IDEAS home Printed from https://ideas.repec.org/a/pkp/teafle/v9y2022i2p191-196id3104.html
   My bibliography  Save this article

Revisiting Exchange Rate Shocks on Macroeconomic Variables in China using Time-Varying VAR Model

Author

Listed:
  • Mohsen Bahmani-Oskoee
  • Yifei Cai
  • Tsangyao Chang
  • Shanshan Liu

Abstract

In this study we analyze exchange rate shocks in China on its macroeconomic variables by apply TVP-VAR modeling approach. Three-dimensional impulse response functions reveal that GDP, CPI and interest rate are affected in the short run and long run. Our findings have important policy implications for the Chinese government conducting exchange rate policy.

Suggested Citation

  • Mohsen Bahmani-Oskoee & Yifei Cai & Tsangyao Chang & Shanshan Liu, 2022. "Revisiting Exchange Rate Shocks on Macroeconomic Variables in China using Time-Varying VAR Model," The Economics and Finance Letters, Conscientia Beam, vol. 9(2), pages 191-196.
    • Handle: RePEc:pkp:teafle:v:9:y:2022:i:2:p:191-196:id:3104
    as

    Download full text from publisher

    File URL: https://archive.conscientiabeam.com/index.php/29/article/view/3104/6898
    Download Restriction: no
    File URL: https://archive.conscientiabeam.com/index.php/29/article/view/3104/6978
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pkp:teafle:v:9:y:2022:i:2:p:191-196:id:3104. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Dim Michael (email available below). General contact details of provider: https://archive.conscientiabeam.com/index.php/29/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.