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The Overvaluation of Renminbi Undervaluation / Yin-Wong Cheung, Menzie D. Chinn, Eiji Fujii.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Cheung, Yin-Wong.
Contributor:
National Bureau of Economic Research.
Chinn, Menzie D.
Fujii, Eiji.
Series:
Working Paper Series (National Bureau of Economic Research) no. w12850.
NBER working paper series no. w12850
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2007.
Summary:
We evaluate whether the Renminbi (RMB) is misaligned, relying upon conventional statistical methods of inference. A framework built around the relationship between relative price and relative output levels is used. We find that, once sampling uncertainty and serial correlation are accounted for, there is little statistical evidence that the RMB is undervalued. The result is robust to various choices of country samples and sample periods, as well as to the inclusion of control variables.
Notes:
Print version record
January 2007.

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