国际油价变动对我国宏观经济影响的实证分析

发布时间：2018-06-08 16:00

本文选题：国际油价 + 宏观经济　；参考：《暨南大学》2013年硕士论文

【摘要】：近年来，国际石油市场局势波谲云诡，石油价格变幻莫测，且一直处于高位震荡，这无疑加重了各国能源安全的隐患，尤其是增加了石油进口国的负担。随着我国国民经济的高速发展和工业化程度的提高，我国的石油消费量迅速增长，进口依存度逼近60%。因此，做为重要战略能源的石油对我国的国防安全和国计民生都有着举足轻重的作用。自1998年我国建立了与国际接轨的石油定价机制后，国际油价的冲击也随之传导到我国生产生活的方方面面，，对我国的经济发展产生重要影响。本文从理论上研究了国际油价的定价机制及对我国宏观经济各方面的影响，实证分析了国际油价与国内油价的相关关系，建立了国际油价、国内油价对经济增长、物价水平、进出口及金融市场影响的计量经济模型，并辅之以协整检验、格兰杰因果检验方法，进行了脉冲响应和方差分解的研究，从而理清油价冲击的影响机制，有助于我国应对高油价风险作出正确的决策。
[Abstract]:In recent years, the international oil market situation is turbulent, the oil price is unpredictable, and has always been in high volatility, which undoubtedly aggravated the hidden dangers of energy security of various countries, especially increased the burden of oil importing countries. With the rapid development of our national economy and the improvement of industrialization, China's oil consumption is increasing rapidly, and the import dependence is approaching 60%. Therefore, as an important strategic energy, oil plays an important role in national defense security and national economy and people's livelihood. Since 1998, when China established the petroleum pricing mechanism in line with international standards, the impact of international oil prices has also been transmitted to all aspects of China's production and life, which has had an important impact on the economic development of our country. This paper theoretically studies the pricing mechanism of international oil price and its influence on China's macro-economy, analyzes the correlation between international oil price and domestic oil price, and establishes international oil price, domestic oil price to economic growth and price level. The econometric model of the influence of import and export and financial market, supplemented by cointegration test and Granger causality test, studied the impulse response and variance decomposition to clarify the influence mechanism of oil price shock. It is helpful for our country to make the right decision on the risk of high oil price.
【学位授予单位】：暨南大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F764.1;F124

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