국제 원유 가격이 중국물가에 미치는 영향

• 영문명: The Effects of International Oil Prices on China`s Price Indices
• 발행기관: 한중경제문화학회
• 저자명: 위위
• 간행물 정보: 『한중경제문화연구』제4권, 145~168쪽, 전체 24쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2015.02.28

영문 초록

This paper investigates the impact of oil price shock on three domestic price indices such as import price index(IPI), producer price index(PPI) and consumer price index(CPI). According to the results of estimated 5-variable VAR model which utilized monthly data from 2000.1 to 2014.7, international oil price does Granger-cause IPI and PPI, but the lags of oil price do not enter into the equation for CPI. The accumulated impulse response analysis shows that the responses of one standard deviation shock of oil price result in 1.435%, 0.319% and 0.107% increases in import, producer and consumer price index after three years, respectively. The results of variance decomposition indicate that the influence of oil price to producer price index is much bigger than the import and consumer price indices.

목차

Ⅰ. 서론

Ⅱ. 기존 문헌연구

Ⅲ. 변수의 추이와 기초통계량

Ⅳ. 기초검정 및 추정모형

Ⅴ. 분석결과

Ⅵ. 요약 및 결론

키워드

Oil Price VAR Model