Bank loans and the effects of monetary policy in China: VAR/VECM approach
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Cited by:
- Sun, Lixin, 2016. "Corporate Deleveraging and Macroeconomic Policies: Evidence from China," MPRA Paper 69140, University Library of Munich, Germany.
- Sun, Rongrong, 2013.
"Does monetary policy matter in China? A narrative approach,"
China Economic Review, Elsevier, vol. 26(C), pages 56-74.
- Sun, Rongrong, 2012. "Does Monetary Policy Matter in China? A Narrative Approach," MPRA Paper 45023, University Library of Munich, Germany.
- Lixin Sun, 2024. "Time preference and economic growth: The case for China and international comparisons," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 32(2), pages 683-704, April.
- Fernald, John G. & Spiegel, Mark M. & Swanson, Eric T., 2014.
"Monetary policy effectiveness in China: Evidence from a FAVAR model,"
Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 83-103.
- John Fernald & Mark M. Spiegel & Eric T. Swanson, 2014. "Monetary Policy Effectiveness in China: Evidence from a FAVAR Model," NBER Working Papers 20518, National Bureau of Economic Research, Inc.
- John G. Fernald & Mark M. Spiegel & Eric T. Swanson, 2014. "Monetary Policy Effectiveness in China: Evidence from a FAVAR Model," Working Paper Series 2014-7, Federal Reserve Bank of San Francisco.
- Lu, Zhengfei & Zhu, Jigao & Zhang, Weining, 2012. "Bank discrimination, holding bank ownership, and economic consequences: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 341-354.
- Ching-Chun Wei & Tzu-Wei Chuang, 2015. "Empirical Testing of Exchange Rate and Interest Rate Transmission Channels in China," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(1), pages 145-154, January.
- Hung, Ying-Shu & Lee, Chingnun & Chen, Pei-Fen, 2022. "China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 643-666.
- Burdekin, Richard C.K. & Weidenmier, Marc D., 2015. "Assessing the impact of the Chinese stimulus package at home and abroad: A damp squib?," China Economic Review, Elsevier, vol. 33(C), pages 137-162.
- He, Qing & Leung, Pak-Ho & Chong, Terence Tai-Leung, 2013. "Factor-augmented VAR analysis of the monetary policy in China," China Economic Review, Elsevier, vol. 25(C), pages 88-104.
- Jafar Haghighat & Tanaz Salahesh, 2016. "The role of money multiplier in monetary transmission mechanism in Iran (bank lending and money supply)," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 9(2), pages 212-223.
- Wang, Hongjian & Luo, Tianpei & Tian, Gary Gang & Yan, Huanmin, 2020. "How does bank ownership affect firm investment? Evidence from China," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011. "Identifying structural shocks behind loan supply fluctuations in Russia," BOFIT Discussion Papers 20/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
- Deryugina, Elena B. & Ponomarenko, Alexey A., 2011. "Identifying structural shocks behind loan supply fluctuations in Russia," BOFIT Discussion Papers 20/2011, Bank of Finland, Institute for Economies in Transition.
- Stefan Angrick & Naoyuki Yoshino, 2020.
"From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 279-316, June.
- Angrick, Stefan & Naoyuki, Yoshino, 2018. "From window guidance to interbank rates: Tracing the transition of monetary policy in Japan and China," BOFIT Discussion Papers 4/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- repec:zbw:bofitp:2011_020 is not listed on IDEAS
- Pham Thi Ha An & Nguyen Thi Quynh Dung, 2019. "Transfer Money Policy through Credit Channels in Vietnam," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 33-39.
- Li, Huan & Ni, Jinlan & Xu, Yueli & Zhan, Minghua, 2021. "Monetary policy and its transmission channels: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Soyoung Kim & Hongyi Chen, 2022. "From a Quantity to an Interest Rate‐Based Framework: Multiple Monetary Policy Instruments and Their Effects in China," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2103-2123, October.
- Thai V. H. Nguyen & Agyenim Boateng & Tra Thi Thu Pham, 2019. "Involuntary excess reserve and heterogeneous transmission of policy rates to bank lending rates in China," Empirical Economics, Springer, vol. 57(3), pages 1023-1044, September.
- repec:zbw:bofitp:2018_004 is not listed on IDEAS
- Fatih OKUR & Ömer AKKUŞ & Atakan DURMAZ, 2019. "The effectiveness of the monetary transmission mechanism channel in Turkey," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 161-180, June.
- Stefan Angrick & Naoyuki Yoshino, 2020.
"From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 279-316, June.
- Angrick, Stefan & Naoyuki, Yoshino, 2018. "From window guidance to interbank rates: Tracing the transition of monetary policy in Japan and China," BOFIT Discussion Papers 4/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
- Angrick, Stefan & Naoyuki, Yoshino, 2018. "From window guidance to interbank rates : Tracing the transition of monetary policy in Japan and China," BOFIT Discussion Papers 4/2018, Bank of Finland, Institute for Economies in Transition.
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Keywords
China's monetary policy Transmission mechanisms Bank lending channel VAR/VECM Cointegration;Statistics
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