| 国际石油价格波动对我国物价水平影响研究 |
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| 引用本文： | 肖龙阶,周德群.国际石油价格波动对我国物价水平影响研究[J].天津大学学报(社会科学版),2010,12(5):405-409. |
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| 作者姓名： | 肖龙阶 周德群 |
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| 作者单位： | 1. 东南大学经济管理学院,南京210096;南京航空航天大学经济与管理学院,南京210016
2. 南京航空航天大学经济与管理学院,南京,210016 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 国际石油价格波动会对一国物价水平产生较大的冲击，这种冲击对消费者价格指数和生产者价格指数的影响程度不同，Johansen协整和Granger因果关系检验等是研究此类问题有效的计量经济方法。研究结果显示，国际石油价格与我国两种物价指数之间均存在长期协整关系，但只具有石油价格到物价的单向因果关系，且国际石油价格波动对我国生产者价格水平影响较显著。
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| 关 键 词： | 石油价格 物价水平 协整 Granger因果关系 |
Impact of International Oil Price Fluctuation on China's Price Level |
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| XIAO Long-jie,ZHOU De-qun.Impact of International Oil Price Fluctuation on China's Price Level[J].Journal of Tianjin University(Social Sciences),2010,12(5):405-409. |
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| Authors: | XIAO Long-jie ZHOU De-qun |
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| Institution: | 1. College of Economies and Management, Southeast University, Nanjing 210096, China; 2. College of Economies and Management, Nanjing University of Aeronautics and Astronauties, Nanjing 210016, China) |
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| Abstract: | There have been great impact of international oil price fluctuation on one country＇ s price level. The effects on consumer price index and producer price index are different. Johansen＇ s cointegration and Granger＇ s causality test are used as an effective econometric approach to explore such issues. The result shows that there exists long-term cointegration between international oil price and the two price indexes,but it is only from oil price to price one-way Granger causality,and international oil price only significantly influences producer price index. |
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| Keywords: | oil price price level cointegration Granger causality |
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