Monetary shocks to macroeconomic variables in China using time-vary VAR model
Year of publication: |
2019
|
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Authors: | Tiwari, Aviral Kumar ; Cai, Yifei ; Chang, Tsangyao |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 26.2019, 20, p. 1664-1669
|
Subject: | 3D impulsive function | Macroeconomic variables | monetary shocks | time-varying VAR | VAR-Modell | VAR model | Schock | Shock | China | Geldpolitik | Monetary policy | Schätzung | Estimation | Geldmenge | Money supply | Zeitreihenanalyse | Time series analysis | Geldpolitische Transmission | Monetary transmission |
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