摘要
随着我国进入工业化社会,石油已成为我国经济不断发展的重要资源,而国内石油产量的不足促使我国对国际石油的依赖度不断加大,国际石油价格对国内经济的影响也不断加大。文章以国际原油价格对我国CPI的影响为研究重点,在样本期间内利用相关性检验、Johansen协整检验和Granger因果关系检验研究国际原油价格对我国CPI的影响情况,并建立二者的长期数量模型和短期向量误差修正模型。研究结果表明,无论在长期内还是在短期内国际原油价格对我国CPI都有较显著的单方向的影响,且影响系数均为正。
Along with China＇s entering industrialized society, oil has become an important resource of China＇s economic development, but domestic oil production is insufficient, so import quantum of international oil is increasing. Consequently, the international oil price has a big influence on China＇s economy. Fog cusing on the effect of international crude oil price on China＇s CPI, this paper studies the effect of international crude oil price on the CPI by the correlation test, the Johansen cointegration test, and the Granger causality test, and then established a mathematic model of long and short vector error correction model be- tween them. The results showed that the international crude oil price has a significant impact on China＇s CPI both in the long term and in the short term just in one direction and that the influence coefficients are positive.
出处
《南京航空航天大学学报（社会科学版）》
2013年第2期28-31,64,共5页
Journal of Nanjing University of Aeronautics & Astronautics（Social Sciences）
