国际石油价格波动对宏观经济的冲击效应研究

发布时间：2018-03-21 02:28

本文选题：国际石油价格波动　切入点：G7国家　出处：《中国海洋大学》2014年硕士论文　论文类型：学位论文

【摘要】：石油是现代工业生产的“血液”，1973年-1974年的第一次石油危机对美国造成了严重的影响，这次危机使得美国的经济“缩水”了1/3，致使通货膨胀率从之前的3.4%上升到危机时的12.2%，失业率从之前的4.9%上升到危机时的8.5%；20世纪80年代初的石油危机也对美、英等国家造成严重影响，使得美国的GDP负增长率分别达到0.2%，使得英国的GDP负增长率达到2.4%。石油价格的波动不仅对国别宏观经济造成冲击，也会通过国家间的相互联系从而对世界经济产生影响。近些年来国际石油价格波动与世界经济波动的影响关系出现了动态变化，尤其是进入1999年后，石油价格的不断上涨不但没有对世界经济的影响出现了高油价、高经济增长率和低通货膨胀率三者并存的情况，并不是之前一直认为的负向作用。经济全球化正迅猛发展的今天，世界各国的相互联系、相互依存的关系日益密切，这也使得世界整体经济的运行情况影响到每个国家自身的社会经济发展。如若还局限在一个封闭经济体内对国际石油价格波动的影响进行研究，可能会弱化国际石油价格波动对经济的冲击作用，因此，研究国际石油价格波动对世界经济波动的影响这一课题具有重要价值。在我国国内石油供给缺口不断增大的背景下，国民经济命脉更容易受制于人，因此，理清如何规避国际油价波动对我国宏观经济的冲击效应也是一个迫在眉睫的热点问题。在这一背景下，本文在对国内外研究现状进行综述的基础上，，对国际石油价格波动的研究基础进行了深入分析，对国际石油价格波动对世界宏观经济波动产生的冲击效应进行了实证分析，最后测度国际石油价格波动对中国宏观经济的冲击效应。具体的内容如下：以G7为代表的发达国家经济体和以中国为代表的发展中国家经济体为研究对象，采用季度及月度数据对石油价格对物价指数、进出口贸易额、失业率、GDP的冲击效应进行了分析。结果发现对于石油依存度不同的国家而言，受到的冲击各不相同，同时同类型石油依存度的国家，受到的冲击效果基本相同，如加拿大和英国两国受到冲击后的所有宏观指标变动方向基本一致；德国、法国和意大利三国受到冲击后的所有宏观指标变动方向基本一致。本文还对中国宏观经济指标受国际石油价格波动冲击产生的效应进行了测度和分析。最后借鉴研究结论对中国提出石油战略发展提供了启示。
[Abstract]:Oil is the "blood" of modern industrial production. The first oil crisis from 1973 to 1974 had a serious impact on the United States. The crisis "shrank" the American economy by a third, causing inflation to rise from 3.4% before the crisis to 12.2and the unemployment rate rose from 4.9% before the crisis to 8.5 percent at the time of the crisis, and the oil crisis in the early 80s of the 20th century also affected the United States. Britain and other countries have serious effects, making the negative growth rate of GDP in the United States reach 0.2% respectively, and making the negative growth rate of GDP in Britain reach 2.4%. The fluctuation of oil prices not only has an impact on the macroeconomic of each country. It will also have an impact on the world economy through interconnectedness between countries. In recent years, the impact of international oil price fluctuations on the world economy has changed dynamically, especially since 1999. The rising oil price not only has no influence on the world economy, but also has a high oil price, a high economic growth rate and a low inflation rate. Today, with the rapid development of economic globalization, the interconnectedness and interdependence of all countries in the world are getting closer and closer. This also makes the functioning of the world economy as a whole affect the socio-economic development of each country itself... if it is confined to a closed economy to study the impact of international oil price fluctuations, It may weaken the impact of the international oil price fluctuation on the economy. Therefore, it is of great value to study the impact of the international oil price fluctuation on the world economic fluctuation. The lifeblood of national economy is easier to be controlled by others. Therefore, it is an urgent and hot issue to understand how to avoid the impact of international oil price fluctuation on China's macro economy. In this context, based on the review of the domestic and foreign research situation, the research foundation of international oil price fluctuation is deeply analyzed. This paper makes an empirical analysis on the impact effect of international oil price fluctuation on the world macroeconomic fluctuation, and finally measures the impact effect of international oil price fluctuation on China's macro economy. The specific contents are as follows:. The developed economies represented by the G7 and the developing economies represented by China are taken as the research objects. The quarterly and monthly data are used to analyze the oil price to the price index, the volume of import and export trade. The impact effects of the unemployment rate and GDP are analyzed. The results show that for countries with different oil dependence, the impact is different, and the impact effect is basically the same for the countries with the same type of oil dependence. For example, Canada and the United Kingdom were hit by the impact of all macro indicators change direction is basically the same; Germany, France and Italy are in the same direction after the impact. This paper also measures and analyzes the effects of the impact of the international oil price fluctuations on China's macroeconomic indicators. Finally, reference is made to the analysis of the effects of the impact of the impact of the international oil price fluctuations on China's macroeconomic indicators. The conclusion of the study provides inspiration for China's petroleum strategic development.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F416.22;F764.1;F113;F224

【参考文献】