| 国际石油价格波动对我国通货膨胀的影响——基于VAR的经验证据 |
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| 引用本文： | 杜金岷,曾林阳. 国际石油价格波动对我国通货膨胀的影响——基于VAR的经验证据[J]. 国际经贸探索, 2008, 24(7) |
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| 作者姓名： | 杜金岷 曾林阳 |
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| 作者单位： | 暨南大学经济学院,广东,广州,510632 |
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| 基金项目： | 国家自然科学基金项目 , 广东省普通高校人文社会科学重点项目 |
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| 摘 要： | 文章的定性分析表明,既存在支持国际石油价格波动会对我国通货膨胀产生影响的理由,也存在削弱这种影响的理由,而VAR经验分析表明,并没有令人信服的经验结果支持国际石油价格波动会对我国通货膨胀产生影响的结论,这种影响在25%的显著性水平上,即使在滞后12期之后,也至多是微弱的.
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| 关 键 词： | 国际油价 通货膨胀 VAR |
Effects of International Oil Price Fluctuations on our Inflation Rate: Empirical Evidence from VAR Model |
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| DU Jin-min,ZENG Lin-yang. Effects of International Oil Price Fluctuations on our Inflation Rate: Empirical Evidence from VAR Model[J]. International Economics and Trade Research, 2008, 24(7) |
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| Authors: | DU Jin-min ZENG Lin-yang |
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| Affiliation: | DU Jin-min,ZENG Lin-yang (Jinan University,Guangzhou 510632,China) |
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| Abstract: | In the literature it is postulated that the fluctuations of international oil price have significant effects on our inflation rate, and the causality of such effects is significantly unidirectional from the former to the latter. The qualitative analysis of this essay shows that there are some evidences supporting the above postulation, but some others not. Nevertheless, the empirical evidence of this essay from VAR model shows the there is no convincing quantitative evidence supporting the above postulation... |
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| Keywords: | international oil price inflation rate VAR |
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