The analysis of oil shock and monetary policy of China - Empirical research based on SVAR

Ronggang Cong*, Xiaohui Wang

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Given the time series quarterly data of China from 1993 to 2006, we apply the SVAR model to analysis the effect of oil shock on GDP and price index of China and the monetary policy the government should take facing oil shock. The empirical result shows that the effects of oil shock on inflation and GDP are asymmetry, central bank can decrease the interests and put in currencies to regulate the macro economy.

Original languageEnglish
Title of host publication2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce, AIMSEC 2011 - Proceedings
Pages5184-5186
Number of pages3
DOIs
Publication statusPublished - 2011
Externally publishedYes
Event2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce, AIMSEC 2011 - Zhengzhou, China
Duration: 8 Aug 201110 Aug 2011

Publication series

Name2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce, AIMSEC 2011 - Proceedings

Conference

Conference2011 2nd International Conference on Artificial Intelligence, Management Science and Electronic Commerce, AIMSEC 2011
Country/TerritoryChina
CityZhengzhou
Period8/08/1110/08/11

Keywords

  • Monetary policy response
  • Oil price shock
  • Structural VAR model

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