| 韩国的石油进口、实际汇率与内生经济增长 |
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| 引用本文： | 洪宇. 韩国的石油进口、实际汇率与内生经济增长[J]. 东北亚论坛, 2010, 19(1). DOI: 10.3969/j.issn.1003-7411.2010.01.009 |
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| 作者姓名： | 洪宇 |
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| 作者单位： | 东北师范大学人文学院,吉林,长春,130117 |
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| 基金项目： | 教育部人文社会科学重点研究基地重大项目“中日韩循环经济发展研究”(2006JDXM100) |
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| 摘 要： | 本研究建立了包括人均实际GDP、原油与成品油的实际价格和进口量以及韩元实际汇率的多变量模型,检验能源约束是否会通过内生技术进步机制影响韩国的经济增长。运用1970～2008年年度数据进行的Johansen协整关系检验发现模型中的变量存在协整关系。Granger非因果关系检验进一步显示:原油进口价格对韩国经济的短期效应为负但长期效应为正,原油进口量的短期效应不显著但长期效应为正,而成品油进口价格和进口量的效应与之完全相反,为能源冲击会在长期促进资源匮乏国家内生经济增长的假说提供了经验性证据。
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| 关 键 词： | 石油价格冲击 汇率 内生增长 协整 误差修正模型 Granger非因果关系 |
Oil Imports, Real Rate of Exchange and Endogenous Economic Growth: Evidence from Korea |
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| HONG Yu. Oil Imports, Real Rate of Exchange and Endogenous Economic Growth: Evidence from Korea[J]. Northeast Asia Forum, 2010, 19(1). DOI: 10.3969/j.issn.1003-7411.2010.01.009 |
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| Authors: | HONG Yu |
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| Affiliation: | College of Humanities and Sciences;Northeast Normal University;Changchun Jilin 130012;China |
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| Abstract: | This study develops a model including real GDP per capita,real prices and quantity of crude oil and petrolem products imports,and Won/Dollar real rate of exchange.Johansen cointegration test on annual series of 1970-2007 indicates a relationship of cointegration.Further Granger non-causality tests show that real prices of crude oil imports have adverse shor-run but positive long-run effects on Korean economy,and the quantity of crude oil imports has a significantly positive long-run effect.However,both real... |
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| Keywords: | Oil Shock Rate of Exchange Endogenous Growth Cointegration VECM Granger Non-causality |
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