| 国际石油价格上涨对中国汽车产业的冲击效应——基于VAR与VEC模型的实证研究 |
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| 引用本文： | 谭力文,代伊博,娄汇阳,陈冰洁. 国际石油价格上涨对中国汽车产业的冲击效应——基于VAR与VEC模型的实证研究[J]. 统计与信息论坛, 2010, 25(5): 25-29 |
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| 作者姓名： | 谭力文 代伊博 娄汇阳 陈冰洁 |
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| 作者单位： | 武汉大学,企业战略管理研究所,湖北,武汉,430072 |
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| 基金项目： | 国家自然科学基金项目《全球价值链背景下"中国制造"的国际竞争力的评价及升级策略研究》 |
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| 摘 要： | 近年来,国际油价持续攀升且在高位震荡。研究表明国际油价上涨对中国汽车产业总体需求和需求结构产生了较大冲击。国际石油价格是汽车产业总需求波动的格兰杰原因,对其冲击是负向、显著、长远的;它是乘用车、商用车需求变化的格兰杰原因,但所引起的响应路径截然不同。乘用车内部,它与基本型乘用车、多功能车的需求变化具有格兰杰因果关系,但却外生于运动型多用途车及交叉型乘用车的需求变化。相应地,它对前两者的销量影响较显著,相对方差贡献率较高。
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| 关 键 词： | 国际石油价格 汽车产业 VAR模型 VEC模型 |
The Impact of Rising International Oil Prices on Automobile Industry in China: an Empirical Study Based on VAR and VEC Models |
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| TAN Li-wen,DAI Yi-bo,LOU Hui-yang,CHEN Bing-jie. The Impact of Rising International Oil Prices on Automobile Industry in China: an Empirical Study Based on VAR and VEC Models[J]. Statistics & Information Tribune, 2010, 25(5): 25-29 |
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| Authors: | TAN Li-wen DAI Yi-bo LOU Hui-yang CHEN Bing-jie |
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| Affiliation: | TAN Li-wen,DAI Yi-bo,LOU Hui-yang,CHEN Bing-jie(Institute of Business Strategic Management,Wuhan University,Wuhan 430072,China) |
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| Abstract: | In recent years,international oil prices continue to rise and fluctuate.Empirical study shows that the impact of rising international oil price on the overall demand and demand structure of automobile industry in China is great.It is the Granger cause of fluctuations of overall demand of China's automobile industry and the impact of which is negative,significant and far-reaching.It is also the Granger cause of demand changes of passenger car and commercial vehicle.However,their impulse responses are totally... |
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| Keywords: | international oil price automobile industry VAR model VEC model |
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