摘要
能源价格是社会广泛关注的热点之一,是我国价格体制中最重要、最敏感、最具复杂性的价格体系之一,其合理与否,不仅影响着PPI的变化,也影响着CPI的变化。本文选取1999年1月到2013年3月的煤油电价格指数、工业品出厂价格指数和居民消费价格指数,运用SVAR模型,分析了能源价格变动对一般价格水平的传导影响。研究结果表明,能源价格冲击之后,到了第九个月的时候,能源价格对PPI的冲击影响接近为零;相对于能源价格对PPI的冲击影响,能源价格对CPI的冲击影响较小,而且影响的时间较短。
Energy resources' price is one of widely focused issues in our society,which is one of the most important,sensitive and complex price systems in Chinese price system. Whether it is reasonable or not affects the change of both PPI and CPI. This paper selects the price index of coal,oil and electricity,and the ex-factory price index of industrial goods and CPI from January 1999 to March 2013 and studies the transmission effects of change in energy resources' price on general price level by using SVAR model. The research results indicate that after energy resources' price shock,the shock effect of energy resources' price on PPI is nearly zero till the ninth month. The shock effect of energy resources' price on CPI is smaller in relation to that of energy resources' price on PPI and the affecting time is shorter.
出处
《当代经济科学》
CSSCI
北大核心
2014年第5期81-90,127,共10页
Modern Economic Science
基金
国家社科基金规划项目(10BJY013)
关键词
能源价格
一般物价水平
价格传导
Energy Resources' price
General Price Level
Price Transmission
