The coal to ethylene glycol technology mainly includes three steps: a first step, catalytically elimination small amount of hydrogen gas in CO separated by pressure swing adsorption from coal-derived syngas; a second step, vapour-phase CO oxidative coupling to oxalate; and a third step, hydrogenation of oxalate to ethylene glycol. Among them, vapour-phase CO oxidative coupling to oxalate is the key step to realize the conversion of inorganic CO to organic chemical oxalate in coal to ethylene glycol. Oxalates are important organic chemical materials useful for preparing ethylene glycol, oxalic acid, oxalyl chloride, oxalic amide, some medicaments, dyes, and intermediates of the solvents. Currently, oxalates are produced by the process of esterifying dehydration from oxalic acid and alcohol employing toluene or benzene as the dehydrator. This production process has a high process cost, a large energy consumption, serious pollution, and unreasonable material utilization. In 1960s, American, Fenton reported a method for producing oxalates from CO and alcohol by direct coupling, opening a new synthesis routine of oxalates by C1 chemistry. However, this reaction needs to be carried out under the condition of high pressure. Patent JP 8242.656 published patent disclosure reports a process for synthesizing dimethyl oxalate from CO and methyl nitrite under normal pressure employing supported Pd catalyst. The process has good economic efficiency, mild reaction conditions, low energy consumption, no discharge of waste gas, waste liquid and waste solid, and good product quality. The space-time yield of catalyst reported by this patent is 432 g·L−1·h−1, which does not decrease after 480 hours of continuous reaction. However, the amount of the noble metal used is large, resulting in a high cost of the catalyst, and the space-time yield is low. After that, lots of patents subsequently report adding promoters such as Zr (CN95116136.9), Ce (CN02111624.5), Ti (CN200710061392.2), La (CN200810114383.X), Ir (CN200810035248.6), Ni (CN200910307543.7), Cu (CN200910060087.0), MOx (CN200910061854.X), and the like in the catalyst to improve the space-time yield of oxalate. After adding promoter, the space-time yield of oxalate increased to a certain degree, but the amount of the active component Pd is still relatively high. Currently, the actual loading amount of Pd in the industrial plant is about 2%. In addition, all the catalysts reported in the patents and literatures are produced by traditional wet impregnation process, involving steps of immersing, drying, calcinating, reducing at high temperature, and the like. It takes long duration time and high energy consumption. Moreover, it is impossible to conduct the exact control to the size and exposed crystal facet of the Pd particles. However, the size and exposed crystal facet of the Pd particles are two very important parameters influencing the catalytic activity. Therefore, it is especially economically valuable to develop a simple and fast process for producing nanocatalysts with low noble metal loading amount, controllable size and exposed crystal facet as well as high activity for vapour-phase CO oxidative coupling to oxalate.