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学术预告|国际金融学院青年学者双周论坛(第14期)

稿件来源:国际金融学院 | 作者:ISBF | 发布日期:2018-05-08

报告人:农汇福 博士
主题:International dynamics of inflation: the role of China and cross-country characteristics
时间:2018年5月9日(星期三)10:00-12:00
地点:珠海校区行政楼国际金融学院915会议室

报告简介: 
This paper investigates why and how China’s inflation may affect the international inflation dynamics. For that purpose we use a data-determined VAR model and mixed frequency models. Based on a high-dimensional dataset of 33 countries for the period of 1993M01-2017M12, our empirical results show that: First, China’s inflation shock generates significant spillovers to the rest of the world, but the magnitude of spillovers varies substantially over time. Second, the magnitude of spillovers from China depends on the receiving country characteristics (i.e., economic structure, trade integration, bilateral trade with China and bilateral distance to China, etc.), and also involves non-linearities. Third, China’s inflation shocks tend to spread globally through the trade channel (i.e., trade integration, the real effective exchange rate).

报告人简介:
农汇福,经济学博士,主要研究方向是金融市场与投资、中国宏观经济、城市与房地产经济。相关研究成果已发表在Journal of Housing Economics (SSCI)等国际期刊上。