| 国际原油价格波动对中国物价水平的影响 |
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| 引用本文： | 彭文喜.国际原油价格波动对中国物价水平的影响[J].内蒙古财经学院学报,2014(2):18-22. |
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| 作者姓名： | 彭文喜 |
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| 作者单位： | 湖北大学商学院,湖北武汉430062 |
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| 摘 要： | 本文在多变量VAR模型的基础上,分别采用协整检验、脉冲响应和方差分解方法分析了国际原油价格对中国物价水平的影响.结果显示：国际石油价格冲击对中国物价水平的影响是显著的,对中国生产者物价水平的影响速度大于对消费者物价水平的影响,对中国生产者物价水平的影响程度大于对消费者物价水平的影响.
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| 关 键 词： | 国际石油价格冲击 物价水平 VAR模型 |
The Impact of International Crude Oil Price Fluctuation on the Price Level of China |
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| Institution: | PENG Wen - xi ( School of Business, Hubei University, Wuhan 430062, China) |
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| Abstract: | Based on multivariate VAR model, this paper analyzed the impact of international crude oil price fluctuation on the price level of China by using the cointegration test, impulse response and variance decomposition comparatively. The results showed： It is significant that oil crude price shocks impacting on the price level of Chi- na. The impact speed on producer＇ s price level is greater than consumer＇ s. The impact degree to producer＇ s price level is greater than consumer＇ s. |
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| Keywords: | international oil shocks price level VAR model |
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