本文關(guān)鍵詞：國(guó)際原油價(jià)格波動(dòng)對(duì)我國(guó)宏觀經(jīng)濟(jì)的影響　出處：《復(fù)旦大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 國(guó)際原油價(jià)格 SVAR向量自回歸模型 PPI CPI 采購(gòu)經(jīng)理人指數(shù)

【摘要】：中國(guó)的現(xiàn)代化需要大量的石油資源,這是經(jīng)歷工業(yè)化國(guó)家所必須面對(duì)并解決的一個(gè)問(wèn)題。而中國(guó)作為世界第二大經(jīng)濟(jì)體和第二大原油消費(fèi)國(guó),對(duì)石油的需求與日俱增,國(guó)際原油價(jià)格從2008年每桶140美元一路回落,跌至2009年每桶40美元,2013年1月在95美元附近震蕩,原油價(jià)格的大幅波動(dòng),使得想要進(jìn)行結(jié)構(gòu)轉(zhuǎn)型的中國(guó)面臨很多挑戰(zhàn),對(duì)中國(guó)的經(jīng)濟(jì)運(yùn)行和增長(zhǎng)也造成了很大的困擾, 本文擬通過(guò)對(duì)石油價(jià)格波動(dòng)對(duì)經(jīng)濟(jì)傳導(dǎo)機(jī)制的理論分析,再結(jié)合中國(guó)石油定價(jià)機(jī)制及存在的種種不足,基于2005年1月至2013年1月中國(guó)宏觀經(jīng)濟(jì)月度指標(biāo),通過(guò)計(jì)量經(jīng)濟(jì)學(xué)方法中的SVAR模型進(jìn)行實(shí)證分析,主要運(yùn)用格蘭杰因果檢驗(yàn)、自向量回歸模型、脈沖響應(yīng)函數(shù)和方差分解等方法。結(jié)果顯示：國(guó)際原油價(jià)格波動(dòng),由于成本效應(yīng),對(duì)工業(yè)品出廠價(jià)格指數(shù)(PPI)和企業(yè)商品價(jià)格指數(shù)(CGPI)的沖擊比較明顯,由于能源消費(fèi)以煤炭為主以及價(jià)格傳導(dǎo)機(jī)制不完善,對(duì)國(guó)內(nèi)宏觀經(jīng)濟(jì)指標(biāo)PMI影響有限,對(duì)通脹指標(biāo)CPI沖擊的顯著性較小,而在原油沖擊初期,中央銀行為避免發(fā)生通貨膨脹更傾向于采用緊縮的貨幣政策。 在政治環(huán)境復(fù)雜和流動(dòng)性過(guò)剩的今天,國(guó)際原油顯現(xiàn)出更多的政治和金融屬性,中國(guó)通過(guò)技術(shù)進(jìn)步降低原油消耗,降低原油的對(duì)外依存度,提高能源利用率,通過(guò)建立原油期貨市場(chǎng)取得國(guó)際原油市場(chǎng)定價(jià)的話語(yǔ)權(quán)是當(dāng)務(wù)之急。
[Abstract]:China's modernization requires a large amount of oil resources, a problem that must be faced and solved by industrialized countries. China is the world's second largest economy and the second largest consumer of crude oil. With the increasing demand for oil, international crude oil prices dropped from $140 per barrel on 2008 to $40 per barrel on 2009 and fluctuated around $95 on January 2013. The large fluctuations in crude oil prices have made China, which wants to undergo structural transformation, face many challenges, which has also caused great difficulties to China's economic operation and growth. Through the theoretical analysis of the transmission mechanism of oil price fluctuation to the economy, this paper combines the pricing mechanism of Chinese petroleum and its shortcomings. Based on the monthly macroeconomic indicators of China from January 2005 to January 2013, the empirical analysis is carried out through the SVAR model in econometrics, and the Granger causality test is mainly used. The results show that the international crude oil price fluctuates due to cost effect. The impact of PPI and CGPI on the ex-factory price index of industrial products is obvious, because the energy consumption is mainly coal and the price conduction mechanism is not perfect. The impact on domestic macroeconomic index PMI is limited, and the impact on inflation index CPI is relatively small, but in the initial stage of crude oil shock. Central banks are more inclined to adopt tight monetary policy in order to avoid inflation. In today's complicated political environment and excess liquidity, international crude oil shows more political and financial attributes. Through technological progress, China reduces crude oil consumption, reduces crude oil dependence and improves energy efficiency. It is urgent to establish the crude oil futures market to obtain the right to price the international crude oil market.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F416.22;F764.1;F124

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