巨灾情境下石油价格冲击的宏观经济动态效应研究——基于DSGE模型的数值分析

发布时间：2018-01-04 20:33

本文关键词：巨灾情境下石油价格冲击的宏观经济动态效应研究——基于DSGE模型的数值分析　出处：《金融发展研究》2017年07期 　论文类型：期刊论文

【摘要】：本文构建一个包含石油价格因素的动态随机一般均衡(DSGE)模型,通过将石油消费分别引入家庭部门与厂商部门,研究石油价格、消费偏好及生产技术等外生变量对我国宏观经济及石油类消费品的动态影响。研究表明:(1)石油价格下降对经济增长具有一定的负效应;巨灾情境下的石油价格暴跌,其对宏观经济的负面作用极大。(2)石油价格下降能够在短期内提升家庭与厂商的石油消费量,对家庭非石油消费的影响相对较小,中长期内对三者的影响均不显著;石油价格暴跌对石油消费具有显著的正效应,对家庭非石油消费表现为负效应。(3)生产技术改善对经济增长具有正效应,同时提升家庭与厂商的总消费水平;巨灾情境下生产技术的大幅下降导致宏观经济的下滑速率较石油价格暴跌相对平缓,且使得石油总消费量也出现相对匀速的下降。(4)短期内石油消费受到石油价格的影响较大,而中长期内生产技术决定了石油消费的总体规模。
[Abstract]:A dynamic stochastic general equilibrium oil price factors to construct the model (DSGE), the oil consumption were introduced into the household sector and manufacturers department, on the oil price, the dynamic effect of consumer preferences and production techniques of exogenous variables on China's macro economy and oil consumption goods. Research shows that: (1) the price of oil fall has a negative effect on economic growth; catastrophe in the context of oil prices plummeted, the negative effect on macro economy greatly. (2) the drop in oil prices to enhance the family and firm in the short term impact on oil consumption, household non oil consumption is relatively small, medium and long term effects on the three were not significant; the oil price collapse has significant positive effect on oil consumption of household non oil consumption showed a negative effect. (3) the production technology improvement has a positive effect on economic growth, and enhance the family The total consumption level of court and manufacturers fell sharply; catastrophe situation of production technology leads to the macro-economic decline rate is plummeting oil prices relatively stable, and the total oil consumption also declined relatively uniform. (4) the short-term consumption of oil by the oil price impact of large, medium and long-term production technology the overall scale of oil consumption.

【作者单位】：郑州航空工业管理学院;
【基金】：国家自然科学基金项目“巨灾风险的宏观经济动态效应及防范机制研究”(71603243) 教育部人文社会科学研究青年基金项目“DSGE模型视角下生态环境质量与经济增长的协调性研究”(16YJC790111)
【分类号】：F426.22;F764.1
【正文快照】： 一、引言及文献回顾21世纪以来,我国石油进口规模逐年攀升,2013年,我国首次超越美国成为全球第一大石油进口国,截至2015年,我国石油进口依存度已接近60%,石油消耗量达到5.19亿吨,而国内原油产量仅为2.11亿吨。具体来讲,我国石油消费主要包括两个方面:一是石油工业消费,主要作

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