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

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  • Shouyang Wang
  • Zhenquan Wang
  • Jing Zhang

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.

Suggested Citation

  • Shouyang Wang & Zhenquan Wang & Jing Zhang, 2003. "Stress testing analysis of the effects of Japanese yen's depreciation on Chinese exports," Applied Economics Letters, Taylor & Francis Journals, vol. 10(3), pages 185-190.
    • Handle: RePEc:taf:apeclt:v:10:y:2003:i:3:p:185-190
    DOI: 10.1080/1350485022000044129
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    References listed on IDEAS

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    1. Jeremy Berkowitz, 1999. "A coherent framework for stress-testing," Finance and Economics Discussion Series 1999-29, Board of Governors of the Federal Reserve System (U.S.).
    2. Maria Soledad Martinez Peria & Mr. Giovanni Majnoni & Mr. Matthew T Jones & Mr. Winfrid Blaschke, 2001. "Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences," IMF Working Papers 2001/088, International Monetary Fund.
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    1. repec:ebl:ecbull:v:6:y:2008:i:5:p:1-15 is not listed on IDEAS
    2. Kumakura, Masanaga & Kuroko, Masato, 2007. "China's Impact on the Exports of Other Asian Countries: A Note," IDE Discussion Papers 131, Institute of Developing Economies, Japan External Trade Organization(JETRO).

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