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Andrew Tsang

Personal Details

First Name:Andrew
Middle Name:
Last Name:Tsang
Suffix:
RePEc Short-ID:pts190
[This author has chosen not to make the email address public]
Terminal Degree:2021 Fachbereich Volkswirtschaftslehre; Universität Hamburg (from RePEc Genealogy)

Affiliation

ASEAN+3 Macroeconomic Research Office (AMRO)

Singapore, Singapore
http://www.amro-asia.org/
RePEc:edi:amrossg (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," MPRA Paper 110703, University Library of Munich, Germany.
  2. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2020. "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," BOFIT Discussion Papers 22/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
  3. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
  4. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
  5. Funke, Michael & Tsang, Andrew, 2019. "The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach," BOFIT Discussion Papers 8/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
  6. Funke, Michael & Li, Xiang & Tsang, Andrew, 2019. "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers 23/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
  7. Funke, Michael & Tsang, Andrew, 2019. "The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach," BOFIT Discussion Papers 8/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
  8. Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019. "Mapping China’s time-varying house price landscape," Working Papers 1930, Banco de España.
  9. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2018. "The RMB Central Parity Formation Mechanism: August 2015 to December 2016," GRU Working Paper Series GRU_2018_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  10. Funke, Michael & Tsang, Andrew & Zhu, Linxu, 2018. "Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China," BOFIT Discussion Papers 18/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
  11. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  12. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
  13. Chen, Hongyi & Funke, Michael & Lozev, Ivan & Tsang, Andrew, 2017. "To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China," BOFIT Discussion Papers 3/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  14. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China's time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  15. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  16. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
  17. Chen, Hongyi & Funke, Michael & Tsang, Andrew, 2016. "The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China," BOFIT Discussion Papers 11/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
  18. Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.
  19. Chen, Hongyi & Funke, Michael & Tsang, Andrew, 2016. "The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China," BOFIT Discussion Papers 11/2016, Bank of Finland Institute for Emerging Economies (BOFIT).
  20. Dong He & Eric Wong & Andrew Tsang & Kelvin Ho, 2015. "Asynchronous Monetary Policies and International Dollar Credit," Working Papers 192015, Hong Kong Institute for Monetary Research.
  21. Eric Wong & Kelvin Ho & Andrew Tsang, 2015. "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers 202015, Hong Kong Institute for Monetary Research.
  22. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
  23. Eric Wong & Andrew Tsang & Steven Kong, 2014. "Implications of Liquidity Management of Global Banks for Host Countries - Evidence from Foreign Bank Branches in Hong Kong," Working Papers 212014, Hong Kong Institute for Monetary Research.
  24. Li-gang Liu & Andrew Tsang, 2008. "Exchange Rate Pass-Through to Domestic Inflation in Hong Kong," Working Papers 0802, Hong Kong Monetary Authority.
  25. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.
  26. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.
  27. Daryl Ho & Jimmy Shek & Andrew Tsang, 2006. "Estimating Demand for Narrow Money and Broad Money," Working Papers 0602, Hong Kong Monetary Authority.
  28. Joanna Shi & Andrew Tsang, 2006. "Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China," Working Papers 0607, Hong Kong Monetary Authority.
  29. Li-gang Liu & Jian Chang & Andrew Tsang, 2006. "Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach," Working Papers 0603, Hong Kong Monetary Authority.
  30. Chang Shu & Andrew Tsang, 2005. "Adjusting For The Chinese New Year: An Operational Approach," Working Papers 0522, Hong Kong Monetary Authority.
    repec:bof:bofitp:2017_003 is not listed on IDEAS
    repec:bof:bofitp:2018_018 is not listed on IDEAS
    repec:bof:bofitp:2019_023 is not listed on IDEAS
    repec:bof:bofitp:2020_022 is not listed on IDEAS
    repec:bof:bofitp:2017_015 is not listed on IDEAS

Articles

  1. Funke, Michael & Ho, Tai-kuang & Tsang, Andrew, 2023. "Containment measures during the COVID pandemic: The role of non-pharmaceutical health policies," Journal of Policy Modeling, Elsevier, vol. 45(1), pages 90-102.
  2. Dekle, Robert & Tsang, Andrew, 2023. "Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields," Journal of International Money and Finance, Elsevier, vol. 137(C).
  3. Matthew S. Yiu & Andrew Tsang, 2023. "Impact of COVID-19 on ASEAN5 stock markets," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 28(4), pages 1392-1405, October.
  4. Michael Funke & Julius Loermann & Andrew Tsang, 2022. "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," Review of International Economics, Wiley Blackwell, vol. 30(2), pages 606-628, May.
  5. Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021. "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, vol. 76(C).
  6. Michael Funke & Andrew Tsang, 2021. "The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 100-122, March.
  7. Funke, Michael & Tsang, Andrew, 2020. "The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment," Economic Modelling, Elsevier, vol. 93(C), pages 465-473.
  8. Hongyi Chen & Andrew Tsang, 2020. "Impact of US monetary policy rate shock and other external shocks on the Hong Kong economy: A factor‐augmented vector autoregression approach," Pacific Economic Review, Wiley Blackwell, vol. 25(1), pages 3-20, February.
  9. Hongyi Chen & Michael Funke & Ivan Lozev & Andrew Tsang, 2020. "To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 49-94, October.
  10. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019. "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, vol. 78(C).
  11. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
  12. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 19(1), pages 120-149.
  13. Eric Wong & Andrew Tsang & Steven Kong, 2015. "International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 515-541, November.
  14. Wong, Eric & Ho, Kelvin & Tsang, Andrew, 2015. "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 93-102.
  15. Ligang Liu & Andrew Tsang, 2008. "Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 22-34, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Zhu, Jun & Ho, Kung-Cheng & Luo, Sijia & Peng, Langchuan, 2023. "Pandemic and tax avoidance: Cross-country evidence," Economic Modelling, Elsevier, vol. 124(C).
    2. Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series 62, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    3. Teng, Bin & Wang, Sicong & Shi, Yufeng & Sun, Yunchuan & Wang, Wei & Hu, Wentao & Shi, Chaojun, 2022. "Economic recovery forecasts under impacts of COVID-19," Economic Modelling, Elsevier, vol. 110(C).
    4. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021. "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, vol. 99(C).
    5. Donou-Adonsou, Ficawoyi, 2022. "The effects of health conditions on financial sector development," Economic Modelling, Elsevier, vol. 114(C).
    6. Li, Xiao-Lin & Xie, Pinyi & Ding, Hui & Si, Deng-Kui, 2023. "Central bank lending facility and investment efficiency of non-SOEs: evidence from China," Economic Modelling, Elsevier, vol. 126(C).

  2. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Zhu, Jun & Ho, Kung-Cheng & Luo, Sijia & Peng, Langchuan, 2023. "Pandemic and tax avoidance: Cross-country evidence," Economic Modelling, Elsevier, vol. 124(C).
    2. Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series 62, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    3. Teng, Bin & Wang, Sicong & Shi, Yufeng & Sun, Yunchuan & Wang, Wei & Hu, Wentao & Shi, Chaojun, 2022. "Economic recovery forecasts under impacts of COVID-19," Economic Modelling, Elsevier, vol. 110(C).
    4. Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021. "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, vol. 99(C).
    5. Donou-Adonsou, Ficawoyi, 2022. "The effects of health conditions on financial sector development," Economic Modelling, Elsevier, vol. 114(C).
    6. Li, Xiao-Lin & Xie, Pinyi & Ding, Hui & Si, Deng-Kui, 2023. "Central bank lending facility and investment efficiency of non-SOEs: evidence from China," Economic Modelling, Elsevier, vol. 126(C).

  3. Funke, Michael & Tsang, Andrew, 2019. "The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach," BOFIT Discussion Papers 8/2019, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Karlo Kauko, 2021. "The Vanishing Interest Income of Chinese Banks," Asian Economic Papers, MIT Press, vol. 20(3), pages 94-113, Fall.

  4. Funke, Michael & Li, Xiang & Tsang, Andrew, 2019. "Monetary policy shocks and peer-to-peer lending in China," BOFIT Discussion Papers 23/2019, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.

  5. Funke, Michael & Tsang, Andrew, 2019. "The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach," BOFIT Discussion Papers 8/2019, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Karlo Kauko, 2021. "The Vanishing Interest Income of Chinese Banks," Asian Economic Papers, MIT Press, vol. 20(3), pages 94-113, Fall.

  6. Michael Funke & Danilo Leiva-Leon & Andrew Tsang, 2019. "Mapping China’s time-varying house price landscape," Working Papers 1930, Banco de España.

    Cited by:

    1. Peng Nie & Andrew E. Clarck & Conchita D'Ambrosio & Lanlin Ding, 2020. "Income-related health inequality in urban China (1991-2015): The role of homeownership and housing conditions," Working Papers 524, ECINEQ, Society for the Study of Economic Inequality.
    2. Maynou, Laia & Monfort, Mercedes & Morley, Bruce & Ordóñez, Javier, 2021. "Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals," Economic Modelling, Elsevier, vol. 103(C).

  7. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2018. "The RMB Central Parity Formation Mechanism: August 2015 to December 2016," GRU Working Paper Series GRU_2018_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.

    Cited by:

    1. Keddad, Benjamin & Sato, Kiyotaka, 2022. "The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    2. Yue Chen & Juan Lin & Ximing Wu, 2022. "Revisiting the return‐volatility relationship of exchange rates: New evidence from offshore RMB," Pacific Economic Review, Wiley Blackwell, vol. 27(3), pages 277-294, August.
    3. Ping Wang & Peijie Wang, 2022. "Assessment on estimations of currency basket weights—With coefficient correction for common factor dominance," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1401-1418, January.
    4. Michael Melvin & Frank Westermann, 2022. "Chinese Exchange Rate Policy: Lessons for Global Investors," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 145-168, February.
    5. Tom Pak Wing Fong & Alfred Yun Tong Wong, 2020. "Safehavenness of the Chinese renminbi," International Finance, Wiley Blackwell, vol. 23(2), pages 215-233, August.
    6. Cho-Hoi Hui & Chi-Fai Lo, 2018. "A simple explanation of biased movements of renminbi exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-12, December.
    7. Chen Zhang & Ying Fang & Linlin Niu, 2022. "Changing anchor of the renminbi: A Bayesian learning approach to the decade-long transition," Working Papers 2022-08-24, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
    8. Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021. "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    9. Zhitao Lin & Jinzhao Chen & Xingwang Qian, 2021. "Capital controls and the volatility of the renminbi covered interest deviation," Post-Print halshs-03436233, HAL.
    10. Yanping Zhao & Zaghum Umar & Xuan Vinh Vo, 2021. "Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1843-1860, November.

  8. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Tom Pak Wing Fong & Alfred Yun Tong Wong, 2020. "Safehavenness of the Chinese renminbi," International Finance, Wiley Blackwell, vol. 23(2), pages 215-233, August.
    3. Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020. "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    4. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    5. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    6. Cho-Hoi Hui & Chi-Fai Lo, 2018. "A simple explanation of biased movements of renminbi exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-12, December.
    7. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022. "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
    8. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
    9. Daniela Marconi, 2016. "Currency co-movements in Asia-Pacific: the regional role of the renminbi," Questioni di Economia e Finanza (Occasional Papers) 341, Bank of Italy, Economic Research and International Relations Area.
    10. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
    11. Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, vol. 9(1), pages 1-21, December.
    12. Katarzyna Twarowska, 2019. "Reforms of China’s exchange rate regime and the renminbi interna-tionalization," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(4), pages 531-556, December.

  9. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    2. Kunze, Frederik & Basse, Tobias & Wegener, Christoph & Spiwoks, Markus, 2018. "The emergence of the RMB: A "New Normal" for China's exchange rate system?," University of Göttingen Working Papers in Economics 348, University of Goettingen, Department of Economics.
    3. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.

  10. Chen, Hongyi & Funke, Michael & Lozev, Ivan & Tsang, Andrew, 2017. "To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China," BOFIT Discussion Papers 3/2017, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Jin, Tao & Kwok, Simon & Zheng, Xin, 2022. "Financial wealth, investment, and confidence in a DSGE model for China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 114-134.
    2. Michael Funke & Adrian Wende, 2021. "The US-China Phase One Trade Deal: An Economic Analysis of the Managed Trade Agreement," CESifo Working Paper Series 8945, CESifo.
    3. Funke, Michael & Tsang, Andrew, 2020. "The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment," BOFIT Discussion Papers 12/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. Dekle, Robert & Tsang, Andrew, 2023. "Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields," Journal of International Money and Finance, Elsevier, vol. 137(C).
    5. Michael Funke & Andrew Tsang, 2021. "The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 100-122, March.

  11. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China's time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Peng Nie & Andrew E. Clarck & Conchita D'Ambrosio & Lanlin Ding, 2020. "Income-related health inequality in urban China (1991-2015): The role of homeownership and housing conditions," Working Papers 524, ECINEQ, Society for the Study of Economic Inequality.
    2. Maynou, Laia & Monfort, Mercedes & Morley, Bruce & Ordóñez, Javier, 2021. "Club convergence in European housing prices: The role of macroeconomic and housing market fundamentals," Economic Modelling, Elsevier, vol. 103(C).

  12. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity: An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).
    2. Tom Pak Wing Fong & Alfred Yun Tong Wong, 2020. "Safehavenness of the Chinese renminbi," International Finance, Wiley Blackwell, vol. 23(2), pages 215-233, August.
    3. Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020. "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    4. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    5. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.
    6. Cho-Hoi Hui & Chi-Fai Lo, 2018. "A simple explanation of biased movements of renminbi exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-12, December.
    7. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2022. "The Two‐Pillar Policy for the RMB," Journal of Finance, American Finance Association, vol. 77(6), pages 3093-3140, December.
    8. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
    9. Daniela Marconi, 2016. "Currency co-movements in Asia-Pacific: the regional role of the renminbi," Questioni di Economia e Finanza (Occasional Papers) 341, Bank of Italy, Economic Research and International Relations Area.
    10. Frederik Kunze, 2020. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 313-333, March.
    11. Zuzana Rowland & George Lazaroiu & Ivana Podhorská, 2020. "Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate," Risks, MDPI, vol. 9(1), pages 1-21, December.
    12. Katarzyna Twarowska, 2019. "Reforms of China’s exchange rate regime and the renminbi interna-tionalization," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(4), pages 531-556, December.

  13. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2020. "Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets," BOFIT Discussion Papers 22/2020, Bank of Finland Institute for Emerging Economies (BOFIT).

  14. Chen, Hongyi & Funke, Michael & Tsang, Andrew, 2016. "The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China," BOFIT Discussion Papers 11/2016, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
    2. Hongyi Chen & Michael Funke & Andrew Tsang, 2016. "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers 152016, Hong Kong Institute for Monetary Research.

  15. Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Chong, Terence Tai Leung & Wu, Zhang, 2018. "Price Rigidity in China: Empirical Results at Home and Abroad," MPRA Paper 92013, University Library of Munich, Germany.
    2. Avdjiev, Stefan & Hale, Galina, 2019. "U.S. monetary policy and fluctuations of international bank lending," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 251-268.
    3. Chong, Terence Tai Leung & Zhu, Tingting & Rafiq, M.S., 2013. "Are Prices Sticky in Large Developing Economies? An Empirical Comparison of China and India," MPRA Paper 60985, University Library of Munich, Germany.

  16. Chen, Hongyi & Funke, Michael & Tsang, Andrew, 2016. "The diffusion and dynamics of producer prices, deflationary pressure across Asian countries, and the role of China," BOFIT Discussion Papers 11/2016, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Lai, Jennifer & Chen, Hongyi & McNelis, Paul D., 2020. "Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China," Economic Modelling, Elsevier, vol. 91(C), pages 759-768.
    2. Hongyi Chen & Michael Funke & Andrew Tsang, 2016. "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers 152016, Hong Kong Institute for Monetary Research.

  17. Dong He & Eric Wong & Andrew Tsang & Kelvin Ho, 2015. "Asynchronous Monetary Policies and International Dollar Credit," Working Papers 192015, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Claudio Borio & Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2016. "Covered interest parity lost: understanding the cross-currency basis," BIS Quarterly Review, Bank for International Settlements, September.
    2. Luna Romo González, 2017. "European banks US dollar liabilities: beyond the covered interest parity," Financial Stability Review, Banco de España, issue MAY.
    3. Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.
    4. Vladyslav Sushko & Claudio Borio & Robert Neil McCauley & Patrick McGuire, 2016. "The failure of covered interest parity: FX hedging demand and costly balance sheets," BIS Working Papers 590, Bank for International Settlements.
    5. Ms. Carolina Osorio-Buitron & Mr. Esteban Vesperoni, 2015. "Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 2015/215, International Monetary Fund.

  18. Eric Wong & Kelvin Ho & Andrew Tsang, 2015. "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers 202015, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Alberto Cardaci & Francesco Saraceno, 2019. "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 953-971, April.
    2. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    3. Hong Kong Monetary Authority, 2017. "Hong Kong’s property market and macroprudential measures," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 141-152, Bank for International Settlements.
    4. Michael Funke & Michael Paetz, 2018. "Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 23(4), pages 632-657, October.
    5. Wong, Siu Kei & Cheung, Ka Shing & Deng, Kuang Kuang & Chau, Kwong Wing, 2021. "Policy responses to an overheated housing market: Credit tightening versus transaction taxes," Journal of Asian Economics, Elsevier, vol. 75(C).
    6. Ranisavljević Duško & Hadžić Miroljub, 2016. "Realistic Evaluation of the Ratio: Loan-To-value – The Key to Minimising the Credit Risk," Economic Themes, Sciendo, vol. 54(3), pages 449-468, September.

  19. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
    2. Hans Genberg & Michael Zamorski, 2015. "Implementing Macroprudential Policies: Challenges, Pitfalls and Way Forward," Working Papers wp09, South East Asian Central Banks (SEACEN) Research and Training Centre.
    3. Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    4. Mr. Luis Ignacio Jácome & Ms. Srobona Mitra, 2015. "LTV and DTI Limits—Going Granular," IMF Working Papers 2015/154, International Monetary Fund.
    5. Andrés Alegría & Rodrigo Alfaro & Felipe Córdova, 2017. "The impact of warnings published in a financial stability report on loan-to value ratios," BIS Working Papers 633, Bank for International Settlements.
    6. He, D., 2014. "The effects of macroprudential policies on housing market risks: evidence from Hong Kong," Financial Stability Review, Banque de France, issue 18, pages 105-120, April.
    7. Katja Neugebauer, 2021. "Assessing the effectiveness of the Portuguese borrower-based measure in the Covid-19 context," Working Papers w202110, Banco de Portugal, Economics and Research Department.
    8. Kwan, Yum K. & Leung, Charles Ka Yui & Dong, Jinyue, 2015. "Comparing consumption-based asset pricing models: The case of an Asian city," Journal of Housing Economics, Elsevier, vol. 28(C), pages 18-41.
    9. Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
    10. Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
    11. Péter Fáykiss, Márton Nagy and Anikó Szombati, 2017. "Regionally-differentiated debt cap rules: a Hungarian perspective," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 153-178, Bank for International Settlements.
    12. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16 [Focus on Future Viability. Annual Report 2015/16]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516.
    13. Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.
    14. Michael Funke & Michael Paetz, 2018. "Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 23(4), pages 632-657, October.
    15. Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
    16. Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
    17. Eric Wong & Kelvin Ho & Andrew Tsang, 2015. "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers 202015, Hong Kong Institute for Monetary Research.

  20. Eric Wong & Andrew Tsang & Steven Kong, 2014. "Implications of Liquidity Management of Global Banks for Host Countries - Evidence from Foreign Bank Branches in Hong Kong," Working Papers 212014, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Claudia M Buch & Linda S Goldberg, 2015. "International Banking and Liquidity Risk Transmission: Lessons from Across Countries," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 377-410, November.
    2. Simon Kwan & Eric T.C. Wong & Cho-hoi Hui, 2015. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Papers 022015, Hong Kong Institute for Monetary Research.
    3. Cho-hoi Hui & Simon H. Kwan & Eric T. C. Wong, 2014. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Paper Series 2014-25, Federal Reserve Bank of San Francisco.
    4. Iñaki Aldasoro & John Caparusso & Yingyuan Chen, 2022. "Global banks' local presence: a new lens," BIS Quarterly Review, Bank for International Settlements, March.

  21. Li-gang Liu & Andrew Tsang, 2008. "Exchange Rate Pass-Through to Domestic Inflation in Hong Kong," Working Papers 0802, Hong Kong Monetary Authority.

    Cited by:

    1. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    2. Mr. Siang Meng Tan & Ms. Joey Chew & Mr. Sam Ouliaris, 2011. "Exchange Rate Pass-Through Over the Business Cycle in Singapore," IMF Working Papers 2011/141, International Monetary Fund.
    3. Carsten A. Holz & Aaron Mehrotra, 2016. "Wage and Price Dynamics in China," The World Economy, Wiley Blackwell, vol. 39(8), pages 1109-1127, August.
    4. Ligang Liu & Andrew Tsang, 2008. "Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 22-34, November.
    5. M. A. Ivanova, 2016. "Analysis of the nature of cause-and-effect relationship between inflation and wage in Russia," Studies on Russian Economic Development, Springer, vol. 27(5), pages 575-584, September.
    6. Pym Manopimoke, 2012. "Hong Kong Inflation Dynamics: Trend and Cycle Relationships with the U.S. and China," Working Papers 232012, Hong Kong Institute for Monetary Research.
    7. Matthew Kofi Ocran, 2010. "Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa," Prague Economic Papers, Prague University of Economics and Business, vol. 2010(4), pages 291-306.
    8. Arintoko, 2011. "Exchange rate pass-through, import prices and inflation under structural breaks," Economic Journal of Emerging Markets, Universitas Islam Indonesia, vol. 3(1), pages 55-75, April.
    9. Sanusi, Aliyu Rafindadi, 2010. "Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression," MPRA Paper 29491, University Library of Munich, Germany.

  22. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.

    Cited by:

    1. Michael Funke & Michael Paetz & Ernest Pytlarczyk, 2010. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Quantitative Macroeconomics Working Papers 21009, Hamburg University, Department of Economics.
    2. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.

  23. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.

    Cited by:

    1. Michael Funke & Michael Paetz & Ernest Pytlarczyk, 2010. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Quantitative Macroeconomics Working Papers 21009, Hamburg University, Department of Economics.

  24. Daryl Ho & Jimmy Shek & Andrew Tsang, 2006. "Estimating Demand for Narrow Money and Broad Money," Working Papers 0602, Hong Kong Monetary Authority.

    Cited by:

    1. Zhou, W. & O’Neill, E. & Moncaster, A. & Reiner D. & Guthrie, P., 2020. "Forecasting Urban Residential Stock Turnover Dynamics using System Dynamics and Bayesian Model Averaging," Cambridge Working Papers in Economics 2054, Faculty of Economics, University of Cambridge.

  25. Joanna Shi & Andrew Tsang, 2006. "Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China," Working Papers 0607, Hong Kong Monetary Authority.

    Cited by:

    1. Rabin Hattari & Ramkishen S. Rajan, 2009. "Cross-border Mergers and Acquisitions (M&As) in Developing Asia: The Role of Financial Variables," Working Papers 362009, Hong Kong Institute for Monetary Research.
    2. Chak Hung J. Cheng & Michael K. Salemi, 2009. "Feast and Famine: Explaining Big Swings in the Hong Kong Economy between 1981 and 2007," Working Papers 372009, Hong Kong Institute for Monetary Research.

  26. Li-gang Liu & Jian Chang & Andrew Tsang, 2006. "Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach," Working Papers 0603, Hong Kong Monetary Authority.

    Cited by:

    1. Li-gang Liu & Andrew Tsang, 2008. "Exchange Rate Pass-Through to Domestic Inflation in Hong Kong," Working Papers 0802, Hong Kong Monetary Authority.

  27. Chang Shu & Andrew Tsang, 2005. "Adjusting For The Chinese New Year: An Operational Approach," Working Papers 0522, Hong Kong Monetary Authority.

    Cited by:

    1. Prasert Chaitip & Chukiat Chaiboonsri & N. Rangaswamy & Siriporn Mcdowall, 2009. "Forecasting with X-12-Arima: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 107-128.
    2. Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," BIS Working Papers 465, Bank for International Settlements.
    3. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Forecasting with X-12-ARIMA and ARFIMA: International Tourist Arrivals to India," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(3), pages 147-162.
    4. Prasert Chaitip & Chukiat Chaiboonsri, 2009. "Down Trend Forecasting Method with ARFIMA: International Tourist Arrivals to Thailand," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, vol. 9(1), pages 143-150.
    5. Amstad, Marlene & Ye, Huan & Ma, Guonan, 2018. "Developing an underlying inflation gauge for China," BOFIT Discussion Papers 11/2018, Bank of Finland Institute for Emerging Economies (BOFIT).

Articles

  1. Funke, Michael & Ho, Tai-kuang & Tsang, Andrew, 2023. "Containment measures during the COVID pandemic: The role of non-pharmaceutical health policies," Journal of Policy Modeling, Elsevier, vol. 45(1), pages 90-102.

    Cited by:

    1. Koomson, Isaac & Orkoh, Emmanuel & Ahmad, Shabbir, 2023. "Non-farm entrepreneurship, caste, and energy poverty in rural India," Energy Economics, Elsevier, vol. 127(PA).

  2. Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021. "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, vol. 76(C).

    Cited by:

    1. Chahine, Salim & Chidambaran, N.K., 2023. "Do sovereign-bond issuers learn from peers?," Journal of Financial Stability, Elsevier, vol. 67(C).
    2. Liu, Peipei & Huang, Wei-Qiang, 2022. "Modelling international sovereign risk information spillovers: A multilayer network approach," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).

  3. Michael Funke & Andrew Tsang, 2021. "The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 100-122, March.

    Cited by:

    1. Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series 62, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    2. Makram El-Shagi & Yishuo Ma, 2021. "Nine blind men and the PBoC," CFDS Discussion Paper Series 2021/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    3. Funke, Michael & Li, Xiang & Zhong, Doudou, 2023. "Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China," Emerging Markets Review, Elsevier, vol. 55(C).
    4. Makram El-Shagi & Lunan Jiang, 2023. "How the PBoC´s new MLF affects the yield curve," CFDS Discussion Paper Series 2023/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.

  4. Funke, Michael & Tsang, Andrew, 2020. "The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment," Economic Modelling, Elsevier, vol. 93(C), pages 465-473.
    See citations under working paper version above.
  5. Hongyi Chen & Andrew Tsang, 2020. "Impact of US monetary policy rate shock and other external shocks on the Hong Kong economy: A factor‐augmented vector autoregression approach," Pacific Economic Review, Wiley Blackwell, vol. 25(1), pages 3-20, February.

    Cited by:

    1. Yanying Zhang & Yiuman Tse & Gaiyan Zhang, 2022. "Return predictability between industries and the stock market in China," Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 194-220, May.

  6. Hongyi Chen & Michael Funke & Ivan Lozev & Andrew Tsang, 2020. "To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 49-94, October.
    See citations under working paper version above.
  7. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2019. "Mapping China’s time-varying house price landscape," Regional Science and Urban Economics, Elsevier, vol. 78(C).
    See citations under working paper version above.
  8. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    See citations under working paper version above.
  9. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong," International Real Estate Review, Global Social Science Institute, vol. 19(1), pages 120-149.

    Cited by:

    1. Luangaram, Pongsak & Thepmongkol, Athakrit, 2022. "Loan-to-value policy in a bubble-creation economy," Journal of Asian Economics, Elsevier, vol. 79(C).
    2. Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
    3. Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
    4. Tommy Wu & Michael Cheng & Ken Wong, 2017. "Bayesian analysis of Hong Kong's housing price dynamics," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 312-331, August.

  10. Eric Wong & Andrew Tsang & Steven Kong, 2015. "International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 515-541, November.

    Cited by:

    1. Nicola Cetorelli & Linda S. Goldberg, 2016. "Organizational complexity and balance sheet management in global banks," Staff Reports 772, Federal Reserve Bank of New York.

  11. Wong, Eric & Ho, Kelvin & Tsang, Andrew, 2015. "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 93-102.

    Cited by:

    1. Alberto Cardaci & Francesco Saraceno, 2019. "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 953-971, April.
    2. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    3. Hong Kong Monetary Authority, 2017. "Hong Kong’s property market and macroprudential measures," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 141-152, Bank for International Settlements.
    4. Michael Funke & Michael Paetz, 2018. "Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 23(4), pages 632-657, October.
    5. Wong, Siu Kei & Cheung, Ka Shing & Deng, Kuang Kuang & Chau, Kwong Wing, 2021. "Policy responses to an overheated housing market: Credit tightening versus transaction taxes," Journal of Asian Economics, Elsevier, vol. 75(C).
    6. Ranisavljević Duško & Hadžić Miroljub, 2016. "Realistic Evaluation of the Ratio: Loan-To-value – The Key to Minimising the Credit Risk," Economic Themes, Sciendo, vol. 54(3), pages 449-468, September.

  12. Ligang Liu & Andrew Tsang, 2008. "Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 22-34, November.

    Cited by:

    1. Chi Wei Su & Heng-Guo Zhang & Hsu-Ling Chang & Rui Nian, 2016. "Is exchange rate stability beneficial for stabilizing consumer prices in China?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(6), pages 857-879, September.
    2. Sherine Al-Shawarby & Hoda Selim, 2012. "Are International Food Price Spikes the Source of Egypt’s High Inflation?," Working Papers 714, Economic Research Forum, revised 2012.
    3. Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William, 2020. "The heterogeneous behaviour of the inflation hedging property of cocoa," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    4. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (19) 2008-05-31 2008-05-31 2008-05-31 2014-02-21 2014-11-07 2016-01-29 2016-09-25 2017-02-19 2017-02-19 2017-03-12 2018-01-01 2018-11-26 2019-05-06 2019-09-30 2019-12-23 2020-06-15 2020-10-19 2021-12-20 2022-07-11. Author is listed
  2. NEP-CNA: China (15) 2008-05-31 2008-05-31 2008-05-31 2016-09-25 2017-02-19 2017-03-12 2017-05-21 2018-01-01 2018-11-26 2019-05-06 2019-09-30 2019-12-23 2020-06-15 2021-12-20 2022-07-11. Author is listed
  3. NEP-MON: Monetary Economics (14) 2008-05-31 2015-10-17 2017-02-19 2017-02-19 2017-03-12 2017-04-02 2017-05-21 2019-05-06 2019-07-15 2019-12-23 2020-06-15 2020-10-19 2021-12-20 2022-07-11. Author is listed
  4. NEP-TRA: Transition Economics (8) 2017-03-12 2017-04-02 2017-05-21 2018-01-01 2018-11-26 2019-05-06 2019-09-30 2019-12-23. Author is listed
  5. NEP-CBA: Central Banking (7) 2008-05-31 2015-10-17 2017-03-12 2019-05-06 2019-12-23 2020-06-15 2021-12-20. Author is listed
  6. NEP-URE: Urban and Real Estate Economics (7) 2014-02-21 2016-01-29 2018-01-01 2018-11-26 2019-09-30 2021-12-20 2022-07-11. Author is listed
  7. NEP-BAN: Banking (5) 2014-02-21 2014-11-07 2016-01-29 2019-12-23 2020-06-15. Author is listed
  8. NEP-BIG: Big Data (2) 2021-12-20 2022-07-11
  9. NEP-CMP: Computational Economics (2) 2021-12-20 2022-07-11
  10. NEP-DGE: Dynamic General Equilibrium (2) 2017-03-12 2019-05-06
  11. NEP-GEO: Economic Geography (2) 2021-12-20 2022-07-11
  12. NEP-IFN: International Finance (2) 2014-11-07 2015-10-17
  13. NEP-SEA: South East Asia (2) 2016-09-25 2017-02-19
  14. NEP-ETS: Econometric Time Series (1) 2020-10-19
  15. NEP-FDG: Financial Development and Growth (1) 2022-07-11
  16. NEP-FOR: Forecasting (1) 2017-11-12
  17. NEP-OPM: Open Economy Macroeconomics (1) 2008-05-31
  18. NEP-ORE: Operations Research (1) 2019-12-23

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