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本文利用1997—2008年国际油价与中国汽车需求量的时间序列数据,构建了一个非线性LSTAR模型,系统考察了二者之间的内在结构关系和冲击效应,同时也模拟了不同油价冲击情境下国内汽车需求消费量的响应程度。实证结果表明:国际油价波动对中国汽车消费需求的负影响滞后一个季度,前四季度汽车消费需求对即期汽车消费需求影响由正转负;国际油价对国内汽车消费需求具有非线性冲击效应,并可由LSTAR2模型表述;国际油价对国内汽车消费需求影响具有非对称性特征。
This paper constructs a nonlinear LSTAR model using the time series data of international oil prices and demand of Chinese automobiles from 1997 to 2008 and systematically investigates the inherent structural relationship and impact effect between the two and simulates the impact of different oil price shocks The level of domestic demand for car response. The empirical results show that: the negative impact of international oil price volatility on China’s automobile consumption demand lags behind one quarter in the first quarter; the impact of automobile consumption demand on current automobile consumption demand in the first four quarters is negative; the international oil price has a nonlinear impact on domestic automobile consumption demand, And can be expressed by LSTAR2 model; the impact of international oil prices on domestic automobile consumer demand is asymmetric.