摘要
基于2005年1月至2016年3月的月度数据,运用非线性自回归分布滞后模型(NARDL)研究了煤炭价格波动对中国三次产业的非对称影响效应。实证结果表明,煤炭价格波动对三次产业均存在着长期非对称影响效应,即煤炭价格上涨时产生的影响远远大于价格下降时的影响,且对第三产业产生的非对称影响效应远大于第二产业;但短期内煤炭价格波动对三次产业均不存在非对称影响效应。结合国内产业结构转型与升级的现实状况,分析煤炭价格波动对三次产业的非对称影响效应深层次原因,提出了能源供给侧结构性改革和产业结构优化等方面的政策建议。
The present work endeavors to study the asymmetric effect of coal price on the three industries by applying nonlinear autoregressive distributed lag （NARDL） model based on the monthly data from January 2005 to March 2016. The results indicated that there were long-term asymmetry effect of coal price fluctuations on the three industries, which means the effects, when coal price was rising up, was far greater than that when the price was going down, and the effect of coal price on the third industry has been far outweigh than the second industry. But in the short term, coal price fluctuations did not have asymmetric effect on the three industries. Thus, combined with the reality of transformation and upgrading of domestic industrial structure, the underlying causes of asymmetry effect of coal price fluctuations on the three industries were analyzed, and the relevant policies and suggestions on energy supply side structural reform and industrial structure optimization were put forward.
出处
《中国煤炭》
北大核心
2017年第10期26-32,共7页
China Coal
作者简介
杨美臣（1989-），女，山东菏泽人，硕士，现就职于山东泰安华阳热电有限公司，主要研究方向为能源经济。
