石油价格波动对南亚国际收支、通货膨胀和经济增长的影响（2000-2010）

发布时间：2018-06-15 04:15

本文选题：石油价格 + 波动　；参考：《吉林大学》2013年博士论文

【摘要】：南亚这个大陆的人口数目几乎占世界人口的25%,而且40%的居民生活在贫困线以下。这个大陆的土地和人口数目的比例不成正比,所以该地区仍有很长的路要走,以实现高标准的生活,发展和社会经济的稳定。最近,该地区增长速度很快,并成功将自身与世界经济融合在一起。然而,其主要产品,石油的进口量不稳定,供应价格的不确定性给经济发展带来压力也导致了其他宏观经济变量的恶化,其中包括通货膨胀和国际收支。这带来了生产焦虑和造成社会经济水平的下降,但是,目前还没有东西可以替代石油。在南亚,石油占能源消费总量近60%,其中很大一部分,将近70%是依赖进口,而其余的是在南亚不同的国家和地区开采的。例如,印度本土只生产30%的石油,而石油在斯里兰卡和尼泊尔的国内生产量少到几乎可以忽略不计。原油价格波动的影响(增加和减少),实际产出增长,包括油价和其输出的影响的不对称性,持续了相当长的一段时间。自1990年以来,人们普遍认为,石油价格上涨或下降时,它所产生的影响并不是线性的,一般来说,油价上涨带来的不利影响要大于石油价格下降所产生的好处。石油价格的上涨不仅直接影响生产成本,生产力和经济增长,对通货膨胀和贸易平衡也有负面的影响。因此,在这项研究中,我们选择南亚国家在二十一世纪的第一个十年的经济发展状况为蓝本,试图去分析石油价格波动的影响,比如对国际收支,通货膨胀和经济增长的影响。我们将在回归分析和统计技术的基础上,分析石油价格的波动给该地区带来的总体影响。目前,亟待解决诸如减少贫困、增加生产与消费和全球总产量等世界经济问题,而这依赖于南亚的发展。尽管该地区在2002年网络泡沫和2008年的金融危机中做得很好,在过去十年在该地区的国家有将近5%的增长率。但在南亚及世界其他地方的经济,很容易受到石油价格波动的影响,油价的波动严重影响了该地区的宏观经济运行。很多研究者试图去了解高油价给地区宏观经济带来的影响,但几乎没有任何研究完全研究出石油价格的变化对该地区的影响。通过格兰杰和多元Granger因果关系研究中观察到在该地区选定的国家受到高油价的影响,但选定的国家不论是个体还是整体都缺乏能力去影响国际石油价格。例如,印度正在迅速增长,印度的石油消费量在世界上的份额是在上升。然而,印度的总产量不足全球总产量的1%,因此,印度缺乏影响世界石油价格的能力。其他国家情况类似。这项研究还证实,石油价格的上涨,换句话说,特别是价格水平上升,国际油价的波动会影响国内生产的商品和服务,在南亚,石油价格下跌,不会给经济增长带来任何明显的积极变化. 这项研究还表明,石油价格与国内生产总值的关系似乎成为不同国家明显的经济特征。在南亚,基于其经济规模与经济结构,石油价格的影响在去年持续了4至8个季度。这表明一个短期的石油价格冲击对印度的国内生产总值所造成的负面影响已显现,而该地区的其他国家。这项研究还表明,在南亚的因果关系仍然是一种方式,从石油价格的波动(尤其是石油价格的上涨),其他宏观经济变量的运行。这加强了现有的研究视角,一致的石油价格在大多数经济稳健的宏观经济绩效中起到关键作用关键。有趣的是,所有观察下的经济体都表明受石油价格波动影响的经济活动,在经历由于石油价格的上涨对GDP造成的短期不利影响后,都要经过长期的复苏。我们发现,由于石油价格波动而引起的增长变化持续两到四年以上,而且根据统计,明显影响未来产量的增长,然而,非持续性变化即持续了一年多,不到4年对该地区的产量增长没有明确影响。与此相反,油价暂时波动,持续一年或更少不影响南亚国家经济的增长。为了描述石油价格对所选定经济体系的影响,本研究应用了一些基本技术包括：ARDL、响应函数、索洛增强模型和简单的OLS技术。研究分析,油价上涨不仅增加了生产成本,而且在减少来自该地区的总出口量的同时,增加进口账单,对被选定国家的外部收支平衡施加了巨大的压力。石油消耗庞大的外汇储备是该地区长期存在的贸易赤字的主要原因,因此石油价格的上涨对贸易赤字有双重影响,一方面,由于出口成本的提高,它降低了竞争力,而另一方面它增加了进口量。同样地,石油是工业生产中的基本生产资源而且被广泛用于货物运输。石油价格的上升增加了成本的投入,推动工资上涨。因此,石油价格导致价格水平普遍上涨。另一方面,石油价格的下降,要保持在向下价格刚性,而不是要压低的价格水平。在这样的大背景下,长期石油价格的上涨有利于消费者并符合生产者价格水平要求。全球石油价格变动引起的风波及石油价格导致的贸易失衡给世界各国的政策制定者提出了严重的警示,因为它会严重影响净石油进口国的经济。这也表明,小规模地依赖石油作为其能量来源,对一个庞大的且不断增长的经济体来说,使其对石油价格波动免疫,而对于那些过分依赖石油并以此为基础的工业生产和出口的经济体来说,它们很容易受到石油价格冲击和波动的影响。印度属于第一种情况,而第二种情况,巴基斯坦就是最好的例子。
[Abstract]:The continent ' s population is almost 25 per cent of the world ' s population , and 40 per cent of the population lives below the poverty line . The continent still has a long way to go to achieve high standards of living , development and social and economic stability .

The impact of oil price fluctuations ( increase and decrease ) , actual output growth , including the asymmetry of the effects of oil prices and its output , has continued for a rather long period of time . In this study , it is generally believed that the adverse effects of rising oil prices are not linear . In general , the adverse effects of rising oil prices have a negative impact on inflation and trade balances . Therefore , in this study , we chose South Asian countries to analyze the effects of oil price fluctuations , such as the effects of international payments , inflation and economic growth . We will analyze the overall impact of oil price fluctuations on the region on the basis of regression analysis and statistical techniques .

At present , there is an urgent need to address the world ' s economic problems , such as poverty reduction , increased production and consumption and global production , which depend on the development of South Asia . Although the region has been doing well in the 2002 dotcom bubble and the 2008 financial crisis , there has been a nearly 5 per cent growth rate in countries in the region over the past decade . However , in South Asia and elsewhere in the world , the volatility of oil prices has severely affected the macro - economic operation of the region . Many researchers try to understand the impact of high oil prices on the region ' s macro - economy , but few studies have completely studied the impact of changes in oil prices on the region .

India ' s capacity to influence the world ' s oil prices is , for example , that India is growing rapidly and India ' s share of oil consumption is rising . Yet India ' s lack of capacity to influence the world ' s oil prices is similar to that of other countries . The study also confirms that rising oil prices , in other words , rising in price levels , and fluctuations in international oil prices will affect goods and services produced domestically , and in South Asia , oil prices fall , without any significant positive change in economic growth .

The study also shows that the relationship between oil prices and gross domestic product ( GDP ) appears to be a distinct economic feature of different countries . In South Asia , the impact of oil prices on the basis of its economic size and economic structure last year lasted four to eight quarters . This has also shown that a short - term oil price impact has emerged in India ' s gross domestic product , and other countries in the region . The study also shows that the causal relationship in South Asia is still a way to play a key role in most of the sound macroeconomic performance of most economies .

Interestingly , all the observed economies demonstrate a long - term recovery following the short - term adverse impact of oil prices on GDP , which has been through a long - term recovery following a short - term adverse impact on GDP as a result of rising oil prices . In contrast , volatility in oil prices continues for a year or less without a clear impact on the growth of the economies of South Asia . In order to describe the impact of oil prices on selected economic systems , the study has applied some basic technologies including ARDL , response functions , Solow - enhanced models , and simple OLS techniques .

The rise in oil prices is a major cause of the long - standing trade deficit in the region , and the increase in oil prices has a double impact on the trade deficit , on the one hand , as export costs increase , and on the other hand it increases imports .

Similarly , oil is the basic production resource in industrial production and is widely used for the transport of goods . The rise in oil prices has increased costs and pushed wages to rise . As a result , oil prices have led to a general increase in prices . On the other hand , oil prices have caused a general rise in price levels . On the other hand , oil prices are falling and are to be maintained at a downward price rigidity , rather than a low price level . In such a large background , the increase in long - term oil prices is beneficial to consumers and meets the producer price level requirements .

Trade imbalances caused by changes in global oil prices have made serious warnings to policymakers in the world because it could seriously affect the economies of net oil importers , which also suggests that small - scale dependence on oil as its source of energy makes it vulnerable to oil price shocks and fluctuations in a large and growing economy . India is the first , and in the second case , Pakistan is the best example .
【学位授予单位】：吉林大学
【学位级别】：博士
【学位授予年份】：2013
【分类号】：F135;F714.1

【共引文献】