基于总生产函数法研究石油价格对我国GDP的动态影响

Petroleum price's influence on China GDP basing on total product function research

本文通过总生产函数法,将石油价格纳入宏观经济的影响因素之一,考察其对我国GDP等经济指标的影响。并构建自相关回归模型,通过参数估计、协整性检验和因果检验,定量地分析出石油价格与我国GDP等经济指标之间的长期均衡关系和短期的影响程度。

This thesis took the oil price for one of the elements to macro economy and tested its influence to GDP through the total production function. It figured out both of the long-term and short-term equilibrium equation between the oil price and GDP by establishing a VAR Model, estimating parameter, testing Johansen cointegration and Granger causality.