【作者】 周爱前；

【导师】 张钦；

【作者基本信息】 南京航空航天大学 ， 数量经济学， 2009， 硕士

【摘要】 高煤价对我国经济增长的影响日益趋显。煤炭行业作为基础性产业,对其下游的相关行业,特别是电力、钢铁、建材及化工四大产业,甚至整个国民经济都有很强的关联效应。因此,有必要研究煤价变化对我国经济增长的影响。本文主要运用投入产出模型,VAR的脉冲响应函数,来分析国民经济各部门对煤炭价格冲击的反映,以及国民经济系统在煤炭价格冲击下的动态影响。同时,运用计量经济模型对我国近28年的数据进行回归分析。结果表明,煤炭价格对GDP有正面的贡献作用,但若政府在干预定价时,GDP与煤价的关系应只作为其中的一个决策参考。其次,利用1990~2003年度的数据,进行煤价等相关经济变量与GDP的协整关系研究。结果表明,煤炭价格指数与GDP、石油出厂价格指数之间存在协整关系,这与中国经济增长状况的现实是大致吻合的。特别是与GDP之间的长期均衡性说明了,我国的经济增长在一定程度上是依赖于能源消费的。另外,通过格兰杰检验得到:煤炭价格是GDP的格兰杰原因,这表明煤炭价格与GDP之间存在相关性。但在分析时发现以17.848%的概率接受“LNGDP不是LNCOAL_INDEX的Granger原因”,说明我国的经济增长不仅受煤炭价格变化的影响,相反,煤炭价格在一定程度上也受到我国经济增长状况的制约。更多还原

【Abstract】 High coal prices have obviously impact on Chinese economic growth day by day. The coal profession takes the foundational industry, which has very strong correlation effects to its lower reaches of the related industries, especially, electricity, iron and steel, building materials and the chemical industry, or even the entire national economy. Therefore, it is necessary to study changes in coal prices on the impact of Chinese economic growth.The paper analysis the reflect of the various sectors of the national economy on the coal prices’changes by using input-output model and VAR’s impulse response function, as well as the national economic system of dynamic impact under coal prices’influence. At the same time, using an econometric model make related regression analysis by the data of nearly 28 years. The results show that the price of coal has made a positive contribution to GDP. But the government’s intervention in pricing will not help in coal, the relationship between coal prices and GDP should be as a policy-making factor to reference. Secondly, using the data from 1990 to 2003, attempts to make a cointegration analysis between coal-related economic variables and GDP. We find that the co-integration relationship exists between coal price index and GDP, which reflects the approximately uniformity with the reality condition of Chinese economic growth, and it explains specially that Chinese economic growth relies on energy consumption.In addition, coal price index is Granger reasons for GDP by Granger causality test. It was found in result that the relevance between coal price index and GDP. But we discovered that GDP was not Granger reasons for coal price index by 17.848% probability of rejection, the results show that Chinese economic growth is influenced by coal prices. However, coal prices are also restrainted.更多还原