中文摘要：

由于煤炭在我国一次能源生产和消费结构中的重要地位，煤炭价格波动对我国GDP的影响研究，对我国经济应对煤炭价格波动及进一步推进煤炭价格市场化改革具有积极意义。基于计量经济模型和时变参数状态空间模型，采用我国2002年1月-2012年12月的面板数据，分析了煤炭价格波动对我国GDP的影响效力、影响时滞及其时变效率，并进一步分析了煤炭价格波动状态及其对GDP的时变效率间的关联关系。结果表明：煤炭价格波动对我国GDP具有较为明显的短期负向效力和长期正向冲击效力，平均影响时滞6．5个月；煤炭价格波动与其对GDP影响的时变弹性之间具有非对称性。基于以上研究结论，从完善宏观调控、推进替代能源和建立预警机制三个方面提出了相应的政策建议。

英文摘要：

Energy is an important input factor and price fluctuations in energy impact on the economy. According to practices in China, coal plays an important position in primary energy production and consumption structure and coal price fluctuations on the impact of GDP are positive to the economic response and promotion of market-oriented coal price reform. Here, we utilize the cointegration test, ECM model, time-varying parameter state space model and panel data from 2002-2012 to analyze the effect of coal price fluctuations on China＇ s GDP. We found that coal price fluctuations have an obvious short-term negative effect on China＇ s GDP but a long-term positive impact. Over the long-term, for every 1% of change in coal price, GDP will change in the same direction by 0.181%. In the short-term, when coal prices change 1%, the impact on GDP is-0.343%. The average delay of coal price fluctuations on GDP is 6.5 months. Coal price fluctuation and its influence on GDP show time-varying elasticity between non-symmetry; a drop in coal prices will lead to lower GDP, while increasing coal prices will lead to a GDP increase. Based on the above results, several policy suggestions are proposed to promote alternative energy sources, establish early warning mechanisms and perfect macro regulation.