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논문검색

국제유가충격이 중국 물가에 미치는 영향 분석

원문정보

The impacts of Oil Price Shock on the Price Indices in China

최용재

피인용수 : 0(자료제공 : 네이버학술정보)

초록

영어

This paper investigates the impact of oil price shock on three domestic price indices such as import price(IPI), producer price(PPI) and consumer price(CPI). According to the results of cointegration test, The 5 variables including exchange rate, has a stable cointegration vector which means there is a long-run relationship among variables. The VECM model has been estimated in order to examine the inter-relationship using the impulse response function. The impulse response analysis shows that the oil price shock have caused to the impact on the import price bigger than on the producer price. The results of variance decomposition indicate that the influence of oil price to producer price is much bigger than the import and consumer price indices.

목차

Abstract
 Ⅰ. 서론
 Ⅱ. 기존 문헌연구 및 자료의 추이
 Ⅲ. 자료, 기초검정 및 모형
 Ⅳ. 실증분석 결과
 Ⅴ. 요약 및 결론
 참고문헌

저자정보

  • 최용재 Choi Yong-Jae. 전북대학교 무역학과 부교수

참고문헌

자료제공 : 네이버학술정보

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