【作者】 顾晓辉；

【导师】 乔世君；

【作者基本信息】 内蒙古大学 ， 政治经济学， 2010， 硕士

【摘要】 近年来,研究能源价格变动对于宏观经济影响的文章是方兴未艾。在我国能源消费的结构中：70%是煤炭、20%是石油,这个是我们研究能源价格对于我国经济影响的基本前提。国际煤炭价格的变动与国际原油价格的变动,对于我国宏观经济分别有什么样的影响?针对这种影响,我们可以采取何种措施?本文利用VAR模型,结合格兰杰因果检验以及协整检验,利用国际煤炭、国际原油价格、物价水平(PPI、CPI)、工业增加值(VAI)以及货币发行量(M2)进行了实证分析。首先,本文建立VAR模型来讨论国际煤炭、国际原油价格的变动对于物价水平(PPI、CPI)、工业增加值(VAI)以及货币发行量(M2)的影响。其次,本文讨论了国际煤炭价格与国际原油价格波动的相关性。本文得到主要结论是：国际煤炭价格和国际原油价格波动对于PPI有较为显著的影响,而对于CPI影响不显著；国际煤炭价格波动对于工业增加值有一定的影响,国际原油价格对于工业增加值影响不显著；国际煤炭价格波动对于货币发行量存在一定程度上的反向关系,国际原油价格对于货币发行量影响不明显。更多还原

【Abstract】 In recent years, the research of energy price changes for macro economic effects of articles is on the rise. In China’s energy consumption structure:70 percent of coal and 20 percent of oil, this is our study of economic impact energy prices for basic prerequisite. The fluctuation international coal price and international oil prices, the change of China’s macroeconomic respectively for what? According to this, we can adopt measures?Using VAR model, cointegration test and granger causality test, to analyze the relation of coal, oil price changes in prices (PPI, CPI), industrial added value (VAI) and monetary circulation (M2) analysis. Using VAR model, cointegration test and granger causality test, analysis of coal, the international oil prices internationally on the price level (PPI, CPI), industrial added value (VAI) and monetary circulation (M2) analysis. Firstly, this paper establish VAR model to discuss international coal, crude oil prices on the international price level (PPI, CPI), industrial added value (VAI) and money supply (M2). Secondly, the paper discusses the international price of coal and international oil prices.This paper presents the main conclusion is:the price of coal and oil prices for prices have significant influence PPI, but no significant influence on the CPI; Coal price fluctuation in the industrial sector has certain influence in the industrial sector, crude oil prices no significant influence; Coal price fluctuations in currency issued a certain backward relation, crude oil prices for the currency is not remarkable.更多还原