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Monetary policy rules under a fixed exchange rate regime: empirical evidence from China

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Author Info
Shengzu Wang
Jagdish Handa

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Abstract

This article uses an open economy model to estimate, using cointegration and error-correction analysis, China's monetary policy reaction function for the period 1993 to 2003. Alternative inflation-forecast-based (IFB) policy Taylor-type rules for the interest rate are examined and their parameters are estimated. The empirical results support the hypothesis that the central bank of China follows a Taylor-type rule for the interest rate, with the aim of inflation targeting and output smoothing.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/09603100600749279&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 17 (2007)
Issue (Month): 12 ()
Pages: 941-950
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Handle: RePEc:taf:apfiec:v:17:y:2007:i:12:p:941-950

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  1. Yu Hsing, 2009. "Is the monetary policy rule responsive to exchange rate changes? The case of Indonesia, Malaysia, the Philippines, and Thailand," International Review of Economics, Springer, vol. 56(2), pages 123-132, June. [Downloadable!] (restricted)
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