• DocumentCode
    2195318
  • Title

    Asset Price and Inflation Rate in China: Empirical Research Based on VAR Model

  • Author

    Gao Qinghui

  • Author_Institution
    Overseas Educ. Coll., Xiamen Univ., Xiamen, China
  • fYear
    2009
  • fDate
    24-26 Sept. 2009
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    The thesis attempts to conduct empirical research into the relationship between asset price and inflation rate in China based on VAR model used monthly data spanning 1998 to 2008. Research findings reveal that the price of real estate and equities does closely link to inflation, which deserves more attention. In result, price of real estate and equities can be served as reference index when monetary policies are made by the central bank.
  • Keywords
    inflation (monetary); China inflation rate; VAR model; asset price; monetary policy; real estate price; Costs; Economic indicators; Educational institutions; Filters; Fluctuations; Interpolation; Marketing and sales; Power generation economics; Reactive power; Stock markets;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Wireless Communications, Networking and Mobile Computing, 2009. WiCom '09. 5th International Conference on
  • Conference_Location
    Beijing
  • Print_ISBN
    978-1-4244-3692-7
  • Electronic_ISBN
    978-1-4244-3693-4
  • Type

    conf

  • DOI
    10.1109/WICOM.2009.5305565
  • Filename
    5305565