煤炭供需变动对我国宏观经济的影响研究——基于价格传导路径的分析  

Impact study of coal supply and demand on China's macroeconomy by price transmission path analysis

作　　者：丁志华[1,2] 李文博[1] 冯猜猜 刘振华[1] 

机构地区：[1]中国矿业大学管理学院,江苏徐州221116 [2]中国矿业大学深部岩土力学与地下工程国家重点实验室,江苏徐州221116

出　　处：《中国矿业大学学报》2015年第6期1140-1146,共7页Journal of China University of Mining & Technology

基　　金：国家自然科学基金项目(71573255)

摘　　要：煤炭供需变动在对煤炭价格造成影响的同时,还会经价格路径间接影响我国宏观经济.基于2004年1月—2014年6月的时间序列数据,在运用结构向量自回归(SVAR)模型定量分析煤炭供需变动对煤炭价格影响的同时,利用普通最小二乘法(OLS)回归方程探讨了煤炭供需变动经价格路径对我国宏观经济的间接影响.结果表明:煤炭需求对煤炭价格有正向影响,而煤炭供给与煤炭价格之间则存在负相关关系,且前者对煤炭价格的正向影响效力要大于后者对煤炭价格的负向影响;煤炭需求的变化通过价格路径会对我国经济增长造成负向影响,而煤炭供给经由价格路径与我国经济增长之间则呈现正相关关系,且前者的负向影响更为显著.Coal supply and demand has significant impact on coal price,meanwhile,it also affects China＇s macroeconomy through the price transmission path.Based on SVAR model and OLS regression equation,and applying time series data from Jan.2004 to June 2014,this article measured the direct impact of coal supply and demand on coal price,and estimated its indirect impact on China＇s macroeconomy through the price path.The result indicates that the coal demand has a positive effect on coal price,while the coal supply has a negative effect on it.What＇s more,the positive effectiveness is larger than the negative.Through the price path,the variation of coal demand can negatively affect the domestic economy growth,but the change of coal supply would positively encourage the economy development.Compared with the positive influence,the negative effectiveness is more obvious.

关 键 词：煤炭供需 煤炭价格 宏观经济 影响效应 

分 类 号：F416[经济管理—产业经济]