能源價格對經(jīng)濟波動的影響研究
發(fā)布時間:2018-06-01 23:56
本文選題:經(jīng)濟周期波動 + 能源價格 ; 參考:《首都經(jīng)濟貿(mào)易大學(xué)》2014年碩士論文
【摘要】:經(jīng)濟周期波動問題一直是各個國家宏觀經(jīng)濟學(xué)研究的重點問題之一,減緩經(jīng)濟的波動,實現(xiàn)持續(xù)穩(wěn)定的經(jīng)濟增長也一直是各國政府宏觀調(diào)控的主要目標,但是在此之前必須深入分析產(chǎn)生經(jīng)濟波動的原因,以便更好地針對這些因素進行宏觀調(diào)控。自二十世紀三十年代以來,對于影響經(jīng)濟波動因素的研究已經(jīng)不斷深入。如今眾多學(xué)者將經(jīng)濟波動歸因于外生的隨機沖擊作用,如貨幣政策沖擊,技術(shù)沖擊,偏好沖擊等。二十世紀七十年代石油危機引發(fā)的經(jīng)濟大蕭條,使得人們將能源問題納入到宏觀經(jīng)濟問題尤其是經(jīng)濟周期波動問題的研究中來,能源價格沖擊對于經(jīng)濟的影響不容忽視。本文首先建立了引入能源價格的RBC模型,通過對模型的校準和模擬,,驗證模型對現(xiàn)實經(jīng)濟的解釋力度。通過建立技術(shù)沖擊與能源價格沖擊的脈沖響應(yīng)函數(shù),分析技術(shù)沖擊與能源價格沖擊對經(jīng)濟的影響程度。在此理論基礎(chǔ)上,利用中國的經(jīng)濟數(shù)據(jù)進行實證分析,檢驗中國經(jīng)濟波動的特征事實以及能源價格對經(jīng)濟波動的影響。最后,針對能源價格相關(guān)問題提出相應(yīng)的政策建議。 通過分析,主要得出以下結(jié)論:一是能源價格對產(chǎn)出具有抑制作用,并且會加速通貨膨脹,但是對于同于通貨膨脹的推動作用具有滯后性。二是引入能源價格沖擊的不可分勞動的RBC模型能夠較好地解釋產(chǎn)出和消費的波動,但對于資本的解釋力不足,這可能主要源于筆者對于資本數(shù)據(jù)的處理上有待進一步改進。第三個結(jié)論是技術(shù)沖擊和能源價格沖擊都會引起經(jīng)濟的波動,技術(shù)沖擊的強度要大于能源價格沖擊,但是能源價格沖擊對于經(jīng)濟波動的作用具有長期性,因此在制定相關(guān)政策時應(yīng)重視能源價格的調(diào)整。
[Abstract]:The issue of economic cycle fluctuation has always been one of the key issues in macroeconomic research in various countries. Slowing down economic fluctuations and achieving sustained and stable economic growth have also been the main objectives of macroeconomic regulation and control by the governments of all countries. But before this, we must analyze the causes of economic fluctuation in order to better control these factors. Since the 1930s, the research on the factors influencing economic fluctuation has been deepening. Nowadays, many scholars attribute economic fluctuations to exogenous random shocks, such as monetary policy shocks, technological shocks, preference shocks, and so on. The Great Depression caused by the oil crisis in the 1970s makes people bring the energy problem into the study of macroeconomic problems, especially the problem of economic cycle fluctuations. The impact of energy price shock on the economy can not be ignored. In this paper, the RBC model of introducing energy price is established, and the model is calibrated and simulated to verify the interpretation of the model to the real economy. By establishing the impulse response function of technology shock and energy price shock, the influence of technology shock and energy price shock on economy is analyzed. On the basis of this theory, the empirical analysis of China's economic data is carried out to test the characteristics of China's economic fluctuations and the impact of energy prices on economic fluctuations. Finally, the paper puts forward the corresponding policy recommendations for energy price related problems. The main conclusions are as follows: first, the energy price can restrain the output and accelerate the inflation, but it has the lag effect on the promotion of the same inflation. The second is that the RBC model with energy price shock can better explain the fluctuation of output and consumption, but the explanation for capital is insufficient, which may be mainly due to the author's need to further improve the handling of capital data. The third conclusion is that both technological shocks and energy price shocks can cause economic fluctuations, and the intensity of technological shocks is greater than that of energy price shocks, but the impact of energy price shocks on economic fluctuations is of a long-term nature. Therefore, when formulating relevant policies, we should pay attention to the adjustment of energy prices.
【學(xué)位授予單位】:首都經(jīng)濟貿(mào)易大學(xué)
【學(xué)位級別】:碩士
【學(xué)位授予年份】:2014
【分類號】:F124.8;F426.2
【引證文獻】
相關(guān)碩士學(xué)位論文 前1條
1 康秋匣;北京市能源消費影響因素分析及節(jié)能對策建議[D];首都經(jīng)濟貿(mào)易大學(xué);2015年
本文編號:1966302
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