Nonparametric Analysis on the Foreign Exchange Reserves and Inflation Rate

被引:0
|
作者
Qian Zhengming [1 ]
Pang Dongliang [1 ]
Yu Yanping [1 ]
机构
[1] Xiamen Univ, Dept Stat, Xiamen 361005, Peoples R China
关键词
Foreign Exchange Reserves; Inflation Rate; Nonparametric Regression;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Current researches about the he relationship of Foreign Exchange Reserves (FER) and Inflation rate always pay more attention on the test of relationship, but less on constructing exact econometric model. This paper tries to construct the nonparametric model of such relationship based on the monthly data of CPI and FER.
引用
收藏
页码:822 / 825
页数:4
相关论文
共 50 条
  • [1] An Empirical Analysis of the Impact of High Foreign Exchange Reserves on Inflation in China
    Lin, Song-bin
    Wang, Hua-ling
    Lin, Xiao
    Chen, Han-long
    [J]. 3RD INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE AND MANAGEMENT (ICSSM 2017), 2017, : 445 - 449
  • [2] Foreign Exchange Reserves, Money Supply and Inflation in China
    Xiao, Huadong
    [J]. 2017 2ND PMSS INTERNATIONAL CONFERENCE ON TEACHING RESEARCH AND SOCIAL SCIENCE (PMSS-TRSS 2017), 2017, 102 : 21 - 26
  • [3] Impact on Inflation of China's Foreign Exchange Reserves, Exchange Rate Movements-Based on the Analysis of the International Balance of Payments Perspective
    Xiang, Zhuo-yuan
    Cheng, Na
    [J]. INTERNATIONAL CONFERENCE ON COMPUTER, NETWORK SECURITY AND COMMUNICATION ENGINEERING (CNSCE 2014), 2014, : 469 - 473
  • [4] MONEY, FOREIGN-EXCHANGE RESERVES, AND EXCHANGE - RATE VARIATIONS
    ROTHSCHILD, KW
    [J]. JAHRBUCHER FUR NATIONALOKONOMIE UND STATISTIK, 1983, 198 (04): : 310 - 317
  • [5] Decomposing Exchange Rate Risk of Chinese Foreign Exchange Reserves
    Pan Zhi-bin
    [J]. 2008 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE & ENGINEERING (15TH), VOLS I AND II, CONFERENCE PROCEEDINGS, 2008, : 1238 - 1243
  • [6] Foreign exchange reserves and inflation: Can monetary policy explain the changes?
    Zhou, Li
    [J]. Journal of Chemical and Pharmaceutical Research, 2014, 6 (06) : 572 - 576
  • [7] The Analysis of the Foreign Exchange Reserves Growth in China
    Zhou, Heyan
    [J]. PROCEEDINGS OF THE 2016 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND INNOVATIVE EDUCATION (MSIE), 2016, 60 : 116 - 119
  • [8] The role of foreign reserves in inflation dynamics
    Kuncoro, Haryo
    [J]. ECONOMIC JOURNAL OF EMERGING MARKETS, 2024, 16 (01) : 1 - 12
  • [9] Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate
    Maki, D
    [J]. ECONOMICS LETTERS, 2003, 81 (03) : 349 - 354
  • [10] Decomposing exchange rate risk of Chinese foreign exchange reserves with extreme loss data
    Pan Zhibin
    [J]. PROCEEDINGS OF THE INTERNATIONAL SYMPOSIUM ON FINANCIAL ENGINEERING AND RISK MANAGEMENT 2008, 2008, : 167 - 171