国际油价波动对国内物价水平的影响研究r——基于VAR模型的实证分析

摘要

Oil is the lifeblood of the economy,as China's dependence on foreign oil increased year by year,and the impact of international crude oil prices on China's economy is growing,the study of the impact of oil price fluctuations on the price level is necessary. Through the establishment of VAR model and the empirically quantitative analysis of international crude oil prices on domestic prices influence mechanism,fluctuations in the international price of crude oil has come to a certain influence on domestic prices and conduct by fuel and power purchase prices to domestic,but with the extension of industrial chain,its influence on PPI and CPI waning. Through empirical analysis of specific eight categories CPI indices,it's obtained that the impact of international crude oil prices on transport and communications consumer prices is the most,followed by housing,household equipment and maintenance services and food category,and then clothing,health care and personal products as well as tobacco and supplies category. While the effect of entertainment and educational products and services category is very small. Based on this , we made a number of specific recommendations measures.%石油是经济的命脉,然而我国石油对外依存度逐年升高,国际原油价格对我国经济的影响也越来越大,所以研究油价波动对我国物价水平的影响就显得非常有必要了.通过建立VAR模型从实证角度定量分析国际原油价格对国内物价的影响机制,得出国际原油价格波动对国内物价有一定的影响力,并通过燃料动力购进价格向国内传导,但是随着产业链的延伸,其对PPI及CPI的影响力逐渐减弱.通过对具体的八大类CPI指数的实证分析得出,国际原油价格对交通和通讯类消费价格的影响最大,其次是居住类、家庭设备用品及维修服务类、食品类,再次之是衣着类、医疗保健和个人用品类以及烟酒和用品类,而对娱乐教育文化用品及服务类的价格影响非常小.基于此,提出了一些针对性的建议对策.