Impact of exchange rate changes on inflation : case of China

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dc.contributor.advisor Dodds, J. C. (James Colin)
dc.coverage.spatial China
dc.creator Wang, Yude
dc.date.accessioned 2013-09-17T17:38:00Z
dc.date.available 2013-09-17T17:38:00Z
dc.date.issued 2013
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25191
dc.description 1 online resource (vii, 28 p.) : col. ill.
dc.description Includes abstract and appendices.
dc.description Includes bibliographical references (p. 24-26).
dc.description.abstract The purpose of this paper is to analysis the effect of Chinese exchange rate changes to domestic inflation by using the VAR model. Choosing the nominal effective exchange rate and consumer price index from July 2005 to June 2013 as the sample interval, we estimate the VAR model between the two variables and analyse the data. The results of the effect of exchange rate pass-through to inflation show that there is a negative relationship between the nominal effective exchange rate and consumer price index, and the pass-through ratio has a hysteretic nature. The appreciation of the RMB has the ability to curb inflation in China, but the effect is limited. en_CA
dc.language.iso en en_CA
dc.publisher Halifax, N.S. : Saint Mary's University
dc.title Impact of exchange rate changes on inflation : case of China en_CA
dc.type Text en_CA
thesis.degree.name Master of Finance
thesis.degree.level Masters
thesis.degree.discipline Finance, Information Systems, & Management Science
thesis.degree.grantor Saint Mary's University (Halifax, N.S.)


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