國(guó)際油價(jià)變動(dòng)對(duì)我國(guó)宏觀經(jīng)濟(jì)影響的實(shí)證分析
本文選題:國(guó)際油價(jià) + 宏觀經(jīng)濟(jì) ; 參考:《暨南大學(xué)》2013年碩士論文
【摘要】:近年來(lái),國(guó)際石油市場(chǎng)局勢(shì)波譎云詭,石油價(jià)格變幻莫測(cè),且一直處于高位震蕩,這無(wú)疑加重了各國(guó)能源安全的隱患,尤其是增加了石油進(jìn)口國(guó)的負(fù)擔(dān)。隨著我國(guó)國(guó)民經(jīng)濟(jì)的高速發(fā)展和工業(yè)化程度的提高,我國(guó)的石油消費(fèi)量迅速增長(zhǎng),進(jìn)口依存度逼近60%。因此,做為重要戰(zhàn)略能源的石油對(duì)我國(guó)的國(guó)防安全和國(guó)計(jì)民生都有著舉足輕重的作用。自1998年我國(guó)建立了與國(guó)際接軌的石油定價(jià)機(jī)制后,國(guó)際油價(jià)的沖擊也隨之傳導(dǎo)到我國(guó)生產(chǎn)生活的方方面面,,對(duì)我國(guó)的經(jīng)濟(jì)發(fā)展產(chǎn)生重要影響。本文從理論上研究了國(guó)際油價(jià)的定價(jià)機(jī)制及對(duì)我國(guó)宏觀經(jīng)濟(jì)各方面的影響,實(shí)證分析了國(guó)際油價(jià)與國(guó)內(nèi)油價(jià)的相關(guān)關(guān)系,建立了國(guó)際油價(jià)、國(guó)內(nèi)油價(jià)對(duì)經(jīng)濟(jì)增長(zhǎng)、物價(jià)水平、進(jìn)出口及金融市場(chǎng)影響的計(jì)量經(jīng)濟(jì)模型,并輔之以協(xié)整檢驗(yàn)、格蘭杰因果檢驗(yàn)方法,進(jìn)行了脈沖響應(yīng)和方差分解的研究,從而理清油價(jià)沖擊的影響機(jī)制,有助于我國(guó)應(yīng)對(duì)高油價(jià)風(fēng)險(xiǎn)作出正確的決策。
[Abstract]:In recent years, the international oil market situation is turbulent, the oil price is unpredictable, and has always been in high volatility, which undoubtedly aggravated the hidden dangers of energy security of various countries, especially increased the burden of oil importing countries. With the rapid development of our national economy and the improvement of industrialization, China's oil consumption is increasing rapidly, and the import dependence is approaching 60%. Therefore, as an important strategic energy, oil plays an important role in national defense security and national economy and people's livelihood. Since 1998, when China established the petroleum pricing mechanism in line with international standards, the impact of international oil prices has also been transmitted to all aspects of China's production and life, which has had an important impact on the economic development of our country. This paper theoretically studies the pricing mechanism of international oil price and its influence on China's macro-economy, analyzes the correlation between international oil price and domestic oil price, and establishes international oil price, domestic oil price to economic growth and price level. The econometric model of the influence of import and export and financial market, supplemented by cointegration test and Granger causality test, studied the impulse response and variance decomposition to clarify the influence mechanism of oil price shock. It is helpful for our country to make the right decision on the risk of high oil price.
【學(xué)位授予單位】:暨南大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2013
【分類號(hào)】:F764.1;F124
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