Impact of exchange rate changes on inflation : case of China

Wang, Yude

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
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dc.description.provenance	Made available in DSpace on 2013-09-17T17:38:00Z (GMT). No. of bitstreams: 1 Wang_yude_mrp_2013.pdf: 600708 bytes, checksum: 9d77967da3b57fe961a9461992905d9b (MD5)	en
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.)