Title The dynamics of real interest rates, real exchange rates and the balance of payments in China, 1980-2002 / Zhongxia Jin

Published [Washington, D.C.] : International Monetary Fund, ©2003

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Description 1 online resource (27 pages) : illustrations Series IMF working paper, 2227-8885 ; WP/03/67 IMF working paper ; WP/03/67. Summary 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 Bibliography Includes bibliographical references (pages 25-27) Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL English digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL Print version record Subject Interest rates -- China -- Econometric models Foreign exchange rates -- China -- Econometric models Balance of payments -- China -- Econometric models Balance of payments -- Econometric models Foreign exchange rates -- Econometric models Interest rates -- Econometric models China Form Electronic book Author International Monetary Fund. Office of the Executive Director. ISBN 1451895453 9781451895452 1281601691 9781281601698 1462367151 9781462367153 1452729077 9781452729077 9786613782380 6613782386 9781451848922 1451848927

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