基于VAR模型的中国原油进口现状分析

An Econometric Analysis on China's Crude oil import: Based on VAR Model

通过构建向量自回归模型进行脉冲响应分析,研究我国经济增长、原油进口量、原油生产量和国际原油价格之间的交互响应过程.结果表明:我国原油进口中确实存在着严重的“量价齐升”现象,也因此加剧了国际油价的震荡幅度,但由于我国原油产量相对稳定及特殊的国内原油定价机制,国际原油价格波动对经济增长的影响在短期内还不甚明显.基于以上分析,提出了进一步完善我国原油定价和管理体制的措施和建议.

This paper applies vector auto - regression model and impulse response analysis to portray the dynamic correlations between economy development, crude oil import quantity and international market crude oil price. The result shows that there are evident trend that import quantity will increase with elevate of oil price. But the wave - motion of international oli price has slight influence on china＇ s economy development in the short - run. Further more, the paper gives some solving suggestions and measures to perfact our oil pricing and management system.