国际油价对我国工业产出和生产者价格指数影响研究被引量：1

A Study on the Impact of International Oil Price upon Domestic Industrial Production and PPI

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摘要基于线性和非线性假设,采用2000年6月至2015年6月的国际油价、国内工业产出和生产者价格指数(PPI)等月度数据,通过构建VAR模型,实证分析了国际油价对我国工业产出和PPI的影响。研究结果表明,国际油价与我国工业产出互为格兰杰原因,油价波动在短期对工业生产和PPI都有明显的同向影响,并且证实了油价对我国工业产出的影响具有非对称性。 Based on linear and nonlinear assumption, using the monthly data of international oil price, domestic industrial production and PPI from June 2000 to June 2015, this paper constructs a VAR model to analyze the impact of the international oil price fluctuations. The empirical tests indicate that international oil price and domestic industrial production are Granger causes for each other. Oil price impact leads to an apparent same direction fluctuation of industrial production and PPI in a short term. The study also confirms the effect of international oil price impact is asymmetric.

作者吕鹏健

机构地区中国石化集团公司经济技术研究院

出处《当代石油石化》 CAS 2016年第4期34-40,共7页 Petroleum & Petrochemical Today

关键词国际油价工业产出 PPI VAR模型非对称影响 international oil price industrial production PPI VAR model asymmetric effect

分类号 F764.1 [经济管理—产业经济] F424 [经济管理—产业经济]

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