The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China : 1980-2002 /

Based on China's experience between 1980 and 2002, a cointegrated vector autoregression model was established to explore the relationships among real interest rates, real exchange rates and balance of payments in China. Taking into account institutional changes, the empirical study shows that s...

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מידע ביבליוגרפי
מחבר ראשי: Jin, Zhongxia
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2003.
סדרה:IMF Working Papers; Working Paper ; No. 2003/067
גישה מקוונת:Full text available on IMF
תיאור
סיכום:Based on China's experience between 1980 and 2002, a cointegrated vector autoregression model was established to explore the relationships among real interest rates, real exchange rates and balance of payments in China. Taking into account institutional changes, the empirical study shows that significant and usually non-monotonic interactions exist between these three variables. The paper discusses theoretical and policy implications of the empirical result.
תאור פריט:<strong>Off-Campus Access:</strong> No User ID or Password Required
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תיאור פיזי:1 online resource (28 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students