摘要
国际石油价格波动会对一国物价水平产生较大的冲击,这种冲击对消费者价格指数和生产者价格指数的影响程度不同J,ohansen协整和Granger因果关系检验等是研究此类问题有效的计量经济方法。研究结果显示,国际石油价格与我国两种物价指数之间均存在长期协整关系,但只具有石油价格到物价的单向因果关系,且国际石油价格波动对我国生产者价格水平影响较显著。
There have been great impact of international oil price fluctuation on one country＇ s price level. The effects on consumer price index and producer price index are different. Johansen＇ s cointegration and Granger＇ s causality test are used as an effective econometric approach to explore such issues. The result shows that there exists long-term cointegration between international oil price and the two price indexes,but it is only from oil price to price one-way Granger causality,and international oil price only significantly influences producer price index.
出处
《天津大学学报（社会科学版）》
CSSCI
2010年第5期405-409,共5页
Journal of Tianjin University：Social Sciences
基金
国家自然科学基金资助项目(70873058)
