中国能源价格上涨对居民消费水平的影响--基于SVAR模型的研究

摘要笔者运用结构向量自回归模型(SVAR)脉冲响应函数及方差分解技术，考察了不同期限内我国能源价格上涨对居民消费水平的影响特征。研究结果显示，在整个冲击响应期间，能源价格的上涨均对居民消费水平有正向影响作用；居民消费水平的提高在短期对能源价格水平有正向冲击作用，在长期有负向冲击作用。另外，能源价格水平在短期主要受其自身水平的影响，居民消费水平在长期对能源价格水平有较大影响；居民消费水平短期内主要受其自身前期水平的影响，长期则受其自身与能源价格水平的共同影响。基于以上结论，在调控能源价格与制定居民消费政策时，应考虑二者之间的影响特征，以实现能源价格水平与居民消费水平的均衡发展。

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关键词：居民消费水平能源价格 SVAR模型脉冲响应函数预测方差分解

Abstract： Using the impulse response function of SVAR models and variance decomposition technology, the authors investigated the features of the influence of China’s energy price increase on residential consumption level within different periods. The result indicates that energy price increase has an obvious positive effect on resident consumption level during the whole impulse response period|the increase in residential consumption level has positive impact on energy price level in the short term and it has negative impact in the long term. Moreover, energy price level is mainly affected by its own level in the short term. Resident consumption level makes greater contribution to energy price level in the long time. Resident consumption level is mainly affected by its previous resident consumption level in the short term, and it is jointly affected by resident consumption level and energy price level in the long term. Based on the above conclusion, in regulating energy price and making resident consumption policy, the obvious features of the two should be considered so as to realize the balanced development of energy price level and resident consumption level

Keywords： resident consumption level energy price SVAR model impulse response function variance decomposition

收稿日期 2011-01-28; 接受日期 2011-10-30;

基金资助:

国家社会科学基金重大招标项目(09&ZD025)；教育部新世纪优秀人才支撑计划项目(NCET-06-0661)

作者简介: 张欢(1981-)，男，湖北武汉人，经济学博士，中国地质大学(武汉)矿产资源战略与政策研究中心和经济管理学院讲师，主要从事能源经济与环境政策研究。

引用本文:

张欢, 成金华.中国能源价格上涨对居民消费水平的影响--基于SVAR模型的研究[J]. 经济经纬, 2011,4: 25-29

ZHANG Huan ,,CHENG Jin-hua ,.The Effect of Chinese Energy Price Increase on Resident Consumption Level--A Research Based on the SVAR Model[J] Economic Survey, 2011,V28(4): 25-29

链接本文:

http://www.jjjw.org.cn/CN/ 或 http://www.jjjw.org.cn/CN/Y2011/V28/I4/25