To reveal the impact of contaminants on coal mining and dressing?industry’s benefits that discharged by other?related coaly industries in Shanxi province，surmount the defect in EKC hypothesis which simply to analyse revenue’s one-way?influence on?environment，Study on the?variables endophytism；use the method of cointegration test、impulse response to research the endogenous effects of coal mining and dressing?industry’s benefits on environment pollution，the counterreflect of environment pollution on revenue，get their short and long term equilibrium relationship and impact strength； make a suggestion proceed from the related coaly industries and market who discharge wastewater，?exhaust gas，waste slag，put forward the development path of coal mining and dressing?industry in Shanxi province.