Tracking China's Inflation with Domestic and International Indicators
Seidman College of Business
This paper studies the relationship of Chinas consumer price inflation with a number of domestic and international factors since 1998. Among domestic factors are Chinas output gap, money supply, housing price, current account balance, and capital account balance. Among foreign factors are world oil price, world commodity price, US output and US money supply. We use a standard multivariate structural VAR model and show that external sectors seem to play a statistically significant role in shaping Chinas consumer price inflation. Relevant policy implications are also discussed.
Missouri Valley Economic Association 2013 Annual Meeting
Kansas City, MO
Sun, Wei, "Tracking China's Inflation with Domestic and International Indicators" (2014). Faculty Scholarly Dissemination Grants. 737.
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