China; Sources of Real Exchange Rate Fluctuations

Preprint OPEN
Tao Wang;
  • Subject: Time-Series Models, Open Economy Macroeconomics, Economywide Country Studies: Asia including Middle East, [China;Foreign exchange;real exchange rate, structural VAR, exchange rate, effective exchange rate, real effective exchange rate, exchange rate fluctuations, Multiple or Simultaneous Equation Models]

This paper reviews the evolution of China's real effective exchange rate between 1980 and 2002, and uses a structural vector autoregression model to study the relative importance of different types of macroeconomic shocks for fluctuations in the real exchange rate. The ... View more
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