国际石油价格波动对我国工业品出厂价格的影响研究  

Research on the Impact of International Oil Price Fluctuations on China’s Industrial Product Ex-factory Price——Based on VAR model Analysis

作　　者：冯美丽 张志新[1] 刘欣 

机构地区：[1]山东理工大学经济学院

出　　处：《价格理论与实践》2018年第8期98-101,共4页Price:Theory & Practice

基　　金：国家社科基金一般项目“国际化进程中的农村劳动力国内外流动一体化机理与调控研究”(项目编号:17BJY107);山东省社科基金项目“新型城镇化条件下山东农民工市民化成本及分担机制研究”(项目编号:15CJJJ23)阶段性成果之一

摘　　要：本文选取2001年1月-2018年6月国际石油价格和我国PPI月度数据，构建VAR模型，并通过格兰杰因果关系检验、脉冲响应函数及方差分解方法，在检验变量的平稳性和协整关系基础上，验证了我国PPI与国际石油价格波动间的动态关系，发现两者之间存在长期稳定的均衡关系，且我国工业品出厂价格受国际石油价格显著影响并且持续时间较长。因此，本文通过监测国际石油价格，提出了适时调控与稳定油价，调整产业结构和能源结构的相关建议。International oil price volatility affects the ex-factory price of products by increasing the production cost of most enterprises. This phenomenon is particularly prominent in China＇s Industrial Product Ex-factory Price. Based on the data from January 2001 to June 2018, this paper selects the international oil price and China＇s PPI to construct a VAR model, based on the stability and co-integration relationship of the test variables, through the Granger causality test, impulse response function and variance decomposition method, the dynamic relationship between China＇s PPI and international oil price fluctuations is verified. It is found that there is a long-term stable equilibrium relationship between international oil prices and China＇s PPI, and China＇s Industrial Product Ex-factory Price is significantly affected by international oil prices and lasts for a long time. Therefore, this paper proposes relevant recommendations fortimely regulation and stabilization of oil prices, adjustment of industrial structure and energy structure by monitoring international oil prices.

关 键 词：国际石油价格 工业品出厂价格 冲击效应 VAR模型 

分 类 号：F416.22[经济管理—产业经济] F764.1F424