The Analysis of International Crude Oil Price Fluctuations on the Impact of China's Price

被引：0
|
作者：
Wu Xiang [1 ]
Pan Yan [1 ]
Wang Yanhong [1 ]
机构：
[1] NE Dianli Univ, Sch Econ & Management, Changchun 132002, Peoples R China
来源：
STATISTIC APPLICATION IN MACROECONOMY AND INDUSTRY SECTORS | 2010年
关键词：
Fluctuations in the international crude oil prices; Granger causality test; PPI; CPI;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The object of this paper is to investigate the impacts of fluctuations in international crude oil prices on China's price and effect. In order to quantifying the impact, Granger causality test and the VAR model impulse response function were chosen in this study. The time span of the data used in this paper was from January 1999 to June 2009. The empirical analysis of the relationship between the price fluctuations in crude oil, PPI and CPI shows that the fluctuation in crude oil price is the one-way Granger cause for the change of PPI, while PPI is the one-way Granger cause for the change in CPI. And accordingly, the corresponding policy recommendations were put forward.
引用
收藏
页码：224 / 229
页数：6
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