国际原油与黄金价格对我国通货膨胀的影响  

Research on the Impact of International Crude Oil and Gold Prices on China's Inflation

作　　者：周子朝 Zhou Zichao(School of Economics,Yunnan University of Finance and Economics,Kunming 650221)

机构地区：[1]云南财经大学经济学院,昆明650221

出　　处：《北方经贸》2022年第10期41-44,共4页Northern Economy and Trade

摘　　要：新冠肺炎疫情及俄乌军事冲突的发生使本就脆弱的世界经济雪上加霜。原油与黄金作为与宏观经济密切相关的大宗商品,其价格本身对通货膨胀有强大的预测作用。本研究选取2018-2022年共50期的月度时间序列数据,利用VAR模型,进行国际原油价格与黄金价格对我国通货膨胀影响的实证研究,结果发现国际原油价格与国际黄金价格均会对我国通货膨胀造成影响,但国际原油价格相比国际黄金价格造成的影响更加显著。最后,结合实证结果及理论现状提出了相应的对策建议。The new crown epidemic and the Russia-Ukraine war in 2020-2022 have added to the already fragile world economy.Crude oil and gold,as commodities closely related to macroeconomics,have strong predictive effect on inflation by their prices themselves.In this paper,we select monthly time series data for a total of 50 periods from 2018-2022 and use VAR models to conduct an empirical study on the impact of international crude oil prices and gold prices on China's inflation,and find that both international crude oil prices and international gold prices have an impact on China's inflation,but the impact caused by international crude oil prices is more significant compared to international gold prices.Finally,this paper combines the empirical results and the theoretical status to put forward corresponding countermeasures and suggestions.

关 键 词：国际黄金价格 通货膨胀 VAR模型 

分 类 号：F822.5[经济管理—财政学]