Abstract: with the continuous growth of China's coal imports and consumption,the coal price of foreign influence on China’s economy has been more and more greater.Annual statistical data from 2000 to 2013 year applied,this paper,from the structure changes and dynamic and static perspective,aimed to use the co-integration theory and the Markov Regime switching model for empirical research on the relationship among the coal price in Asia Pacific region,China's GDP and coal consumption.The results showed that there existed a long-term equilibrium relationship between the above three sequences,but in 2005 before and after the structure changed,the economy of our country was divided into two stages-"soft resource constraint" and "hard resource constraints".During the first stage,in our country coal resources were relatively rich,mainly the coal price in Asia Pacific,China’s GDP and coal consumption was in relatively independent state.In the "hard resource constraints" stage,it enhanced the dependence and restriction among the three,highlighting the contradictions of the coal energy and economic growth in China.At the same time,based on the above conclusion it put forward some suggestions.