国际油价冲击与中国的经济增长——基于非对称关系视角的分析

发布时间：2018-05-07 22:10

本文选题：国际油价 + 经济增长　；参考：《工业技术经济》2016年04期

【摘要】：本文基于季度数据,引入非对称协整模型,考察国际油价与中国经济增长的动态关系,并鉴于油价波动对不发达经济体可能的冲击,还测度了油价的不确定性并探析其对经济增长的影响,结果表明:(1)从短期来看,国际油价变化是国内经济增长的单向Granger原因,"中国因素"对全球油价变化的影响尚不明显;(2)从长期来看,国际油价和经济增长具有非对称协整关系,油价上涨对经济的影响明显大于油价下跌所产生的效应;(3)国际石油市场存在正反馈交易行为,导致油价波动在油价上涨时表现更加明显。油价不确定性在短期内对经济增长存在负面影响,长期中则不会显著影响经济增长。以上结果意味着必须高度重视石油安全问题,加强油价波动预警与风险管理系统。
[Abstract]:Based on the quarterly data, an asymmetric cointegration model is introduced to examine the dynamic relationship between international oil prices and China's economic growth, and in view of the possible impact of oil price fluctuations on undeveloped economies, It also measures the uncertainty of oil price and analyzes its impact on economic growth. The result shows that in the short term, The change of international oil price is the one-way Granger cause of domestic economic growth. The influence of "China factor" on global oil price change is not obvious.) in the long run, there is an asymmetric cointegration relationship between international oil price and economic growth. The impact of oil price rise on the economy is obviously greater than the effect of oil price fall. 3) there is positive feedback trading behavior in the international oil market, which results in oil price fluctuation becoming more obvious when oil price rises. Oil price uncertainty has a negative impact on economic growth in the short term and will not significantly affect economic growth in the long run. The above result means that we must attach great importance to the problem of oil security and strengthen the early warning and risk management system of oil price fluctuation.
【作者单位】：广东财经大学;东北大学;
【基金】：教育部人文社会科学研究青年基金项目“外商直接投资对中国工业碳排放效率的影响及协同政策研究”(项目编号:15YJCZH242) 广东省普通高校人文社科研究项目“中国低碳经济转型的绩效评估、驱动机制与政策优化研究”(项目编号:2014WQNCX113) 广东省教育厅国家级重大培育项目“大数据时代国民经济运行研究”(项目编号:2014GWXM018) 国家自然科学基金项目“气候变化下国际贸易新型环境壁垒的贸易福利效应及我国对策研究”(项目编号:71173052)
【分类号】：F416.22;F124.1

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