Cointegration between macroeconomic factors and the exchange rate USD/CNY

Cointegration between macroeconomic factors and the exchange rate USD/CNY

Abstract This research paper investigates the effect of macroeconomic variables on the exchange rate USD/CYN using yearly time series data for China economy from 1980 to 2017. ARDL bounds test approach for cointegration is applied to test the long-run relation between the dependent and the independe...

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Bibliographic Details
Main Authors: Muhammad Kamran Khan, Jian-Zhou Teng, Muhammad Imran Khan
Format: Article
Language:English
Published: SpringerOpen 2019-01-01
Series:Financial Innovation
Subjects:
Exchange rate
Macroeconomic factors
ARDL
Online Access:http://link.springer.com/article/10.1186/s40854-018-0117-x

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