能源价格对经济波动的影响研究

发布时间：2018-06-01 23:56

本文选题：经济周期波动 + 能源价格　；参考：《首都经济贸易大学》2014年硕士论文

【摘要】：经济周期波动问题一直是各个国家宏观经济学研究的重点问题之一，减缓经济的波动，实现持续稳定的经济增长也一直是各国政府宏观调控的主要目标，但是在此之前必须深入分析产生经济波动的原因，以便更好地针对这些因素进行宏观调控。自二十世纪三十年代以来，对于影响经济波动因素的研究已经不断深入。如今众多学者将经济波动归因于外生的随机冲击作用，如货币政策冲击，技术冲击，偏好冲击等。二十世纪七十年代石油危机引发的经济大萧条，使得人们将能源问题纳入到宏观经济问题尤其是经济周期波动问题的研究中来，能源价格冲击对于经济的影响不容忽视。本文首先建立了引入能源价格的RBC模型，通过对模型的校准和模拟，，验证模型对现实经济的解释力度。通过建立技术冲击与能源价格冲击的脉冲响应函数，分析技术冲击与能源价格冲击对经济的影响程度。在此理论基础上，利用中国的经济数据进行实证分析，检验中国经济波动的特征事实以及能源价格对经济波动的影响。最后，针对能源价格相关问题提出相应的政策建议。通过分析，主要得出以下结论：一是能源价格对产出具有抑制作用，并且会加速通货膨胀，但是对于同于通货膨胀的推动作用具有滞后性。二是引入能源价格冲击的不可分劳动的RBC模型能够较好地解释产出和消费的波动，但对于资本的解释力不足，这可能主要源于笔者对于资本数据的处理上有待进一步改进。第三个结论是技术冲击和能源价格冲击都会引起经济的波动，技术冲击的强度要大于能源价格冲击，但是能源价格冲击对于经济波动的作用具有长期性，因此在制定相关政策时应重视能源价格的调整。
[Abstract]:The issue of economic cycle fluctuation has always been one of the key issues in macroeconomic research in various countries. Slowing down economic fluctuations and achieving sustained and stable economic growth have also been the main objectives of macroeconomic regulation and control by the governments of all countries. But before this, we must analyze the causes of economic fluctuation in order to better control these factors. Since the 1930s, the research on the factors influencing economic fluctuation has been deepening. Nowadays, many scholars attribute economic fluctuations to exogenous random shocks, such as monetary policy shocks, technological shocks, preference shocks, and so on. The Great Depression caused by the oil crisis in the 1970s makes people bring the energy problem into the study of macroeconomic problems, especially the problem of economic cycle fluctuations. The impact of energy price shock on the economy can not be ignored. In this paper, the RBC model of introducing energy price is established, and the model is calibrated and simulated to verify the interpretation of the model to the real economy. By establishing the impulse response function of technology shock and energy price shock, the influence of technology shock and energy price shock on economy is analyzed. On the basis of this theory, the empirical analysis of China's economic data is carried out to test the characteristics of China's economic fluctuations and the impact of energy prices on economic fluctuations. Finally, the paper puts forward the corresponding policy recommendations for energy price related problems. The main conclusions are as follows: first, the energy price can restrain the output and accelerate the inflation, but it has the lag effect on the promotion of the same inflation. The second is that the RBC model with energy price shock can better explain the fluctuation of output and consumption, but the explanation for capital is insufficient, which may be mainly due to the author's need to further improve the handling of capital data. The third conclusion is that both technological shocks and energy price shocks can cause economic fluctuations, and the intensity of technological shocks is greater than that of energy price shocks, but the impact of energy price shocks on economic fluctuations is of a long-term nature. Therefore, when formulating relevant policies, we should pay attention to the adjustment of energy prices.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F124.8;F426.2

【引证文献】