国内成品油价格与国际原油价格对我国CPI影响对比研究——基于协整检验和误差修正模型  

The Comparative Impact of Domestic Refinedb Oil Prices and International Crude Oil Prices on China CPI

作　　者：田雪峰[1] 姜春宇[1] 

机构地区：[1]中国石油大学(华东)经济管理学院,青岛266580

出　　处：《中国能源》2013年第7期23-27,22,共6页Energy of China

基　　金：中央高校基本科研业务费专项资金(编号:13CX06018B)

摘　　要：经济危机以来受诸多因素的影响CPI波动十分频繁,油价波动与CPI变化的关系越来越受到关注。理论和实证是研究国际原油价格、国内成品油价格和我国居民消费物价指数(CPI)的关系的重要方法。本文以油价波动对CPI影响的传导路径为理论基础,以协整—误差修正模型为实证研究手段,将国际原油价格和国内成品油价格对我国CPI的影响进行比较研究,具体测量两者影响的差异。结果表明:当期的国际原油价格变化对我国CPI的影响比当期的国内成品油价格变化对我国CPI的影响大,前一期的国内成品油价格变化对我国CPI的影响比前一期的国际原油价格变化对我国CPI的影响大;从长期看,两者的影响叠加效应会使CPI的波动进一步加剧。在此基础上,提出了将油价波动"内化"于物价波动体系中的初步构想。The fluctuation of domestic oil and international factors is more frequent, and more and more attention has been focused on the influence of international crude oil prices and the domestic refined oil price on CPI. Combination of theoretical and empirical study, which is a good method to search the relationship between the international crude oil prices, the domestic refined oil prices and China＇s consumer price index （CPI）. The article will do some quantitative research as the base of the co-integration theory and error correc- tion model, and the results indicate that the impact of the current international crude oil price changes on China＇s CP! is larger than the current domestic refined oil price changes in China＇s CPI, while the impact of the previous domestic refined oil price on CPI is larger than the impact of the previous international crude oil price CPI. In the long run, both the influence of the superimposition effect can make the CPI fluctuations intensify. Based on the result, a new concept that dealing with the fluctuation of oil as a ＂inner factor＂ of CPI is put forward.

关 键 词：CPI 国际原油价格 国内成品油价格 PPI 误差修正模型 

分 类 号：F426.22[经济管理—产业经济]