煤炭价格对我国经济增长的影响_论文.docVIP

南京航空航天大学硕士学位论文 摘 要 高煤价对我国经济增长的影响日益趋显。煤炭行业作为基础性产业，对其下游的相关行业， 特别是电力、钢铁、建材及化工四大产业，甚至整个国民经济都有很强的关联效应。因此，有 必要研究煤价变化对我国经济增长的影响。 本文主要运用投入产出模型，VAR 的脉冲响应函数，来分析国民经济各部门对煤炭价格冲 击的反映，以及国民经济系统在煤炭价格冲击下的动态影响。同时，运用计量经济模型对我国 近 28 年的数据进行回归分析。结果表明，煤炭价格对 GDP 有正面的贡献作用，但若政府在干 预定价时，GDP 与煤价的关系应只作为其中的一个决策参考。其次，利用 1990~2003 年度的数 据，进行煤价等相关经济变量与 GDP 的协整关系研究。结果表明，煤炭价格指数与 GDP、石 油出厂价格指数之间存在协整关系，这与中国经济增长状况的现实是大致吻合的。特别是与 GDP 之间的长期均衡性说明了，我国的经济增长在一定程度上是依赖于能源消费的。另外，通 过格兰杰检验得到：煤炭价格是 GDP 的格兰杰原因，这表明煤炭价格与 GDP 之间存在相关性。 但在分析时发现以 17.848%的概率接受“LNGDP 不是 LNCOAL_INDEX 的 Granger 原因”，说 明我国的经济增长不仅受煤炭价格变化的影响，相反，煤炭价格在一定程度上也受到我国经济 增长状况的制约。 关键词：煤炭价格，投入产出表，脉冲响应函数，实证分析，协整关系 i 煤炭价格对我国经济增长的影响 ABSTRACT High coal prices have obviously impact on Chinese economic growth day by day. The coal profession takes the foundational industry, which has very strong correlation effects to its lower reaches of the related industries, especially, electricity, iron and steel, building materials and the chemical industry, or even the entire national economy. Therefore, it is necessary to study changes in coal prices on the impact of Chinese economic growth. The paper analysis the reflect of the various sectors of the national economy on the coal prices’ changes by using input-output model and VARs impulse response function, as well as the national economic system of dynamic impact under coal prices’ influence. At the same time, using an econometric model make related regression analysis by the data of nearly 28 years. The results show that the price of coal has made a positive contribution to GDP. But the government’s intervention in pricing will not help in coal, the relationship between coal prices and GDP should be as a policy-making factor to reference. Secondly, using the data from 1990 to 2003, attempts to make a cointegration analysis between coal-related economic variables and GDP. We find that the co-integration relationship exists between coal price index and GDP, which reflects the approximately uniformity with the reality conditio