摘要
为了研究国际油价波动对新疆石油工业的影响,本文利用2007年1月-2009年12月布伦特国际原油价格和新疆石油产业的增加值、利润、税金总额、职工平均人数各变量数据,运用ADF单位根检验对变量进行平稳性检验,得出增加值和税金总额是平稳序列,其他指标均为一阶差分平稳,说明国际石油价格与增加值和税金总额之间不存在长期均衡关系。运用VEC模型和脉冲响应函数对国际油价与利润和职工平均人数进行分析:其一,在样本期间,国际油价上涨对利润有较大的积极影响,且国际石油价格的滞后两期对利润的影响显著。其二,就长期而言,国际油价上涨对平均就业人数具有较大的负面影响;就短期而言,国际石油价格上涨对职工平均人数具有正向拉动作用,且在滞后2个月影响最大。
To study the impact of the international oil price fluctuations on oi l industry in Xinjiang,this paper uses the variable data about 2007.01-2009.12 Brent crude oil price and the value added,profits,total taxes,and the averag e number of employees of petroleum industry in Xinjiang and applies ADF unit roo t test method to take stationary test on the variables.The results have indicat ed that value added and total taxes are stationary series,and other indexes are as one-order differential stable,which indicate that no long-term equilibriu m relationship exists between the international oil price and value added,and t otal taxes.The paper uses the VEC model and impulse response function to analyz e international oil price and average number of the employees.The results have showed that first,in the sample period,the increases of international oil pric es have greater positive impacts on the profits and Two-period lagging of inter national oil prices has obvious impacts on the profits.Secondly,in long run,t he increases of international oil prices have relatively larger negative impacts on average number of employment;in the short run,the increases of internation al oil prices have positive pulling impacts on average number of employees,and the influence of two-period lagging is maximum.
出处
《企业经济》
CSSCI
北大核心
2011年第7期120-123,共4页
Enterprise Economy
基金
新疆财经大学基金项目"国际油价波动对新疆石油产业的影响分析"(批准号:2010-59)
关键词
国际油价
新疆石油产业
VEC模型
脉冲响应函数
international oil prices
Xinjiang petroleum industry
VEC model
impul se response function
