Constructing quarterly Chinese time series usable for macroeconomic analysis
Kaiji Chen, Patrick Higgins, Tao Zha
| Year of publication: |
2024
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|---|---|
| Authors: | Chen, Kaiji ; Higgins, Patrick ; Zha, Tao |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103052, p. 1-18
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| Subject: | Consumption subcomponents | Distinct regimes | GDP components | Quarterly data | Shock heteroskedasticity | SVAR | Volatility | Zeitreihenanalyse | Time series analysis | Bruttoinlandsprodukt | Gross domestic product | Schock | Shock | Konjunktur | Business cycle | China | VAR-Modell | VAR model | Volatilität | Nationaleinkommen | National income | Methodologie | Methodology |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103052 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551371