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1. Guo, Yuanxiang. Chinese wheat price analysis - with application of cointegration and Granger causality test.

Degree: MS, Economics, 2013, Georgia Tech

Traditional demonstration of price fluctuation in the wheat market, by the theory of supply and demand is not comprehensive enough. With limited understanding of macroeconomic effects on the wheat market, accurate prediction of wheat price is impossible. Given the Chinese self—sustainable food policy, grain imports is a sensitive topic which may incur fierce argument. In this paper, however, I emphasize effect of exchange rate on nominal wheat price. By application of the cointegration theory, CPI shows slight negative correlation with nominal wheat price, yet GDP and population move in the same direction as the wheat price. The cointegration study of exchange rate implies, with appreciating Chinese RMB, domestic buyers incline to purchase wheat from the cheaper foreign market. According to the Granger causality test, the whole package of variables suggests significant causal relation with the wheat price. Advisors/Committee Members: Besedes, Tibor (advisor), Dhongde, Shatakshee (committee member), Moreno-Cruz, Juan (committee member).

Subjects/Keywords: Chinese wheat price; Cointegration; Granger causality test; Unit root test; VAR model

…global wheat price. In study of Chinese wheat price, conventional theory of dichotomized… …and outer-state price movement. A number of articles relevant to the Chinese wheat price are… …until 2009, while Chinese wheat price only slightly elevates by less than 4%, partially… …nominal exchange rate moves positively in tandem with the price of wheat. Chinese nominal… …the Chinese RMB devalues by 0.045%, domestic wheat price increases by one percent. According… 

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APA (6th Edition):

Guo, Y. (2013). Chinese wheat price analysis - with application of cointegration and Granger causality test. (Masters Thesis). Georgia Tech. Retrieved from http://hdl.handle.net/1853/52978

Chicago Manual of Style (16th Edition):

Guo, Yuanxiang. “Chinese wheat price analysis - with application of cointegration and Granger causality test.” 2013. Masters Thesis, Georgia Tech. Accessed October 22, 2019. http://hdl.handle.net/1853/52978.

MLA Handbook (7th Edition):

Guo, Yuanxiang. “Chinese wheat price analysis - with application of cointegration and Granger causality test.” 2013. Web. 22 Oct 2019.

Vancouver:

Guo Y. Chinese wheat price analysis - with application of cointegration and Granger causality test. [Internet] [Masters thesis]. Georgia Tech; 2013. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/1853/52978.

Council of Science Editors:

Guo Y. Chinese wheat price analysis - with application of cointegration and Granger causality test. [Masters Thesis]. Georgia Tech; 2013. Available from: http://hdl.handle.net/1853/52978

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