOF_DT • Test biến LnIFI_DT • Test biến OPEN_DT • Test biến UB b. Kiểm định bằng phương pháp PP của Phillip-Perron • Test biến LnGDP • Test biến KOF • Test biến LnIFI • Test biến OPEN • Test biến KOF_DT • Test biến LnIFI_DT • Test biến OPEN_DT • Test biến UB 4. Kiểm định Zivot & Andrew các biến trong mô hình • Biến LnGDP • Biến KOF • Biến LnIFI • Biến OPEN 5. Kết quả ước lượng tác động của hội nhập tổng quan đến tăng trưởng kinh tế trong ngắn hạn và dài hạn a. Kiểm định hiện tượng đồng liên kết của hội nhập tổng quan b. Tác động trong ngắn hạn c. Tác động trong dài hạn 6. Kết quả ước lượng tác động của hội nhập tài chính đến tăng trưởng kinh tế trong ngắn hạn và dài hạn a. Kiểm định đồng liên kết của hội nhập tài chính b. Tác động trong ngắn hạn c. Tác động trong dài hạn 7. Kết quả ước lượng tác động của hội nhập thương mại đến tăng trưởng kinh tế trong ngắn hạn và dài hạn. a. Kiểm định đồng liên kết của hội nhập thương mại b. Tác động trong ngắn hạn c. Tác động trong dài hạn 8. Các kiểm định bổ sung của hội nhập tổng quan • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 1.173066 Prob. F(10,20) 0.3631 Obs*R-squared 11.46054 Prob. Chi-Square(10) 0.3228 Scaled explained SS 2.890496 Prob. Chi-Square(10) 0.9839 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 0.190147 Prob. F(2,18) 0.8285 Obs*R-squared 0.641399 Prob. Chi-Square(2) 0.7256 • Kiểm định phân phối của phần dư 7 Series: Residuals 6 Sample 1988 2018 Observations 31 5 Mean -4.00e-16 4 Median 0.000521 Maximum 0.009565 3 Minimum -0.011241 2 Std. Dev. 0.005986 Skewness -0.375474 1 Kurtosis 2.211883 0 Jarque-Bera 1.530690 -0.010 -0.005 0.000 0.005 0.010 Probability 0.465173 • Kiểm định tính ổn định của mô hình 15 1.6 10 1.2 5 0.8 0 0.4 -5 0.0 -10 -15 -0.4 00 02 04 06 08 10 12 14 16 18 00 02 04 06 08 10 12 14 16 18 CUSUM 5% Significance CUSUM of Squares 5% Significance • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: LNGDP LNGDP(-1) LNGDP(-2) KOF KOF(-1) KOF(-2) DT KOF_DT UB UB(-1) UB(-2) C Omitted Variables: Squares of fitted values Value df Probability t-statistic 0.668198 19 0.5120 F-statistic 0.446488 (1, 19) 0.5120 Likelihood ratio 0.720053 1 0.3961 9. Các kiểm định bổ sung của hội nhập tài chính • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 1.012179 Prob. F(8,23) 0.4542 Obs*R-squared 8.332454 Prob. Chi-Square(8) 0.4017 Scaled explained SS 4.159602 Prob. Chi-Square(8) 0.8424 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 0.681073 Prob. F(2,21) 0.5169 Obs*R-squared 1.949217 Prob. Chi-Square(2) 0.3773 • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: LNGDP LNGDP(-1) LNIFI LNIFI(-1) DT DT(-1) LNIFI_DT LNIFI_DT(-1) UB C Omitted Variables: Squares of fitted values Value df Probability t-statistic 0.905770 22 0.3749 F-statistic 0.820420 (1, 22) 0.3749 Likelihood ratio 1.171625 1 0.2791 • Kiểm định phân phối của phần dư 7 Series: Residuals 6 Sample 1987 2018 Observations 32 5 Mean 1.42e-16 4 Median 9.90e-06 Maximum 0.009963 3 Minimum -0.013790 2 Std. Dev. 0.005718 Skewness -0.389130 1 Kurtosis 2.932650 0 Jarque-Bera 0.813633 -0.015 -0.010 -0.005 0.000 0.005 0.010 Probability 0.665766 • Kiểm định tính ổn định của mô hình 15 1.6 10 1.2 5 0.8 0 0.4 -5 0.0 -10 -15 -0.4 00 02 04 06 08 10 12 14 16 18 00 02 04 06 08 10 12 14 16 18 CUSUM 5% Significance CUSUM of Squares 5% Significance 10. Các kiểm định bổ sung cho hội nhập thương mại • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 0.536502 Prob. F(17,12) 0.8830 Obs*R-squared 12.95498 Prob. Chi-Square(17) 0.7392 Scaled explained SS 4.010892 Prob. Chi-Square(17) 0.9995 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 4.457767 Prob. F(2,10) 0.0413 Obs*R-squared 14.14002 Prob. Chi-Square(2) 0.0509 • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: LNGDP LNGDP(-1) LNGDP(-2) OPEN OPEN(-1) OPEN( -2) OPEN(-3) DT DT(-1) DT(-2) DT(-3) OPEN_DT OPEN_DT(-1) OPEN_DT(-2) OPEN_DT(-3) UB UB(-1) UB(-2) C Omitted Variables: Squares of fitted values Value df Probability t-statistic 0.820026 11 0.4296 F-statistic 0.672442 (1, 11) 0.4296 Likelihood ratio 1.780062 1 0.1821 • Kiểm định phân phối của phần dư 8 Series: Residuals 7 Sample 1989 2018 6 Observations 30 5 Mean -1.84e-15 Median -1.84e-14 4 Maximum 0.005402 3 Minimum -0.009511 Std. Dev. 0.003004 2 Skewness -0.770782 1 Kurtosis 4.870028 0 Jarque-Bera 7.341781 -0.010 -0.005 0.000 0.005 Probability 0.025454 • Kiểm định tính ổn định của mô hình 12 1.6 8 1.2 4 0.8 0 0.4 -4 0.0 -8 -12 -0.4 07 08 09 10 11 12 13 14 15 16 17 18 07 08 09 10 11 12 13 14 15 16 17 18 CUSUM 5% Significance CUSUM of Squares 5% Significance 11. Kiểm định mối quan hệ nhân quả giữa các biến VAR Granger Causality/Block Exogeneity Wald Tests Date: 12/22/19 Time: 10:25 Sample: 1986 2018 Included observations: 30 Dependent variable: LNGDP Excluded Chi -sq df Prob. KOF 0.514314 2 0.7732 LNIFI 0.527948 2 0.7680 OPEN 0.468966 2 0.7910 All 3.303192 6 0.7699 Dependent variable: KOF Excluded Chi -sq df Prob. LNGDP 10.058 69 2 0.0007 LNIFI 10.89793 2 0.0043 OPEN 7.782771 2 0.0204 All 12.67917 6 0.0484 Dependent variable: LNIFI Excluded Chi -sq df Prob. LNGDP 8.257811 2 0.0161 KOF 6.605624 2 0.0368 OPEN 8.839091 2 0.0120 All 27.54754 6 0.0001 Dependent variable: OPEN Excluded Chi -sq df Prob. LNGDP 1.771043 2 0.4125 KOF 0.992902 2 0.6087 LNIFI 1.046236 2 0.5927 All 4.469040 6 0.6135 PHỤ LỤC B: MỐI QUAN HỆ GIỮA TIÊU THỤ NĂNG LƯỢNG VÀ TĂNG TRƯỞNG KINH TẾ 1. Thống kê mô tả 2. Kiểm định tính dừng các biến trong mô hình a. Kiểm định bằng phương pháp ADF của Dickey – Fuller • Biến GDP • Biến ECcapita • Biến Oilcapita • Biến UB • Biến ECcapita_DT • Biến Oilcapita_DT b. Kiểm định bằng phương pháp PP của Phillip-Perron • Biến GDP • Biến ECcapita • Biến Oilcapita • Biến UB • Biến ECcapita_DT • Biến Oilcapita_DT 3. Kiểm định Zivot & Andrew các biến trong mô hình • Biến GDP • Biến ECcapita • Biến Oilcapita • Biến UB 4. Xác định độ trễ tối ưu của các biến • Biến GDP • Biến ECcapita • Biến Oilcapita • Biến UB • Biến ECcapita_DT • Biến Oilcapita_DT 5. Phân tích tác động của tiêu thụ điện đến tăng trưởng kinh tế theo mô hình ARDL a. Kiểm định hiện tượng đồng liên kết b. Tác động trong ngắn hạn c. Tác động trong dài hạn d. Các kiểm định bổ sung • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 0.556471 Prob. F(9,35) 0.8226 Obs*R-squared 5.633107 Prob. Chi-Square(9) 0.7760 Scaled explained SS 6.029932 Prob. Chi-Square(9) 0.7369 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 1.638117 Prob. F(2,33) 0.2098 Obs*R-squared 4.064108 Prob. Chi-Square(2) 0.1311 • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: GDP GDP(-1) GDP(-2) EC_CAPITA EC_CAPITA(-1) DT EC_DT UB UB(-1) UB(-2) C Omitted Variables: Squares of fitted values Value df Probability t-statistic 0.588277 34 0.5602 F-statistic 0.346070 (1, 34) 0.5602 Likelihood ratio 0.455719 1 0.4996 • Kiểm định tính ổn định của mô hình 1.4 15 1.2 10 1.0 5 0.8 0.6 0 0.4 -5 0.2 0.0 -10 -0.2 -15 -0.4 98 00 02 04 06 08 10 12 14 16 98 00 02 04 06 08 10 12 14 16 CUSUM 5% Significance CUSUM of Squares 5% Significance • Kiểm định phân phối của phần dư 12 Series: Residuals 10 Sample 1975 2017 Observations 43 8 Mean -1.27e-13 Median 0.453006 6 Maximum 9.443356 Minimum -15.16994 4 Std. Dev. 5.419543 Skewness -0.801083 2 Kurtosis 3.444838 0 Jarque-Bera 4.953634 -15 -10 -5 0 5 10 Probability 0.084010 6. Phân tích tác động của tiêu thụ xăng dầu đến tăng trưởng kinh tế theo mô hình ARDL a. Kiểm định hiện tượng đồng liên kết b. Tác động trong ngắn hạn và dài hạn c. Kết quả kiểm định bổ sung • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 1.332752 Prob. F(9,35) 0.2560 Obs*R-squared 11.48563 Prob. Chi-Square(9) 0.2439 Scaled explained SS 10.76260 Prob. Chi-Square(9) 0.2923 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 1.762456 Prob. F(2,33) 0.1874 Obs*R-squared 4.342818 Prob. Chi-Square(2) 0.1140 • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: GDP GDP(-1) GDP(-2) OIL_CAPITA OIL_CAPITA(-1) DT DT(-1) OIL_DT OIL_DT(-1) UB C Omitted Variables: Squares of fitted values Value df Probability t-statistic 2.011580 34 0.0522 F-statistic 4.046454 (1, 34) 0.0522 Likelihood ratio 5.060131 1 0.0245 • Kiểm định tính ổn định của mô hình 1.6 15 10 1.2 5 0.8 0 0.4 -5 0.0 -10 -15 -0.4 2000 2002 2004 2006 2008 2010 2012 2014 2016 2000 2002 2004 2006 2008 2010 2012 2014 2016 CUSUM 5% Significance CUSUM of Squares 5% Significance • Kiểm định phân phối của phần dư 9 Series: Residuals 8 Sample 1973 2017 7 Observations 45 6 Mean -5.29e-14 5 Median 0.199973 4 Maximum 17.94317 Minimum -23.04914 3 Std. Dev. 7.730280 2 Skewness -0.543409 1 Kurtosis 4.098000 0 Jarque-Bera 4.475202 -25 -20 -15 -10 -5 0 5 10 15 20 Probability 0.106714 7. Phân tích tác động bất đối xứng của tiêu thụ điện đến tăng trưởng kinh tế theo mô hình phi tuyến NARDL a. Tác động bất đối xứng trong ngắn hạn và trong dài hạn b. Kiểm định tác động bất đối xứng trong ngắn hạn và dài hạn c. Kiểm định sự phù hợp của mô hình 8. Phân tích tác động bất đối xứng của tiêu thụ xăng dầu đến tăng trưởng kinh tế theo mô hình phi tuyến NARDL a. Tác động bất đối xứng trong ngắn hạn và trong dài hạn b. Kiểm định tác động bất đối xứng trong ngắn hạn và dài hạn c. Kiểm định sự phù hợp của mô hình 9. Kiểm nhân quả tiêu thụ điện và tăng trưởng kinh tế VAR Granger Causality/Block Exogeneity Wald Tests Included observations: 40 Dependent variable: GDP Excluded Chi -sq df Prob. EC_CAPITA 15.61157 7 0.0289 All 15.61157 7 0.0289 Dependent variable: EC_CAPITA Excluded Chi -sq df Prob. GDP 20.57312 7 0.0045 All 20.57312 7 0.0045 10. Kiểm định nhân quả tiêu thụ xăng dầu và tăng trưởng kinh tế VAR Granger Causality/Block Exogeneity Wald Tests Included observations: 40 Dependent variable: GDP Excluded Chi -sq df Prob. OIL_CAPITA 32.45249 7 0.0000 All 32.45249 7 0.0000 Dependent variable: OIL_CAPITA Excluded Chi -sq df Prob. GDP 9.417203 7 0.2241 All 9.417203 7 0.2241 PHỤ LỤC C: TÁC ĐỘNG CỦA HỘI NHẬP TÀI CHÍNH VÀ TIÊU THỤ ĐIỆN ĐẾN TĂNG TRƯỞNG KINH TẾ 1. Thống kê mô tả 2. Kiểm đính tính dừng của các biến a. Kiểm định bằng phương pháp ADF của Dickey & Fuller • Biến LnGDP • Biến LnIFI • Biến LnEC • Biến UB b. Kiểm định bằng phương pháp PP của Phillip & Perron • Biến LnGDP • Biến LnIFI • Biến LnEC • Biến UB 3. Xác định độ trễ tối ưu các biến trong mô hình • Biến LnGDP • Biến LnIFI • Biến LnEC • Biến UB 4. Phân tích tác động của hội nhập tài chính và tiêu thụ điện đến tăng trưởng kinh tế a. Kiểm định hiện tượng đồng liên kết b. Kết quả ước lượng bằng phương pháp OLS c. Kết quả ước lượng tác động trong ngắn hạn và dài hạn bằng phương pháp ARDL d. Các kiểm định bổ sung • Kiểm định phương sai thay đổi Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic 1.564222 Prob. F(7,22) 0.1983 Obs*R-squared 9.969380 Prob. Chi-Square(7) 0.1903 Scaled explained SS 3.331005 Prob. Chi-Square(7) 0.8528 • Kiểm định tự tương quan Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags F-statistic 0.865661 Prob. F(2,20) 0.4360 Obs*R-squared 2.390082 Prob. Chi-Square(2) 0.3027 • Kiểm định sự phù hợp của mô hình Ramsey RESET Test Equation: UNTITLED Specification: LNGDP LNGDP(-1) LNGDP(-2) LNIFI LNIFI(-1) LNEC UB UB(-1) C Omitted Variables: Powers of fitted values from 2 to 3 Value df Probability F-statistic 2.947765 (2, 20) 0.0755 Likelihood ratio 7.750144 2 0.0208 • Kiểm định phân phối của phần dư 7 Series: Residuals 6 Sample 1988 2017 Observations 30 5 Mean -6.59e-16 4 Median 0.000318 Maximum 0.011028 3 Minimum -0.011460 2 Std. Dev. 0.006181 Skewness -0.241273 1 Kurtosis 2.242609 0 Jarque-Bera 1.008115 -0.010 -0.005 0.000 0.005 0.010 Probability 0.604075 • Kiểm định tính ổn định của mô hình 15 1.6 10 1.2 5 0.8 0 0.4 -5 -10 0.0 -15 -0.4 2000 2002 2004 2006 2008 2010 2012 2014 2016 2000 2002 2004 2006 2008 2010 2012 2014 2016 CUSUM 5% Significance CUSUM of Squares 5% Significance 5. Kiểm định mối quan hệ nhân quả giữa các biến trong mô hình VAR Granger Causality/Block Exogeneity Wald Tests Sample: 1986 2017 Included observations: 28 Dependent variable: LNGDP Excluded Chi -sq df Prob. LNIFI 9.786991 4 0.0442 LNEC 9.432123 4 0.0412 All 17.34528 8 0.0267 Dependent variable: LNIFI Excluded Chi -sq df Prob. LNGDP 17.73531 4 0.0014 LNEC 11.12580 4 0.0252 All 126.2189 8 0.0000 Dependent variable: LNEC Excluded Chi -sq df Prob. LNGDP 11.05301 4 0.0260 LNIFI 7.319592 4 0.1199 All 29.53589 8 0.0003