Demystifying China’s Impacts on the Iron Ore Market: A VECM Approach

• Main Authors: Huang, Ying, Lin, Wenyi, Sun, Chenyu
• Other Authors: Tan Kong Yam
• Format: Final Year Project
• Language: English
• Published: 2016
• Subjects: DRNTU::Social sciences::Economic development::China; DRNTU::Social sciences::Economic theory::Macroeconomics
• Online Access: http://hdl.handle.net/10356/67003
• Institution: Nanyang Technological University

This paper analyzed China’s impacts on the iron ore market using the Vector Error Correction Model (VECM). The significant statistical results indicate that world GDP, China GDP, China’s total Fixed Asset Investment (FAI), real estate investment and FAI on transportation are useful in predicting the...