The Relationships between Renminbi exchange rate and Macro-economy Variables ：Using Rank Test for Non-linear Cointegration
碩士 === 淡江大學 === 國際企業學系碩士班 === 99 === This study estimates the long-run equilibrium relationship between Renminbi (RMB) exchange rate and macro-economic variables for China. We apply the non-parametric rank tests proposed by Breitung (2001) to analyze whether RMB exchange rate and macro-economic vari...
| Main Authors: | , |
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| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/56436425247405943781 |