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A Comprehensive Evaluation of China's Monetary Policy Effectiveness Based on FAVAR Model

https://doi.org/10.2139/ssrn.4962964
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The puzzling effects of monetary policy in VARs: Invalid identification or missing information?
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Interpreting the macroeconomic time series facts
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How Has the Monetary Transmission Mechanism Evolved Over Time?
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Macroeconomic Shocks and Their Propagation
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Factor-augmented VAR analysis of the monetary policy in China
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The transition of China's monetary policy regime: Before and after the four trillion RMB stimulus
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Real exchange rate convergence in the euro area: Evidence from a dynamic factor model
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Monetary policy in China: A Factor Augmented VAR approach
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The impact of COVID-19 pandemic on transmission of monetary policy to financial markets
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Chasing or cheating? Theory and evidence on China's GDP manipulation
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Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle
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Monetary policy effectiveness in China: Evidence from a FAVAR model
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Chinese monetary policy spillovers on its international portfolio investment flows
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Forward-looking information in VAR models and the price puzzle
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Monetary policy matters: Evidence from new shocks data
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Monetary policy uncertainty
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Measuring monetary policy with VAR models: An evaluation
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THE PRICE PUZZLE AND VAR IDENTIFICATION
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Monetary policy transmission in China: dual shocks with dual bond markets
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Testing for Common Trends
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GDP manipulation and environmental information disclosure: evidence from China
inferredcites →https://doi.org/10.1093/ej/ueab086openalex-snapshot
Market-Based Monetary Policy Uncertainty
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Measuring Economic Policy Uncertainty*
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China's trilemma: monetary policy autonomy in an economy with a managed floating exchange rate
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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach
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Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach*
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A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models
inferredcites →https://doi.org/10.1162/rest_a_00608openalex-snapshot
Core Inflation and Trend Inflation
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Macroeconomic Forecasting Using Diffusion Indexes
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Real-Time Measurement of Business Conditions
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A Core Inflation Indicator for the Euro Area
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Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory
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Revisiting the macroeconomic effects of monetary policy shocks
inferredcites →https://doi.org/10.2139/ssrn.3980358openalex-snapshot
Revisiting the Macroeconomic Effects of Monetary Policy Shocks*
inferredcites →https://doi.org/10.3386/w21738openalex-snapshot
Sign Restrictions in Bayesian FaVARs with an Application to Monetary Policy Shocks
inferredcites →https://doi.org/10.3389/fpubh.2022.865699openalex-snapshot
Research on Monetary Policy Implementation and Industrial Structure Transformation Under COVID-19—Evidence From Eight Economic Zones in Mainland China
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