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本文通过考察国际油价波动影响我国通胀指数变动的传导途径和主要特征,运用Granger因果检验和VAR模型对国际原油价格波动与我国通胀指数之间的相关性和滞后期进行研究。研究结果表明:国际原油价格波动对处于传导机制中上游的生产领域所产生的作用较明显,但对处于下游的消费领域并没有明显的影响。最后,本文预测了后危机时期国际原油市场的发展趋势和原油价格的变动走势。
By investigating the transmission channels and main features of the fluctuation of international oil prices in China, this paper uses Granger causality test and VAR model to study the correlation and lag between international crude oil price fluctuations and China's inflation index. The results show that: the fluctuation of international crude oil price plays an obvious role in the production area in the upper reaches of the transmission mechanism, but has no obvious effect on the downstream consumption areas. Finally, the paper predicts the development trend of the international crude oil market in the post-crisis period and the change trend of the crude oil price.