中国能源价格变动与居民消费水平的动态效应——基于VAR模型和SVAR模型的检验  

Dynamic Effect of China’s Energy Price Fluctuations and Resident Consumption Levels: Verification Based on the VAR Model and SVAR Model

作　　者：张欢[1] 成金华[1] 

机构地区：[1]中国地质大学经济管理学院(武汉),武汉430074

出　　处：《资源科学》2011年第5期806-813,共8页Resources Science

基　　金：教育部新世纪人才支持计划项目:"技术进步;社会资本与中国能源效率管理政策创新"(编号:NCET-06-00661);湖北省人文社科重点研究基地开放基金项目:"矿产资源节约集约利用问题研究"(编号:2007B005)

摘　　要：能源价格的变动对居民消费水平的变化有重要影响。本文综合运用VAR模型和SVAR模型,通过对1989年-2009年我国能源价格变动与居民消费水平的动态波动效应的实证检验表明:①居民消费水平在短期对能源价格水平有正向冲击作用,在长期有负向冲击作用,居民消费水平的提高短期内对能源价格水平的上涨有推动作用;能源价格水平在短期和长期对居民消费水平有明显的正向冲击作用,能源价格水平的上涨导致居民消费水平的上涨;②能源价格水平在短期主要受前期自身水平的影响,居民消费水平在中长期对能源价格水平也有较强贡献;居民消费水平短期内主要受前期居民消费水平的影响,长期受居民消费水平和能源价格水平的共同影响。基于以上结论,国家在调控能源价格时需要考虑到能源价格对居民消费水平的影响,避免由于能源价格过快上涨导致居民消费水平的剧烈波动;此外,在能源价格长期上涨预期背景下,我国政府应逐步提高居民工资收入占GDP比重,通过收入分配改革提高居民收入水平,为维持高能源价格背景下居民消费水平的健康发展提供支持。Consuming a large quantity of oil, gas and electricity is a characteristic of modern urban life. The rise of energy price would inevitably lead to the rise of living cost, and then affect consumption structure and habits, which has a far-reaching influence on social commodities demand and social economy development. In China, energy commodity prices are mainly regulated by the nation; therefore, the strategy of energy price regulation should be mutually adapted to the resident consumption level. In this context, to investigate the dynamic relationship between energy prices and consumption levels is able to provide reference for formulating policy among national energy prices and resident consumption levels. The authors examined the dynamic fluctuation effects of China’s energy price fluctuation and resident consumption levels from 1989 to 2009 using the impulse response function of VAR and SVAR models as well as variance decomposition technique. Results indicate that （1） the resident consumption level has positive shocks on the energy price level in the short term, but it has negative shocks on energy price in the long term. In the short term, improvement in resident consumption levels has a promotion effect on energy price rise, while the energy price level has an obvious positive shock on resident consumption levels both in the short term and in the long term. Energy price increase promotes the improvement of consumption levels. （2） The energy price level is mainly affected by its own level in the early stage. In the middle and long terms, the resident consumption level also makes a greater contribution to the energy price level. In the short term, the resident consumption level is mainly affected by the resident consumption level at the early stage, whereas it is jointly affected by the resident consumption level and energy price level in the long term. In terms of these findings, a rapid increase in energy price should be avoided as it would lead to dramatic fluctuations in the consumption level whe

关 键 词：居民消费水平 能源价格 VAR模型:SVAR模型 脉冲响应函数 中国 

分 类 号：F224[经济管理—国民经济] F426.2F126