The Two‐Pillar Policy for the RMB

A-Tier
Journal: Journal of Finance
Year: 2022
Volume: 77
Issue: 6
Pages: 3093-3140

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper studies China's recent exchange rate policy for the renminbi (RMB). We demonstrate empirically that a two‐pillar policy is in place, aiming to balance exchange rate flexibility and RMB index stability via market and basket pillars. We further extend and validate the formulation that incorporates the so‐called countercyclical factor. Theoretically, we develop a flexible‐price monetary model for the RMB in which the two‐pillar policy arises endogenously as an optimal response of the government. We estimate the model by generalized method of moments and quantitatively assess various policy trade‐offs.

Technical Details

RePEc Handle
repec:bla:jfinan:v:77:y:2022:i:6:p:3093-3140
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25