Relationships between exchange rates, economic growth and FDI in China: An empirical study based on the TVP-VAR model

Thispaperinvestigatestherelationshipsbetweenexchangerates,economicgrowthandforeigndirectinvestmentthroughatime-variantparameterVARmodelusingmonthlydatafromChinafortheperiod2001-2016.Thefocusisonthereactionofeconomicgrowthtoashockchangeinexchangeratesorforeigndirectinvestment.Thedynamicimpulserespons...

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Bibliographic Details
Main Author: WangShu-ping,WeiXiao-meng
Format: Article
Language:English
Published: Institute of Technology and Business, České Budějovice 2017-01-01
Series:Littera Scripta
Subjects:
Online Access:http://www.littera-scripta.com/relationships-between-exchange-rates-economic-growth-and-fdi-in-china-an-empirical-study-based-on-the-tvp-var-model/