摘要
基于石油资源需求在我国不同行业间呈现的特征,分别利用ADL和Dynamic Panel数据模型对七大行业部门石油需求与其影响因素之间的关系进行实证分析,研究结果显示:七大行业的石油需求价格弹性在长期与短期均较小,在短期各个行业的石油需求数量主要决定于经济增长水平,滞后1期石油需求对当期石油需求具有显著的正向冲击,从而表明各个行业部门的石油需求具有典型的"棘轮效应"。此外,从单一部门和多部门混合估计结果的比较来看,ADL方法下石油需求的短期价格弹性与长期价格弹性并无显著差异,但Dynamic Panel数据模型的估计结果却显示短期价格弹性系数明显低于长期价格价格弹性。
Based on the demand of petroleum resources in China between the characteristics of different industries presented respectively, this paper uses ADL and dynamic panel data model to seven big industry sectors oil demand and its influence factors of the relationship between the empirical analysis. The results showed that： the traffic, electric power, agriculture, manufacturing and construction and other seven big industry oil demand price elasticity in long - term and short - term are small, each industry in the short term the oil quantity demand mainly depends on the level of economic growth. Lag 1 phase oil demand to the current demand for oil has significant positive impact, so as to show that each industry department＇ s oil demand is a typical ＂ratchet effect＂. In addition, from a single department and many department mixed estimate results of view, ADL methods of oil demand price elasticity of short term and long term price elasticity and no significant difference, but dynamic panel data model estimation results have shown that short - term price elasticity coefficient was significantly lower than the long term price price elasticity.
出处
《贵州财经大学学报》
北大核心
2013年第3期63-69,共7页
Journal of Guizhou University of Finance and Economics
基金
国家社科基金重大项目"三次产业动态协同发展机制研究"(编号:10ZD&027)
关键词
动态面板
价格弹性
正向冲击
棘轮效应
dynamic panel
price elasticity
Positive impact
Ratchet effect
