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Research on RMB Exchange Rate Pass-through to Import Goods Prices of China

Author: WangQiong
Tutor: CaiHuiJuan
School: Southwestern University of Finance and Economics
Course: Finance
Keywords: exchange rate Autoregressive distributed lag model the exchange rate pass-through Import goods prices
CLC: F752.61
Type: Master's thesis
Year: 2009
Downloads: 337
Quote: 2
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Abstract


At the time of appreciation of the RMB exchange rate and RMB exchange rate system reformation, this article does some researches on the exchange rate pass-through of import prices of sub-level goods. The researches of exchange rate pass-through in developed countries are vary mature, however, domestic studies in this area are still relatively small. As a result of data availability restrictions, at present, domestic researches focus on exchange rate pass-through of exchange movement to overall commodity prices, the exchange rate pass-through research on sub-level goods is a little less. At the same time, about the impact reason of the rate of exchange rate pass-through and the speed of exchange rate pass-through, domestic researches also do not involve a wide range. The main research idea of this article combines theoretical analysis and empirical analysis. Theoretical analysis introduces traditional theory of the relationship between price and exchange rate first, and then introduces the new development theory of the relationship between price and exchange rate-“the theory of exchange rate pass-through”. Finally, at the background of imperfect competition market, this article establishes a micro-economic theoretical analysis framework. This framework provides a theoretical basis to empirical analysis and analyzes the impact reason of the rate of exchange rate pass-through. Then, establish a autoregressive distributed lag model to do some research on the exchange rate pass-through of import prices of sub-level goods. The research find out that the degree of exchange rate pass-through is vary different among different industries. The partial pass-through phenomena exists in some goods,reverse pass-through even appears in some goods;Exchange rate passes on to prices of raw and processed materials quickly,with the deep processing of products,the impact will be delayed.

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CLC: > Economic > Trade and Economic > States foreign trade > China's foreign trade > Import and Export Trade Overview > Imports
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