中文摘要：

基于线性和非线性双重假设,以1993年1月-2014年12月的时间序列数据为样本,采用邹氏检验、Granger因果关系检验和脉冲响应函数等多种方法,定量分析了煤炭价格波动对中国经济增长的影响。线性假设下的研究结果表明：从2002年开始煤炭价格波动对中国经济增长的影响由不显著转变为显著;在2002年1月至2014年12月这个区间内,煤炭价格波动在期初对中国经济增长造成负向影响后,随后转变为正向影响,且这种影响效力随着时间的推移逐渐消失。非线性假设下的研究结果表明：同样在此区间内,煤炭价格波动对中国经济增长的影响存在非对称性,即与煤炭价格上涨相比,煤炭价格下跌对中国经济增长的影响更为显著,具体表现为煤炭价格下跌在期初会促进经济增长,但随后会对经济增长起阻碍作用,这可能是受国内外煤炭价差及煤炭净进口量变化的影响。最后,就上述研究结论,从推进煤炭价格的市场化、完善煤炭市场的宏观调控以及优化能源消费结构三个方面提出了政策建议。

英文摘要：

For quite a long time into the future,China＇s energy production and consumption will continue to be dominated by coal and significant increases in coal prices will have a material impact on the Chinese economy. Based on linear and nonlinear hypotheses and time series data from January 1993 to December 2014 we measured the impact of coal price fluctuation on the macro economy using the chow text,granger causality test and the VAR model. The result indicates that there is a structural break in the sample because of the reforms of coal price mechanisms.Under the linear hypothesis,coal price fluctuation has an obvious short term negative effect on China＇s GDP but a long term positive impact. This may be caused by China＇s particular pattern of economic growth. Under the nonlinear hypothesis,the influence of coal price fluctuation on China＇s macro economy is asymmetrical and compared with the rise in coal prices a fall in coal price has a larger influence on China＇s macroeconomics. When coal prices climb,the relationship between coal price and macroeconomics are greatly overshadowed by China＇s growing coal imports and the widening gap of coal price inside and outside. When coal prices decline,the effect of the coal price on macroeconomic enhances with the decrease of coal imports and reductions of the gaps between coal price inside and outside. Based on the above conclusions,several suggestions are proposed to promote the marketization of the coal price,improve the coal market regulation and optimize energy consumption structure.