国际石油价格波动对中国消费需求的冲击——基于VAR模型的研究与分析  

Impact of International Oil Price Fluctuation on China's Consumers' Demand——An Empirical Study Based on VAR Model

作　　者：代伊博[1] 谭力文[1] 

机构地区：[1]武汉大学企业战略管理研究所,湖北武汉430072

出　　处：《东北大学学报（社会科学版）》2010年第6期498-503,共6页Journal of Northeastern University(Social Science)

基　　金：国家自然科学基金资助项目(70772046)

摘　　要：通过建立向量自回归模型(VAR),借助脉冲响应函数和方差分解技术,从宏观经济和中观行业两个层面实证考察了国际石油价格的波动对于我国总体消费需求和四个代表性行业消费需求的冲击效应。研究结果表明,近十年来,国际油价的波动对我国总体消费需求的影响并不显著;在中观行业层面,国际油价的波动对石油和天然气开采业、黑色金属冶炼及压延加工业的消费需求有显著的同向冲击效应,对交通运输设备制造业的消费需求的拉动作用较为明显,对电力、热力的生产和供应业的消费需求变化的解释力度最小。With the VAR models developed and by virtue of the impulse response functions and variance analysis,the impact of international oil price fluctuation on China＇s overall consumer demand especially on the demand of some typical industries was studied in view of macro-economy and meso-industry.The empirical results showed that the impact of international oil price fluctuation on China＇s overall consumer demand is not significant in the recent decade,while the impact on the demand of oil/gas,ferrous metal smelting and metal working industries is more significant than that on transport equipment manufacturing industry.As to China＇s electric power and heat supplies,the interpretability is tiny to the impact of international oil price fluctuation on consumers＇ demand.

关 键 词：国际石油价格 消费需求 冲击效应 VAR模型 

分 类 号：F224[经济管理—国民经济]