Liugang Sheng, "Did China Diversify its Foreign Reserves?", Journal of 
Applied Econometrics, Vol. 28. No. 1, 2013, pp. 102-125.

The file fr_data.txt is an ASCII file in DOS format. Column 1 is the 
month during 2000 and 2007, column 2 is the growth rate of Chinese 
foreign reserves, column 3-6 are the changes of exchange rates of the 
euro, the Japanese Yen, the Australia dollar and the British pound, and 
the last column is the monthly purchase rate.

This file is zipped in the file ls-data.zip. Unix/Linux users should use
"unzip -a".

The data are from several public sources. 

The monthly China's foreign exchange reserves are from the State
Administration of Foreign Exchange (SARE), available on the website: 
http://www.safe.gov.cn/

The monthly exchange rates of the euro, the Japanese Yen, the Australia 
dollar and the British pound are available on the website of the Federal 
Reserve Board: http://www.federalreserve.gov/releases/H10/hist/

The monthly purchases are computed from the the foreign exchange assets 
(in RMB value) in the Balance Sheet of PBoC. The Balance sheet of PBoC 
is available on its website: 
http://www.pbc.gov.cn/publish/diaochatongjisi/133/index.html

Please address any questions to:

Liugang Sheng
Department of Economics, UC Davis
One Shields Avenue, Davis, CA 95616, USA
E-mail: lsheng [AT] ucdavis.edu