International Oil Price and RMB Real Exchange Rate

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International Oil Price and RMB Real Exchange Rate

This paper aims to test whether there are relationships between the real exchange rate and crude oil price in China by using the monthly time series data from 1994m1 to 2005m7. Cointegration test following by Granger causality test and Vector Error Correction model have been used to analyse both the...

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Bibliographic Details
Main Author:	Pan, Dong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25997/

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