摘要
煤炭价格波动对实体经济的影响已成为能源经济领域的研究重点,基于中国2002—2012的面板数据,运用计量经济分析方法和时变参数状态空间模型测度了煤炭价格波动对实体经济主要变量——物价和产出的影响效力、影响时滞及其动态变动趋势。实证结果表明:煤炭价格波动对物价具有长、短期正向影响效力,而对GDP具有较为明显的长期正向影响效力和短期负向效力;煤炭价格波动对CPI、PPI和GDP的平均影响时滞分别为13.5个月、8个月和6.5个月;动态性测度结果表明,煤炭价格波动对物价的影响弹性波动较大,总体上来看,煤炭价格波动对PPI的影响弹性大于对CPI的影响弹性,而对GDP则具有明显的正向作用,存在着不明显的效率减损。
The effect of coal price fluctuation on real economy has been a hotspot in the area of energy economic research. Based on the panel data in the period from Jan. 2002 to Dec. 2012, this article measures the impact magnitude, time lag and dynamic variation trend of coal price fluctuation on China's real economy by using econometric analysis. The empirical results indicate that the coal price fluctuation has both long-term and short-term positive impacts on the overall price level of China. The average impact time lags on CPI, PPI and GDP are respectively 13.5 months, 8 months and 6.5 months. Dynamic measurement results show that the elastic fluctuation of coal price on commodity price of China is great and the elasticity on PPI is larger than that on CPI. As a whole, coal price fluctuation has a positive impact on GDP with minimal efficiency attrition.
出处
《北京理工大学学报（社会科学版）》
CSSCI
2014年第2期18-23,共6页
Journal of Beijing Institute of Technology：Social Sciences Edition
基金
国家社会科学基金资助重大招标项目(12&ZD062)
国家自然科学基金资助项目(71203219)
教育部人文社科基金资助项目(11YJC790035)
江苏省社科基金资助项目(2010EYD025)
江苏省博士后基金资助项目(1301031C)
