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Are Currency Appreciations Contractionary in China?

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Author Info
Jianhuai Shi
Abstract

The Chinese economy has been in a state of external and internal imbalances for some years, which has something to do with the undervaluation of renminbi (RMB). But the Chinese Government hesitates to allow RMB to appreciate because of the worry that RMB appreciations are contractionary thus have negative impact on China's economic growth and employment. The purpose of this paper is to empirically assess the effects of RMB real exchange rate on China's output. The econometric results of the paper show that (1) even after source of spurious correlation is controlled for, RMB appreciation has led to a decline in China's output, suggesting that RMB appreciations are contractionary, and that (2) once the international finance linkage of Chinese economy is accounted for, the effect of RMB real exchange rate shocks on China's output and the power of the shocks in explaining the change of China's output are diminished. The paper gives some possible explanations to those findings, and points out that the findings do not necessarily imply that China should continue maintaining the undervaluation of RMB.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 12551.

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Date of creation: Oct 2006
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Handle: RePEc:nbr:nberwo:12551

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Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
O53 - Economic Development, Technological Change, and Growth - - Economywide Country Studies - - - Asia including Middle East

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jeffrey Frankel, 2006. "On the Yuan: The Choice between Adjustment under a Fixed Exchange Rate and Adjustment under a Flexible Rate," CESifo Economic Studies, Oxford University Press, vol. 52(2), pages 246-275, June. [Downloadable!] (restricted)
  2. P. Krugman & L. Taylor, 1976. "Contractionary Effects of Devaluations," Working papers 191, Massachusetts Institute of Technology (MIT), Department of Economics.
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  3. Virginie Coudert & Cecile Couharde, 2005. "Real Equilibrium Exchange Rate in China," Working Papers 2005-01, CEPII research center. [Downloadable!]
  4. Alexander W. Hoffmaister & Carlos A. Végh Gramont, 1995. "Disinflation and the Recession-Now-Versus-Recession-Later Hypothesis: Evidence from Uruguay," IMF Working Papers 95/99, International Monetary Fund.
  5. Gylfason, Thorvaldur & Radetzki, Marian, 1991. "Does Devaluation Make Sense in the Least Developed Countries?," Economic Development and Cultural Change, University of Chicago Press, vol. 40(1), pages 1-25, October.
  6. Jeffrey A. Frankel, 2005. "Contractionary Currency Crashes in Developing Countries," NBER Working Papers 11508, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  1. Roland Straub & Christian Thimann, 2009. "The external and domestic side of macroeconomic adjustment in China," Working Paper Series 1040, European Central Bank. [Downloadable!]
  2. Olivier Darné & Jean-François Hoarau, 2006. "Testing the purchasing power parity in China," EconomiX Working Papers 2006-18, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
  3. Pablo Selaya & Rainer Thiele, 2008. "Aid and Sectoral Labour Productivity," Kiel Working Papers 1468, Kiel Institute for the World Economy. [Downloadable!]
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