The interest rate transmission mechanism and transmission efficiency of monetary policy in China: empirical analysis based on TVP-SV-VAR model-Reference-Cited by-同舟云学术

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The interest rate transmission mechanism and transmission efficiency of monetary policy in China: empirical analysis based on TVP-SV-VAR model

Published:2023-05-25 Issue: Volume: Page:1-35
ISSN:1354-7860
Container-title:Journal of the Asia Pacific Economy
language:en
Short-container-title:Journal of the Asia Pacific Economy

Author:

Lü Zheng¹²,Xu Jingyi³,Liu Liping⁴

Affiliation:

1. Postdoctoral Research Station, China Foreign Exchange Trade System, Shanghai, China

2. School of Statistics and Mathematics, Central University of Finance and Economics, Beijing, China

3. Division of Human Resources, Shanghai Jiao Tong University, Shanghai, China

4. School of Mathematics and Statistics, Guizhou University of Finance and Economics, Guiyang, Guizhou, China

Publisher

Informa UK Limited

Subject

Political Science and International Relations,Development,Geography, Planning and Development

Link

https://www.tandfonline.com/doi/pdf/10.1080/13547860.2023.2206691

Reference39 articles.

1. A test for independence based on the correlation dimension

2. The Nexus of Monetary Policy and Shadow Banking in China

3. The role of monetary aggregates in Chinese monetary policy implementation

4. Monetary policy and long‐term interest rates: Evidence from the U.S. economy

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