  The difficulty of balance between environment and energy consumption makes
countries and enterprises face a dilemma, and improving energy efficiency has
become one of the ways to solve this dilemma. Based on data of 158 countries
from 1980 to 2018, the dynamic TFP of different countries is calculated by
means of the Super-SBM-GML model. The TFP is decomposed into indexes of EC
(Technical Efficiency Change), TC (Technological Change) and EC has been
extended to PEC (Pure Efficiency Change) and SEC (Scale Efficiency Change).
Then the fixed effect model and fixed effect panel quantile model are used to
analyze the moderating effect and exogenous effect of energy efficiency on
PM2.5 concentration on the basis of verifying that energy efficiency can reduce
PM2.5 concentration. We conclude, first, the global energy efficiency has been
continuously improved during the sample period, and both of technological
progress and technical efficiency have been improved. Second, the impact of
energy efficiency on PM2.5 is heterogeneous which is reflected in the various
elements of energy efficiency decomposition. The increase of energy efficiency
can inhibit PM2.5 concentration and the inhibition effect mainly comes from TC
and PEC but SEC promotes PM2.5 emission. Third, energy investment plays a
moderating role in the environmental protection effect of energy efficiency.
Fourth, the impact of energy efficiency on PM2.5 concentration is heterogeneous
in terms of national attribute, which is embodied in the differences of
national development, science & technology development level, new energy
utilization ratio and the role of international energy trade.
