Wednesday, December 07, 2005

What is the new Chinese currency regime?

Achim Zeileis, Ila Patnaik and I have done work on the Chinese currency regime. This work is associated with this web page. On this page, we do three things. First, there is a paper. But more interesting, there is the full data and source code that made the paper. And, the web page gives out weekly updates where we apply our ideas to `monitoring the Chinese currency regime'. Our paper measures what China's currency regime was in the first three months, of August, September and October 2005, and our monitoring procedure watches out for when the currency regime changes as compared with this.

1 comment:

  1. Hi, Mr. Shah, emailed Twice to your address & still waiting for your reply. I have problem duplicating your currency csv's figures. i.e. I don't know how to log (which log) the CNY.CHF delta since the fed hist is only CNY.USD, I divided CNY over CHF & took the daily difference then tried both log 10 & natural log, yet still unable to get 'your' figures. I m trying to extend your figures to a more recent date to write a soon-due assignment.

    If possible, can you please email me with your answers thanks!



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