国际石油价格上涨对中国汽车产业的冲击效应——基于VAR与VEC模型的实证研究

The Impact of Rising International Oil Prices on Automobile Industry in China: an Empirical Study Based on VAR and VEC Models

近年来,国际油价持续攀升且在高位震荡。研究表明国际油价上涨对中国汽车产业总体需求和需求结构产生了较大冲击。国际石油价格是汽车产业总需求波动的格兰杰原因,对其冲击是负向、显著、长远的;它是乘用车、商用车需求变化的格兰杰原因,但所引起的响应路径截然不同。乘用车内部,它与基本型乘用车、多功能车的需求变化具有格兰杰因果关系,但却外生于运动型多用途车及交叉型乘用车的需求变化。相应地,它对前两者的销量影响较显著,相对方差贡献率较高。

In recent years,international oil prices continue to rise and fluctuate.Empirical study shows that the impact of rising international oil price on the overall demand and demand structure of automobile industry in China is great.It is the Granger cause of fluctuations of overall demand of China＇s automobile industry and the impact of which is negative,significant and far-reaching.It is also the Granger cause of demand changes of passenger car and commercial vehicle.However,their impulse responses are totally different.As for the demand structure of passenger car,it is the Granger cause of demand fluctuations of basic passenger car and MPV,not of SUV and cross passenger car.Accordingly, its influence on the former two is much more significant and possesses stronger relative variance contribution.