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Original Articles

Stress testing analysis of the effects of Japanese yen's depreciation on Chinese exports

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Pages 185-190 | Published online: 06 Oct 2010
 

Abstract

The effects of Japanese yen's depreciation on Chinese exports in 2002 (only considering the exports of the Mainland of China) are analysed. An AR(2) valuation function for the Chinese exports is constructed. The results on sensitivity tests show that the depreciation of Japanese yen would not bring severe effects on the Chinese exports in 2002, though the increasing trend of Chinese exports would become slower.

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