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Eric Girardin

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. Joseph K.W. Fung & Eric Girardin & Jian Hua, 2022. "How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets," Post-Print hal-03821210, HAL.

    Cited by:

    1. Dong, Yingjie & Huang, Wenxin & Tse, Yiu-Kuen, 2023. "Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model," Journal of International Money and Finance, Elsevier, vol. 131(C).

  2. Yongming Huang & Jamal Khan & Eric Girardin & Umair Shad, 2021. "The Role of the Real Estate Sector in the Structural Dynamics of the Chinese Economy: An Input–Output Analysis," Post-Print hal-03541283, HAL.

    Cited by:

    1. Kenneth S. Rogoff & Yuanchen Yang, 2022. "A Tale of Tier 3 Cities," NBER Working Papers 30519, National Bureau of Economic Research, Inc.
    2. Yongming Huang & Jamal Khan, 2022. "Has the information and communication technology sector become the engine of China’s economic growth?," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 510-533, February.
    3. Xiaoyang Chen & Liguo Zhou & Lin Wang & Yuelong Zheng, 2023. "Risk spillover in China’s real estate industry chain: a DCC-EGARCH-ΔCoVaR model," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-16, December.

  3. Eric Girardin & Fatemeh Salimi Namin, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Post-Print hal-02314156, HAL.

    Cited by:

    1. Day, Min-Yuh & Ni, Yensen, 2023. "Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?," Energy, Elsevier, vol. 272(C).
    2. Bruno Thiago Tomio & Guillaume Vallet, 2021. "Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?," Post-Print halshs-03669561, HAL.
    3. Ojea-Ferreiro, Javier & Reboredo, Juan C., 2022. "Exchange rates and the global transmission of equity market shocks," Economic Modelling, Elsevier, vol. 114(C).

  4. Eric Girardin & Cheikh Sall, 2018. "Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions," Post-Print hal-01985975, HAL.

    Cited by:

    1. Venera Timiryanova & Irina Lakman & Vadim Prudnikov & Dina Krasnoselskaya, 2022. "Spatial Dependence of Average Prices for Product Categories and Its Change over Time: Evidence from Daily Data," Forecasting, MDPI, vol. 5(1), pages 1-25, December.
    2. Inmaculada Martínez-Zarzoso, 2019. "The Euro and the CFA Franc: Evidence of Sectoral Trade Effects," Open Economies Review, Springer, vol. 30(3), pages 483-504, July.

  5. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," Post-Print hal-01996210, HAL.

    Cited by:

    1. Zhou Jie & Chai Hua Qi, 2023. "An equilibrium analysis of the impact of real estate price volatility on macroeconomics based on ant colony algorithm," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-26, March.
    2. Enwei Zhu & Jing Wu & Hongyu Liu & Keyang Li, 2023. "A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media," The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 77-118, January.
    3. Wang, Xiaodan & Li, Keyang & Wu, Jing, 2020. "House price index based on online listing information: The case of China," Journal of Housing Economics, Elsevier, vol. 50(C).
    4. Benjamin Kwakye & Chan Tze Haw, 2020. "Interplay of the Macroeconomy and Real Estate: Systematic Review of Literature," International Journal of Economics and Financial Issues, Econjournals, vol. 10(5), pages 262-271.
    5. Fan, Gang-Zhi & Li, Han & Li, Jiangyi & Zhang, Jian, 2022. "Housing property rights, collateral, and entrepreneurship: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 143(C).
    6. Yufei Cao, 2021. "Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR‐copula method," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5930-5947, October.
    7. Zhenxi Chen & Cuntong Wang, 2020. "Speculative trading in Chinese housing market: a panel regression method," Applied Economics, Taylor & Francis Journals, vol. 52(38), pages 4186-4195, July.
    8. I-Chun Tsai, 2022. "The connectedness between Hong Kong and China real estate markets: spillover effect and information transmission," Empirical Economics, Springer, vol. 63(1), pages 287-311, July.
    9. Kyungwon Kim & Jae Wook Song, 2020. "Detecting Possible Reduction of the Housing Bubble in Korea for Different Residential Types and Regions," Sustainability, MDPI, vol. 12(3), pages 1-31, February.

  6. Changsheng Chen & Eric Girardin & Aaron Mehrotra, 2017. "Global slack and open economy Phillips curves – A province-level view from China," Post-Print hal-01682768, HAL.

    Cited by:

    1. Makram El-Shagi & Kiril Tochkov, 2023. "Regional Heterogeneity and the Provinicial Phillips Curve in China," CFDS Discussion Paper Series 2023/3, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.

  7. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Post-Print hal-01682809, HAL.

    Cited by:

    1. Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021. "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, vol. 14(7), pages 1-14, June.
    2. Jose Eduardo Gomez-Gonzalez & Sebastian Sanin-Restrepo, 2017. "The Maple Bubble: A History of Migration among Canadian Provinces," Borradores de Economia 992, Banco de la Republica de Colombia.
    3. Yang Hu, 2023. "A review of Phillips‐type right‐tailed unit root bubble detection tests," Journal of Economic Surveys, Wiley Blackwell, vol. 37(1), pages 141-158, February.
    4. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas.
    5. Boubaker, Sabri & Liu, Zhenya & Sui, Tianqing & Zhai, Ling, 2022. "The mirror of history: How to statistically identify stock market bubble bursts," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 128-147.
    6. Shuping Shi & Peter C.B. Phillips, 2020. "Diagnosing Housing Fever with an Econometric Thermometer," Cowles Foundation Discussion Papers 2248, Cowles Foundation for Research in Economics, Yale University.
    7. Peter C.B. Phillips & Shuping Shi, 2018. "Real Time Monitoring of Asset Markets: Bubbles and Crises," Cowles Foundation Discussion Papers 2152, Cowles Foundation for Research in Economics, Yale University.
    8. Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2022. "Gold as a financial instrument," Journal of Commodity Markets, Elsevier, vol. 27(C).
    9. Peter C. B. Phillips & Shuping Shi, 2019. "Detecting Financial Collapse and Ballooning Sovereign Risk," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(6), pages 1336-1361, December.
    10. Charles Ka Yui Leung & Joe Cho Yiu Ng & Edward Chi Ho Tang, 2020. "Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations," ISER Discussion Paper 1081, Institute of Social and Economic Research, Osaka University.
    11. Wang, Xiaodan & Li, Keyang & Wu, Jing, 2020. "House price index based on online listing information: The case of China," Journal of Housing Economics, Elsevier, vol. 50(C).
    12. Charles Ka Yui Leung, 2017. "Special issue on housing and financial stability: An introduction," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 273-275, August.
    13. Yang Hu & Les Oxley, 2017. "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics 17/20, University of Waikato.
    14. Andria C. Evripidou & David I. Harvey & Stephen J. Leybourne & Robert Sollis, 2022. "Testing for Co‐explosive Behaviour in Financial Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 624-650, June.
    15. Iliyasu, Jamilu & Rafindadi Sanusi, Aliyu & Suleiman, Dahiru, 2019. "Testing For Multiple Bubble Episodes In Nigerian Stock Exchange Market," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 6(6), pages 13-26, June.
    16. I-Chun Tsai & Shu-Hen Chiang, 2018. "Risk Transfer among Housing Markets in Major Cities in China," Sustainability, MDPI, vol. 10(7), pages 1-20, July.
    17. Imran Yousaf & Shoaib Ali, 2020. "Integration between real estate and stock markets: new evidence from Pakistan," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 13(5), pages 887-900, April.
    18. Huthaifa Alqaralleh & Gazi Salah Uddin & Canepa, Alessandra, 2022. "Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202204, University of Turin.
    19. Li, Yanglin & Wang, Shaoping & Zhao, Qing, 2021. "When does the stock market recover from a crisis?," Finance Research Letters, Elsevier, vol. 39(C).
    20. Chi-Wei Su & Xiao-Cui Yin & Hsu-Ling Chang & Hai-Gang Zhou, 2019. "Are the stock and real estate markets integrated in China?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 741-760, December.
    21. Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019. "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper 95685, University Library of Munich, Germany.
    22. I-Chun Tsai, 2022. "The connectedness between Hong Kong and China real estate markets: spillover effect and information transmission," Empirical Economics, Springer, vol. 63(1), pages 287-311, July.
    23. Maouchi, Youcef & Charfeddine, Lanouar & El Montasser, Ghassen, 2022. "Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs," Finance Research Letters, Elsevier, vol. 47(PA).
    24. 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.

  8. Alicia García-Herrero & Eric Girardin & Enestor dos Santos, 2017. "Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil's Financial Markets," Post-Print hal-01682903, HAL.

    Cited by:

    1. Sui-Jade Ho & Özer Karagedikli, 2021. "Effects of Monetary Policy Communication in Emerging Market Economies: Evidence from Malaysia," Working Papers wp44, South East Asian Central Banks (SEACEN) Research and Training Centre.
    2. Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).

  9. Eric Girardin & Sandrine Lunven & Guonan Ma, 2017. "China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy," BIS Working Papers 641, Bank for International Settlements.

    Cited by:

    1. 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).
    2. Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," MPRA Paper 110703, University Library of Munich, Germany.
    3. Jeannine Bailliu & Xinfen Han & Barbara Sadaba & Mark Kruger, 2021. "Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds," Staff Working Papers 21-3, Bank of Canada.
    4. 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.
    5. Lodge, David & Soudan, Michel, 2019. "Credit, financial conditions and the business cycle in China," Working Paper Series 2244, European Central Bank.
    6. Jan J. J. Groen & Michael Nattinger, 2020. "Alternative Indicators for Chinese Economic Activity Using Sparse PLS Regression," Economic Policy Review, Federal Reserve Bank of New York, vol. 26(4), pages 39-68, October.
    7. Bradley Jones & Joel Bowman, 2019. "China's Evolving Monetary Policy Framework in International Context," RBA Research Discussion Papers rdp2019-11, Reserve Bank of Australia.
    8. Pauwels, Laurent, 2019. "Predicting China’s Monetary Policy with Forecast Combinations," Working Papers BAWP-2019-07, University of Sydney Business School, Discipline of Business Analytics.
    9. Alex, Dony, 2021. "Anchoring of inflation expectations in large emerging economies," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    10. Gießler, Stefan, 2020. "The evolution of monetary policy in Latin American economies: Responsiveness to inflation under different degrees of credibility," IWH Discussion Papers 9/2020, Halle Institute for Economic Research (IWH).
    11. 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).

  10. Alicia García-Herrero & Eric Girardin & Hermann Esteban González, 2016. "Analyzing the impact of monetary policy on financial markets in Chile," Working Papers 16/14, BBVA Bank, Economic Research Department.

    Cited by:

    1. Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021. "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    2. Mr. Andrea Pescatori, 2018. "Central Bank Communication and Monetary Policy Surprises in Chile," IMF Working Papers 2018/156, International Monetary Fund.
    3. Mario González & Raúl Tadle, 2018. "Monetary Policy Effects on the Chilean Stock Market: An Automated Content Approach," Working Papers Central Bank of Chile 817, Central Bank of Chile.

  11. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez Marmolejo, 2015. "Mexico’s monetary policy communication and money markets," Working Papers 1515, BBVA Bank, Economic Research Department.

    Cited by:

    1. Juan Camilo Anzoátegui Zapata & Juan Camilo Galvis, 2019. "Efectos de la comunicación del banco central sobre los títulos públicos: evidencia empírica para Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 337-364, July.
    2. Joaquin Iglesias & Alvaro Ortiz & Tomasa Rodrigo, 2017. "How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey," Working Papers 17/24, BBVA Bank, Economic Research Department.
    3. Haryo Kuncoro & Gatot Nazir Ahmad & Dianta Sebayang, 2021. "A textual analysis of central bank communication the case of Indonesia," Economics Bulletin, AccessEcon, vol. 41(3), pages 2158-2172.

  12. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2015. "Follow what I do and also what I say: monetary policy impact on Brazil’s financial markets," Working Papers 1512, BBVA Bank, Economic Research Department.

    Cited by:

    1. Rai, Anoop & Rojer, Guido & Susanna, Edirel, 2021. "Central bank transparency and market reaction in Brazil, Chile, and Colombia," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    2. Alicia Garcia-Herrero & Eric Girardin & Hermann Gonzalez, 2017. "Analyzing the impact of monetary policy on financial markets in Chile," Post-Print hal-01682926, HAL.
    3. Joaquin Iglesias & Alvaro Ortiz & Tomasa Rodrigo, 2017. "How do the EM Central Bank talk? A Big Data approach to the Central Bank of Turkey," Working Papers 17/24, BBVA Bank, Economic Research Department.
    4. Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.

  13. Jamel Gatfaoui & Eric Girardin, 2015. "Comovement of Chinese provincial business cycles," Post-Print hal-01456105, HAL.

    Cited by:

    1. Chen, Y. & He, M. & Rudkin, S., 2017. "Understanding Chinese provincial real estate investment: A Global VAR perspective," Economic Modelling, Elsevier, vol. 67(C), pages 248-260.
    2. Wall, Howard, 2022. "The Great, Greater, and Greatest Recessions of US States," MPRA Paper 112005, University Library of Munich, Germany.
    3. Quintero Otero, Jorge David & Padilla Sierra, Alcides de Jesús, 2024. "Impacto de la sincronización sub-nacional sobre el comportamiento de los ciclos nacionales en economías emergentes con inflación objetivo," Documentos Departamento de Economía 54, Universidad del Norte.
    4. Wang, Xiaoyu & Sun, Yanlin & Peng, Bin, 2023. "Industrial linkage and clustered regional business cycles in China," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 59-72.
    5. Makram El-Shagi & Kiril Tochkov, 2024. "Regional Effects of Monetary Policy in China," CFDS Discussion Paper Series 2024/1, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.

  14. Guy Liu & Liang Zhang & Eric Girardin, 2014. "The Chinese electricity industry: supply capacity and its determinants with reference to OECD countries," Post-Print hal-01474435, HAL.

    Cited by:

    1. Adom, Philip Kofi & Agradi, Mawunyo Prosper & Bekoe, William, 2019. "Electricity supply in Ghana: The implications of climate-induced distortions in the water-energy equilibrium and system losses," Renewable Energy, Elsevier, vol. 134(C), pages 1114-1128.
    2. Adom, Philip Kofi, 2016. "Electricity Supply and System losses in Ghana. What is the red line? Have we crossed over?," MPRA Paper 74559, University Library of Munich, Germany, revised 11 Nov 2016.

  15. Eric Girardin & Sandrine Lunven & Guonan Ma, 2014. "Inflation and China's monetary policy reaction function: 2002-2013," Post-Print hal-01463905, HAL.

    Cited by:

    1. Hyeongwoo Kim & Wen Shi, 2017. "The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach," Auburn Economics Working Paper Series auwp2017-04, Department of Economics, Auburn University.
    2. Tie Ying Liu & Chi Wei Su & Xu Zhao Jiang & Tsangyao Chang, 2015. "Is There Excess Liquidity in China?," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 23(3), pages 110-126, May.
    3. Kim, Hyeongwoo & Shi, Wen, 2018. "The determinants of the benchmark interest rates in China," Journal of Policy Modeling, Elsevier, vol. 40(2), pages 395-417.
    4. Marlene Amstad & Ye Huan & Guonan Ma, 2014. "Developing an underlying inflation gauge for China," Working Papers 853, Bruegel.
    5. Domenico Lombardi & Pierre L. Siklos & Xiangyou Xie, 2018. "Monetary policy transmission in systemically important economies and China’s impact," CAMA Working Papers 2018-50, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

  16. Eric Girardin & Roselyne Joyeux, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print hal-01499615, HAL.

    Cited by:

    1. Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data," EconStor Preprints 187420, ZBW - Leibniz Information Centre for Economics.
    2. Chen, Qiang & Gong, Yuting, 2019. "The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 102-121.
    3. Lu Wang & Feng Ma & Guoshan Liu & Qiaoqi Lang, 2023. "Do extreme shocks help forecast oil price volatility? The augmented GARCH‐MIDAS approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2056-2073, April.
    4. Yu, Xiaoling & Huang, Yirong, 2021. "The impact of economic policy uncertainty on stock volatility: Evidence from GARCH–MIDAS approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
    5. Li, Xiao-Ming, 2017. "New evidence on economic policy uncertainty and equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 41-56.
    6. Havranek, Tomas & Zeynalov, Ayaz, 2018. "Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data," MPRA Paper 90205, University Library of Munich, Germany.
    7. Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta, 2018. "Models with Multiplicative Decomposition of Conditional Variances and Correlations," CREATES Research Papers 2018-14, Department of Economics and Business Economics, Aarhus University.
    8. Xu, Liao & Gao, Han & Shi, Yukun & Zhao, Yang, 2020. "The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China," Economic Modelling, Elsevier, vol. 85(C), pages 400-408.
    9. Andy Wui Wing Cheng & Iris Wing Han Yip, 2017. "China’s Macroeconomic Fundamentals on Stock Market Volatility: Evidence from Shanghai and Hong Kong," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 20(02), pages 1-57, June.
    10. Numan Ülkü & Kexing Wu, 2023. "Stock Market's Response to Real Output Shocks in China: A VARwAL Estimation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(5), pages 1-25, September.
    11. Westerlund, Joakim & Narayan, Paresh Kumar & Zheng, Xinwei, 2015. "Testing for stock return predictability in a large Chinese panel," Emerging Markets Review, Elsevier, vol. 24(C), pages 81-100.
    12. Giannellis, Nikolaos & Papadopoulos, Athanasios P., 2016. "Intra-national and international spillovers between the real economy and the stock market: The case of China," The Journal of Economic Asymmetries, Elsevier, vol. 14(PA), pages 78-92.
    13. Jiang, Cuixia & Li, Yuqian & Xu, Qifa & Liu, Yezheng, 2021. "Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 386-398.
    14. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
    15. Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
    16. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 37(C), pages 89-102.
    17. Dai, Zhifeng & Zhu, Huan & Dong, Xiaodi, 2020. "Forecasting Chinese industry return volatilities with RMB/USD exchange rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    18. Yensen Ni & Min-Yuh Day & Yirung Cheng & Paoyu Huang, 2022. "Can investors profit by utilizing technical trading strategies? Evidence from the Korean and Chinese stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-21, December.
    19. Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
    20. Yongheng Deng & Eric Girardin & Roselyne Joyeux, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," Post-Print hal-01996210, HAL.
    21. Fang, Libing & Yu, Honghai & Xiao, Wen, 2018. "Forecasting gold futures market volatility using macroeconomic variables in the United States," Economic Modelling, Elsevier, vol. 72(C), pages 249-259.
    22. Zeynalov, Ayaz, 2017. "Forecasting Tourist Arrivals in Prague: Google Econometrics," MPRA Paper 83268, University Library of Munich, Germany.
    23. Wang, Lu & Ma, Feng & Liu, Jing & Yang, Lin, 2020. "Forecasting stock price volatility: New evidence from the GARCH-MIDAS model," International Journal of Forecasting, Elsevier, vol. 36(2), pages 684-694.
    24. Yu, Honghai & Fang, Libing & Sun, Wencong, 2018. "Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 931-940.
    25. Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb, 2022. "Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    26. Crimmel, Jeremy & Elyasiani, Elyas, 2021. "The association between financial market volatility and banking market structure," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 335-349.
    27. Emiliano Magrini & Ayca Donmez, 2013. "Agricultural Commodity Price Volatility and Its Macroeconomic Determinants: A GARCH-MIDAS Approach," JRC Research Reports JRC84138, Joint Research Centre.
    28. Gong, Yuting & Chen, Qiang & Liang, Jufang, 2018. "A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets," Economic Modelling, Elsevier, vol. 68(C), pages 586-598.
    29. Zhang Wu & Terence Tai-Leung Chong, 2021. "Does the macroeconomy matter to market volatility? Evidence from US industries," Empirical Economics, Springer, vol. 61(6), pages 2931-2962, December.
    30. Chen, Jian & Jiang, Fuwei & Li, Hongyi & Xu, Weidong, 2016. "Chinese stock market volatility and the role of U.S. economic variables," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 70-83.
    31. Ngo Thai HUNG, 2022. "Re-Study on Dynamic Connectedness between Macroeconomic Indicators and the Stock Market in China," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 104-124, April.
    32. Min Liu & Wei‐Chong Choo & Chi‐Chuan Lee & Chien‐Chiang Lee, 2023. "Trading volume and realized volatility forecasting: Evidence from the China stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 76-100, January.
    33. Xu Gong & Mingchao Wang & Liuguo Shao, 2022. "The impact of macro economy on the oil price volatility from the perspective of mixing frequency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4487-4514, October.
    34. Xu, Qifa & Chen, Lu & Jiang, Cuixia & Yuan, Jing, 2018. "Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 13-31.
    35. Xiaotao Zhang & Jing Ping & Tao Zhu & Yuelei Li & Xiong Xiong, 2016. "Are Price Limits Effective? An Examination of an Artificial Stock Market," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-21, August.
    36. Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.
    37. Jiang, Cuixia & Ding, Xiaoyi & Xu, Qifa & Tong, Yongbo, 2020. "A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    38. Chaturvedi, Priya & Kumar, Kuldeep, 2022. "Econometric modelling of exchange rate volatility using mixed-frequency data," MPRA Paper 115222, University Library of Munich, Germany.
    39. You, Yu & Liu, Xiaochun, 2020. "Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach," Journal of Banking & Finance, Elsevier, vol. 116(C).
    40. Robert Akunga & Ahmad Hassan Ahmad & Simeon Coleman, 2023. "Financial market integration in sub‐Saharan Africa: How important is contagion?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 3637-3653, October.
    41. Dong-Mei Zhu & Wai-Ki Ching & Robert J. Elliott & Tak-Kuen Siu & Lianmin Zhang, 2017. "A Higher-order interactive hidden Markov model and its applications," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(4), pages 1055-1069, October.
    42. Li, Tao & Ma, Feng & Zhang, Xuehua & Zhang, Yaojie, 2020. "Economic policy uncertainty and the Chinese stock market volatility: Novel evidence," Economic Modelling, Elsevier, vol. 87(C), pages 24-33.
    43. Han Liu & Peng Yang & Haiyan Song & Doris Chenguang Wu, 2024. "Global and domestic economic policy uncertainties and tourism stock market: Evidence from China," Tourism Economics, , vol. 30(3), pages 567-591, May.

  17. Maria J. Herrerias & Roselyne Joyeux & Eric Girardin, 2013. "Short- and long-run causality between energy consumption and economic growth : evidence across regions in China," Post-Print hal-01499624, HAL.

    Cited by:

    1. Hao, Yu & Wang, Ling'ou & Zhu, Lingyun & Ye, Minjie, 2018. "The dynamic relationship between energy consumption, investment and economic growth in China's rural area: New evidence based on provincial panel data," Energy, Elsevier, vol. 154(C), pages 374-382.
    2. Shahbaz, Muhammad & Song, Malin & Ahmad, Shabbir & Vo, Xuan Vinh, 2021. "Does Economic Growth Stimulate Energy Consumption? The Role of Human Capital and R&D Expenditures in China," MPRA Paper 110352, University Library of Munich, Germany, revised 22 Oct 2021.
    3. Zhang, Chuanguo & Zhao, Wei, 2014. "Panel estimation for income inequality and CO2 emissions: A regional analysis in China," Applied Energy, Elsevier, vol. 136(C), pages 382-392.
    4. Smyth, Russell & Narayan, Paresh Kumar, 2015. "Applied econometrics and implications for energy economics research," Energy Economics, Elsevier, vol. 50(C), pages 351-358.
    5. Jiang, Lei & Folmer, Henk & Ji, Minhe & Zhou, P., 2018. "Revisiting cross-province energy intensity convergence in China: A spatial panel analysis," Energy Policy, Elsevier, vol. 121(C), pages 252-263.
    6. Yushchenko, Alisa & Patel, Martin Kumar, 2016. "Contributing to a green energy economy? A macroeconomic analysis of an energy efficiency program operated by a Swiss utility," Applied Energy, Elsevier, vol. 179(C), pages 1304-1320.
    7. Lv, J. & Li, Y.P. & Huang, G.H. & Ding, Y.K. & Li, X. & Li, Y., 2022. "Planning energy economy and eco-environment nexus system under uncertainty: A copula-based stochastic multi-level programming method," Applied Energy, Elsevier, vol. 312(C).
    8. Hu, Hui & Xie, Nan & Fang, Debin & Zhang, Xiaoling, 2018. "The role of renewable energy consumption and commercial services trade in carbon dioxide reduction: Evidence from 25 developing countries," Applied Energy, Elsevier, vol. 211(C), pages 1229-1244.
    9. Marques, António Cardoso & Fuinhas, José Alberto & Menegaki, Angeliki N., 2014. "Interactions between electricity generation sources and economic activity in Greece: A VECM approach," Applied Energy, Elsevier, vol. 132(C), pages 34-46.
    10. Li, Ke & Lin, Boqiang, 2017. "Economic growth model, structural transformation, and green productivity in China," Applied Energy, Elsevier, vol. 187(C), pages 489-500.
    11. Shahbaz, Muhammad & Zakaria, Muhammad & Shahzad, Syed Jawad Hussain & Mahalik, Mantu Kumar, 2018. "The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach," Energy Economics, Elsevier, vol. 71(C), pages 282-301.
    12. Bildirici, Melike E. & Gökmenoğlu, Seyit M., 2017. "Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 68-85.
    13. Yan, Huijie, 2015. "Provincial energy intensity in China: The role of urbanization," Energy Policy, Elsevier, vol. 86(C), pages 635-650.
    14. Lei Jiang & Ling Bai, 2017. "Revisiting the Granger Causality Relationship between Energy Consumption and Economic Growth in China: A Multi-Timescale Decomposition Approach," Sustainability, MDPI, vol. 9(12), pages 1-17, December.
    15. Zheng Fang & Marcin Wolski, 2021. "Human capital, energy and economic growth in China: evidence from multivariate nonlinear Granger causality tests," Empirical Economics, Springer, vol. 60(2), pages 607-632, February.
    16. Chen, Yang & Fang, Zheng, 2018. "Industrial electricity consumption, human capital investment and economic growth in Chinese cities," Economic Modelling, Elsevier, vol. 69(C), pages 205-219.
    17. Liu, Da & Ruan, Liang & Liu, Jinchen & Huan, Huang & Zhang, Guowei & Feng, Yi & Li, Ying, 2018. "Electricity consumption and economic growth nexus in Beijing: A causal analysis of quarterly sectoral data," Renewable and Sustainable Energy Reviews, Elsevier, vol. 82(P3), pages 2498-2503.
    18. Farzana Sharmin & Mohammed Robayet Khan & Mohammed Robayet Khan, 2016. "A Causal Relationship between Energy Consumption, Energy Prices and Economic Growth in Africa," International Journal of Energy Economics and Policy, Econjournals, vol. 6(3), pages 477-494.
    19. Md zulquar Nain & Sai sailaja Bharatam & Bandi Kamaiah, 2017. "Electricity consumption and NSDP nexus in Indian states: a panel analysis with structural breaks," Economics Bulletin, AccessEcon, vol. 37(3), pages 1581-1601.
    20. Muhlis Can & Zahoor Ahmed, 2023. "Towards sustainable development in the European Union countries: Does economic complexity affect renewable and non‐renewable energy consumption?," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(1), pages 439-451, February.
    21. Mohamed Albaity & Hasan Mustafa, 2018. "International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 8(1), pages 69-81.
    22. Tiwari, Aviral Kumar & Eapen, Leena Mary & Nair, Sthanu R, 2021. "Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods," Energy Economics, Elsevier, vol. 94(C).
    23. Cui, Wencong & Li, Jianyi & Xu, Wangtu & Güneralp, Burak, 2021. "Industrial electricity consumption and economic growth: A spatio-temporal analysis across prefecture-level cities in China from 1999 to 2014," Energy, Elsevier, vol. 222(C).
    24. Li, Zheng & Pan, Lingying & Fu, Feng & Liu, Pei & Ma, Linwei & Amorelli, Angelo, 2014. "China's regional disparities in energy consumption: An input–output analysis," Energy, Elsevier, vol. 78(C), pages 426-438.
    25. Chernor Momodu Bah & Mohamed Ouedraogo, 2022. "The Effect of Natural Resources on Economic Growth in West Africa: The Mediating Role of Human Capital Disaggregation," Journal of Contemporary Research in Business, Economics and Finance, Learning Gate, vol. 4(2), pages 27-42.
    26. Shyh-Wei Chen & Zixiong Xie & Ying Liao, 2018. "Energy consumption promotes economic growth or economic growth causes energy use in China? A panel data analysis," Empirical Economics, Springer, vol. 55(3), pages 1019-1043, November.
    27. Inglesi-Lotz, Roula & Dogan, Eyup, 2018. "The role of renewable versus non-renewable energy to the level of CO2 emissions a panel analysis of sub- Saharan Africa’s Βig 10 electricity generators," Renewable Energy, Elsevier, vol. 123(C), pages 36-43.
    28. Nermin Ya ar, 2017. "The Relationship between Energy Consumption and Economic Growth: Evidence from Different Income Country Groups," International Journal of Energy Economics and Policy, Econjournals, vol. 7(2), pages 86-97.
    29. Fumitaka Furuoka, 2015. "Electricity consumption and economic development in Asia: new data and new methods," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 29(1), pages 102-125, May.
    30. Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu, 2015. "The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 84-95.
    31. Wesseh, Presley K. & Lin, Boqiang, 2016. "Factor demand, technical change and inter-fuel substitution in Africa," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 979-991.
    32. Dogan, Eyup & Sebri, Maamar & Turkekul, Berna, 2016. "Exploring the relationship between agricultural electricity consumption and output: New evidence from Turkish regional data," Energy Policy, Elsevier, vol. 95(C), pages 370-377.
    33. Liddle, Brantley & Lung, Sidney, 2015. "Revisiting energy consumption and GDP causality: Importance of a priori hypothesis testing, disaggregated data, and heterogeneous panels," Applied Energy, Elsevier, vol. 142(C), pages 44-55.
    34. Wang, Zhibao & Zhao, Nana & Wei, Wendong & Zhang, Qianwen, 2021. "A differentiated energy Kuznets curve: Evidence from mainland China," Energy, Elsevier, vol. 214(C).
    35. Cheng, Yuk-Shing & Li, Raymond & Woo, Chi-Keung, 2021. "Regional energy-growth nexus and energy conservation policy in China," Energy, Elsevier, vol. 217(C).
    36. Fang, Zheng & Chen, Yang, 2017. "Human capital and energy in economic growth – Evidence from Chinese provincial data," Energy Economics, Elsevier, vol. 68(C), pages 340-358.
    37. Hao, Yu & Zhang, Zong-Yong & Yang, Chuxiao & Wu, Haitao, 2021. "Does structural labor change affect CO2 emissions? Theoretical and empirical evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 171(C).
    38. Oluseye Ibukun, Cleopatra & Temilola Osinubi, Tolulope & Nathaniel Oladunjoye, Opeyemi, 2021. "Growth-Led Energy Hypothesis In Nigeria: An Asymmetric Investigation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 8(1), pages 31-45, June.
    39. Wang, Zhibao & Wei, Lijie & Zhang, Xiaoping & Qi, Guangzhi, 2023. "Impact of demographic age structure on energy consumption structure: Evidence from population aging in mainland China," Energy, Elsevier, vol. 273(C).
    40. Liu, Yiming & Hao, Yu & Gao, Yixuan, 2017. "The environmental consequences of domestic and foreign investment: Evidence from China," Energy Policy, Elsevier, vol. 108(C), pages 271-280.
    41. Liu, Hong & Wang, Chang & Wen, Fenghua, 2020. "Asymmetric transfer effects among real output, energy consumption, and carbon emissions in China," Energy, Elsevier, vol. 208(C).
    42. Robert J. Sonora, 2022. "A panel analysis of income inequality and energy use," Contemporary Economic Policy, Western Economic Association International, vol. 40(1), pages 83-97, January.
    43. Wang, Na & Fu, Xiaodong & Wang, Shaobin, 2022. "Spatial-temporal variation and coupling analysis of residential energy consumption and economic growth in China," Applied Energy, Elsevier, vol. 309(C).
    44. Yu, Yantuan & Chen, Xudong & Zhang, Ning, 2022. "Innovation and energy productivity: An empirical study of the innovative city pilot policy in China✰," Technological Forecasting and Social Change, Elsevier, vol. 176(C).
    45. Gregori, Tullio & Tiwari, Aviral Kumar, 2020. "Do urbanization, income, and trade affect electricity consumption across Chinese provinces?," Energy Economics, Elsevier, vol. 89(C).
    46. Celil Ayd n & mer Esen, 2017. "Does Too Much Energy Consumption Harm Economic Growth for Turkish Republics in The Transition Process? New Evidence on Threshold Effects," International Journal of Energy Economics and Policy, Econjournals, vol. 7(2), pages 34-43.
    47. Paresh Narayan & Russell Smyth, 2014. "Applied Econometrics and a Decade of Energy Economics Research," Monash Economics Working Papers 21-14, Monash University, Department of Economics.
    48. Zhang, Qianxue & Liao, Hua & Hao, Yu, 2018. "Does one path fit all? An empirical study on the relationship between energy consumption and economic development for individual Chinese provinces," Energy, Elsevier, vol. 150(C), pages 527-543.
    49. Herrerias, M.J. & Cuadros, A. & Luo, D., 2016. "Foreign versus indigenous innovation and energy intensity: Further research across Chinese regions," Applied Energy, Elsevier, vol. 162(C), pages 1374-1384.
    50. Tao, Wang & Guang-shun, He & Jing, Guo & Yue, Yin & Lin-lin, Li, 2020. "Energy consumption and economic growth in China’s marine economic zones-an estimation based on partial linear model," Energy, Elsevier, vol. 205(C).
    51. Mugabe Roger & Liu Shulin & Brima Sesay, 2022. "ICT Development, Innovation Diffusion and Sustainable Growth in Sub-Saharan Africa," SAGE Open, , vol. 12(4), pages 21582440221, October.
    52. Sharma, Gagan Deep & Tiwari, Aviral Kumar & Erkut, Burak & Mundi, Hardeep Singh, 2021. "Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations," Renewable and Sustainable Energy Reviews, Elsevier, vol. 146(C).
    53. Fang, Zheng & Chen, Yang, 2017. "Electricity consumption, Education Expenditure and Economic Growth in Chinese Cities," RIEI Working Papers 2017-02, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
    54. Xi, Xian & Zhou, Jinsheng & Gao, Xiangyun & Liu, Donghui & Zheng, Huiling & Sun, Qingru, 2019. "Impact of changes in crude oil trade network patterns on national economy," Energy Economics, Elsevier, vol. 84(C).
    55. Gang Du & Chuanwang Sun, 2015. "Determinants of Electricity Demand in Nonmetallic Mineral Products Industry: Evidence from a Comparative Study of Japan and China," Sustainability, MDPI, vol. 7(6), pages 1-25, June.
    56. Wang, Shaojian & Fang, Chuanglin & Guan, Xingliang & Pang, Bo & Ma, Haitao, 2014. "Urbanisation, energy consumption, and carbon dioxide emissions in China: A panel data analysis of China’s provinces," Applied Energy, Elsevier, vol. 136(C), pages 738-749.
    57. Inayatullah Jan & Shazia Farhat Durrani & Himayatullah Khan, 2021. "Does renewable energy efficiently spur economic growth? Evidence from Pakistan," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(1), pages 373-387, January.
    58. Fang, Zheng & Chen, Yang, 2017. "Human capital, energy, and economic development – Evidence from Chinese provincial data," RIEI Working Papers 2017-03, Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration.
    59. Haiqing Hu & Chun-Ping Chang & Minyi Dong & Wei-Na Meng & Yu Hao, 2018. "Does environmental information disclosure affect the performance of energy-intensive firms’ borrowing ability? Evidence from China," Energy & Environment, , vol. 29(5), pages 685-705, August.
    60. Jammazi, Rania & Aloui, Chaker, 2015. "Environment degradation, economic growth and energy consumption nexus: A wavelet-windowed cross correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 110-125.
    61. Mahalingam, Brinda & Orman, Wafa Hakim, 2018. "GDP and energy consumption: A panel analysis of the US," Applied Energy, Elsevier, vol. 213(C), pages 208-218.
    62. Dogan, Eyup & Seker, Fahri, 2016. "Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy," Renewable Energy, Elsevier, vol. 94(C), pages 429-439.

  18. Alicia Garcia-Herrero & Eric Girardin, 2013. "China's Monetary Policy Communication: Money Markets not only Listen, They also Understand," Working Papers 022013, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Dong He & Honglin Wang, 2011. "Dual-Track Interest Rates and the Conduct of Monetary Policy in China," Working Papers 212011, Hong Kong Institute for Monetary Research.
    2. Miao Han, 2012. "The People's Bank of China during the global financial crisis: policy responses and beyond," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 10(4), pages 361-390, August.
    3. Hamza Bennani, 2019. "Does People's Bank of China Communication Matter? Evidence from Stock Market Reaction," Post-Print hal-02127840, HAL.
    4. Rongrong Sun, 2018. "Monetary Policy Announcements and Market Interest Rates Response: Evidence from China," CFDS Discussion Paper Series 2018/5, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    5. Eric Girardin & Sandrine Lunven & Guonan Ma, 2014. "Inflation and China's monetary policy reaction function: 2002-2013," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 159-170, Bank for International Settlements.
    6. Eric Girardin & Sandrine Lunven & Guonan Ma, 2017. "China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy," BIS Working Papers 641, Bank for International Settlements.
    7. Jeannine Bailliu & Xinfen Han & Barbara Sadaba & Mark Kruger, 2021. "Chinese Monetary Policy and Text Analytics: Connecting Words and Deeds," Staff Working Papers 21-3, Bank of Canada.
    8. Rongrong Sun, 2015. "What Measures Chinese Monetary Policy?," Working Papers 072015, Hong Kong Institute for Monetary Research.
    9. Bradley Jones & Joel Bowman, 2019. "China's Evolving Monetary Policy Framework in International Context," RBA Research Discussion Papers rdp2019-11, Reserve Bank of Australia.
    10. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020. "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers 20134, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    11. Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023. "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers TEP1023, Trinity College Dublin, Department of Economics.
    12. Michael McMahon & Mr. Alfred Schipke & Xiang Li, 2018. "China’s Monetary Policy Communication: Frameworks, Impact, and Recommendations," IMF Working Papers 2018/244, International Monetary Fund.
    13. Donato Masciandaro & Davide Romelli, 2016. "From Silence to Voice: Monetary Policy, Central Bank Governance and Communication," BAFFI CAREFIN Working Papers 1627, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.

  19. Maria J. Herrerias & Eric Girardin, 2013. "Seasonal Patterns of Energy in China," Post-Print hal-01499617, HAL.

    Cited by:

    1. Bigerna, Simona, 2018. "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, vol. 118(C), pages 257-269.
    2. Herrerias, M.J. & Aller, Carlos & Ordóñez, Javier, 2017. "Residential energy consumption: A convergence analysis across Chinese regions," Energy Economics, Elsevier, vol. 62(C), pages 371-381.
    3. Jamel Gatfaoui & Eric Girardin, 2015. "Comovement of Chinese provincial business cycles," Post-Print hal-01456105, HAL.

  20. Eric Girardin, 2011. "A De Facto Asian-Currency Unit Bloc in East Asia : It Has Been There but We Did Not Look for It," Finance Working Papers 23275, East Asian Bureau of Economic Research.

    Cited by:

    1. Mr. Vladimir Klyuev & To-Nhu Dao, 2016. "Evolution of Exchange Rate Behavior in the ASEAN-5 Countries," IMF Working Papers 2016/165, International Monetary Fund.
    2. Arvind Subramanian & Martin Kessler, 2012. "The Renminbi Bloc is Here: Asia Down, Rest of the World to Go?," Working Paper Series WP12-19, Peterson Institute for International Economics, revised 2013.
    3. H. Guimbard & M. Le Goff, 2015. "Mega-deals: What Consequences for sub-Saharan Africa?," Working papers 569, Banque de France.
    4. Benjamin KEDDAD & SATO Kiyotaka, 2019. "Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices," Discussion papers 19073, Research Institute of Economy, Trade and Industry (RIETI).
    5. Pontines, Victor, 2015. "How useful is an Asian Currency Unit (ACU) index for surveillance in East Asia?," Economic Systems, Elsevier, vol. 39(2), pages 269-287.
    6. Balasubramaniam, Vimal & Patnaik, Ila & Shah, Ajay, 2011. "Who cares about the Chinese Yuan?," Working Papers 11/89, National Institute of Public Finance and Policy.
    7. 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).
    8. Caporale, Guglielmo Maria & Gil-Alana, Luis A. & You, Kefei, 2018. "Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB," Research in International Business and Finance, Elsevier, vol. 44(C), pages 227-238.
    9. Hwee Kwan Chow, 2014. "Is the Renminbi Asia's Dominant Reference Currency? A Reconsideration," China Economic Policy Review (CEPR), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 1-20.
    10. C. Randall Henning, 2012. "Choice and Coercion in East Asian Exchange Rate Regimes," Working Paper Series WP12-15, Peterson Institute for International Economics.
    11. Catherine Figuière & Laëtitia Guilhot, 2011. "Évolution du rôle du yuan en Asie orientale : la guerre des monnaies aura-t-elle lieu ?," Post-Print halshs-00697581, HAL.

  21. Konstantin A. Kholodilin & Eric Girardin, 2011. "Are Geese Flying by Themselves inside China? An LSTR-SEM Approach to Income Convergence of Chinese Counties," Discussion Papers of DIW Berlin 1124, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".

  22. Girardin, Eric & Kholodilin, Konstantin A., 2010. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," BOFIT Discussion Papers 15/2010, Bank of Finland Institute for Emerging Economies (BOFIT).

    Cited by:

    1. Anna Gloria Billé & Alessio Tomelleri & Francesco Ravazzolo, 2023. "Forecasting regional GDPs: a comparison with spatial dynamic panel data models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 18(4), pages 530-551, October.
    2. Baltagi, Badi H. & Fingleton, Bernard & Pirotte, Alain, 2019. "A time-space dynamic panel data model with spatial moving average errors," Regional Science and Urban Economics, Elsevier, vol. 76(C), pages 13-31.
    3. Giacomini, Raffaella, 2014. "Economic theory and forecasting: lessons from the literature," CEPR Discussion Papers 10201, C.E.P.R. Discussion Papers.
    4. Wozniak Marcin, 2020. "Forecasting the unemployment rate over districts with the use of distinct methods," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-20, April.
    5. Valerij Gamukin, 2017. "Structural Change of Gross Regional Product in the Subjects of Ural Federal District," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 410-421.
    6. Robert Lehmann & Klaus Wohlrabe, 2014. "Regional economic forecasting: state-of-the-art methodology and future challenges," Economics and Business Letters, Oviedo University Press, vol. 3(4), pages 218-231.
    7. Semerikova, Elena & Demidova, Olga, 2016. "Using spatial econometric models for regional unemployment forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 43, pages 29-51.
    8. Andrey V. Polbin & Andrey V. Shumilov, 2022. "Forecasting Output Growth of Russian Manufacturing Industries Using Panel Data Models [Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей ," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.
    9. Baltagi, Badi H., 2013. "Panel Data Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 995-1024, Elsevier.
    10. Raffaella Giacomini, 2014. "Economic theory and forecasting: lessons from the literature," CeMMAP working papers 41/14, Institute for Fiscal Studies.
    11. Nina Vujanovic & Bruno Casella & Richard Bolwijn, . "Forecasting global FDI: a panel data approach," UNCTAD Transnational Corporations Journal, United Nations Conference on Trade and Development.
    12. Baltagi, Badi H. & Pirotte, Alain, 2014. "Prediction in a spatial nested error components panel data model," International Journal of Forecasting, Elsevier, vol. 30(3), pages 407-414.
    13. Andrey V. Polbin & Andrey V. Shumilov, 2022. "Об Использовании Моделей Панельных Данных Для Прогнозирования Темпов Роста Отраслей Российской Обрабатывающей Промышленности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 15-19, February.

  23. Eric Girardin & Zakaria Moussa, 2010. "Quantitative easing works: Lessons from the unique experience in Japan 2001-2006," Working Papers halshs-00459384, HAL.

    Cited by:

    1. Anastasios Evgenidis & Stephanos Papadamou, 2021. "The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5684-5703, October.
    2. Nikola Kutin & Zakaria Moussa & Thomas Vallée, 2018. "Factors behind the Freight Rates in the Liner Shipping Industry," Working Papers halshs-01828633, HAL.
    3. Rashid, Abdul & Hassan, M. Kabir & Shah, Muhammad Abdul Rehman, 2020. "On the role of Islamic and conventional banks in the monetary policy transmission in Malaysia: Do size and liquidity matter?," Research in International Business and Finance, Elsevier, vol. 52(C).
    4. Kagraoka, Yusho & Moussa, Zakaria, 2013. "Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 181-201.
    5. Dimitris G. Kirikos, 2024. "Quantitative easing effectiveness: Evidence from Euro private assets," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 354-370, April.
    6. Avalos, Fernando & Mamatzakis, Emmanuel, 2023. "Is bank resilience affected by unconventional monetary policy in the Euro area?," Journal of International Money and Finance, Elsevier, vol. 130(C).
    7. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    8. Chikashi Tsuji, 2016. "Did the expectations channel work? Evidence from quantitative easing in Japan, 2001–06," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1210996-121, December.
    9. Kirikos, Dimitris G., 2020. "Quantitative easing impotence in the liquidity trap: Further evidence," Economic Analysis and Policy, Elsevier, vol. 68(C), pages 151-162.
    10. Blind, Georg & Lottanti von Mandach, Stefania, 2015. "Not a Coincidence: Sons-in-Law as Successors in Successful Japanese Family Firms," MPRA Paper 66695, University Library of Munich, Germany.
    11. Mamatzakis, Emmanuel & matousek, roman & vu, anh, 2019. "The interplay between problem loans and Japanese bank productivity," MPRA Paper 92960, University Library of Munich, Germany.
    12. Chen, Haixia & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2023. "UK Monetary Policy in An Estimated DSGE Model with State-Dependent Price and Wage Contracts," Cardiff Economics Working Papers E2023/22, Cardiff University, Cardiff Business School, Economics Section.
    13. Emmanuel C. Mamatzakis & Anh N. Vu, 2017. "The interplay between quantitative easing and risk: the case of the Japanese banking," Working Papers 226, Bank of Greece.
    14. Pierre L. Siklos, 2020. "Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?," IMES Discussion Paper Series 20-E-02, Institute for Monetary and Economic Studies, Bank of Japan.
    15. Mamatzakis, Emmanuel & Matousek, Roman & Vu, Anh Nguyet, 2016. "What is the impact of bankrupt and restructured loans on Japanese bank efficiency?," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 187-202.
    16. Fernando Avalos & Emmanuel C Mamatzakis, 2018. "Euro area unconventional monetary policy and bank resilience," BIS Working Papers 754, Bank for International Settlements.
    17. Gert Peersman, 2012. "Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound," 2012 Meeting Papers 400, Society for Economic Dynamics.
    18. Hiroyuki Ijiri & Yoichi Matsubayashi, 2016. "Quantitative Easing Policy, Exchange Rates and Business Activity by Industry in Japan from 2001-2006," Discussion Papers 1611, Graduate School of Economics, Kobe University.
    19. Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.

  24. Eric Girardin & Konstantin A. Kholodilin, 2009. "Does Accounting for Spatial Effects Help Forecasting the Growth of Chinese Provinces?," Discussion Papers of DIW Berlin 938, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. You, Jing, 2013. "China's challenge for decarbonized growth: Forecasts from energy demand models," Journal of Policy Modeling, Elsevier, vol. 35(4), pages 652-668.
    2. Yu Hao & Zong-Yong Zhang & Hua Liao & Yi-Ming Wei, 2014. "China's Farewell to Coal: A Forecast of Coal Consumption through 2020," CEEP-BIT Working Papers 76, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    3. Jiandong Ju & Li Su, 2013. "Market structure in the Chinese steel industry," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 20(1), pages 70-84, March.

  25. Christian Dreger & Eric Girardin, 2007. "Does the Nominal Exchange Rate Regime Affect the Long Run Properties of Real Exchange Rates?," Discussion Papers of DIW Berlin 746, DIW Berlin, German Institute for Economic Research.

    Cited by:

    1. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.

  26. Eric Girardin & Zhenya Liu, 2007. "The financial integration of China: New evidence on temporally aggregated data for the A-share market," Money Macro and Finance (MMF) Research Group Conference 2006 160, Money Macro and Finance Research Group.

    Cited by:

    1. Duc Hong Vo & Anh The Vo & Chi Minh Ho, 2020. "Does Financial Integration Enhance Economic Growth in China?," Economies, MDPI, vol. 8(3), pages 1-18, August.
    2. Weber, Enzo & Zhang, Yanqun, 2012. "Common influences, spillover and integration in Chinese stock markets," Journal of Empirical Finance, Elsevier, vol. 19(3), pages 382-394.
    3. Zhenya Liu & Shixuan Wang, 2017. "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print hal-01794384, HAL.
    4. Adriano Zanin Zambom & Seonjin Kim & Nancy Lopes Garcia, 2022. "Variable length Markov chain with exogenous covariates," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 312-328, March.
    5. Luo, Weiwei & Brooks, Robert D. & Silvapulle, Param, 2011. "Effects of the open policy on the dependence between the Chinese 'A' stock market and other equity markets: An industry sector perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 49-74, February.
    6. Kee Tuan Teng & Siew Hwa Yen & Soo Y. Chua & Hooi Hooi Lean, 2016. "Time-Varying Linkages of Economic Activities in China and the Stock Markets in ASEAN-5," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 10(2), June.
    7. Wong, Woon K. & Liu, Bo & Zeng, Yong, 2009. "Can price limits help when the price is falling? Evidence from transactions data on the Shanghai Stock Exchange," China Economic Review, Elsevier, vol. 20(1), pages 91-102, March.
    8. Huyghebaert, Nancy & Wang, Lihong, 2010. "The co-movement of stock markets in East Asia: Did the 1997-1998 Asian financial crisis really strengthen stock market integration?," China Economic Review, Elsevier, vol. 21(1), pages 98-112, March.
    9. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    10. Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
    11. Yan, Isabel K. & Chong, Terence & Lam, Tau-Hing, 2011. "Is the Chinese Stock Market Really Efficient," MPRA Paper 35219, University Library of Munich, Germany.
    12. Dungey, Mardi & Gajurel, Dinesh, 2013. "Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies," Working Papers 17213, University of Tasmania, Tasmanian School of Business and Economics, revised 16 Oct 2013.
    13. Teng Kee Tuan & Yen Siew Hwa & Chua Soo Yean, 2013. "Synchronisation of Stock Market Cycles: The Importance of Emerging and Developed Markets to ASEAN-5," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(4), pages 435-458.
    14. Richard C. K. Burdekin, Pierre Siklos, 2018. "Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect," LCERPA Working Papers 0110, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
    15. Lean, Hooi Hooi & Teng, Kee Tuan, 2013. "Integration of world leaders and emerging powers into the Malaysian stock market: A DCC-MGARCH approach," Economic Modelling, Elsevier, vol. 32(C), pages 333-342.
    16. Paul G. Egan & Anthony J. Leddin, 2016. "Examining Monetary Policy Transmission in the People's Republic of China–Structural Change Models with a Monetary Policy Index," Asian Development Review, MIT Press, vol. 33(1), pages 74-110, March.
    17. Arquette, Gregory C. & Brown Jr., William O. & Burdekin, Richard C.K., 2008. "US ADR and Hong Kong H-share discounts of Shanghai-listed firms," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1916-1927, September.
    18. Burdekin, Richard C.K. & Redfern, Luke, 2009. "Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience," China Economic Review, Elsevier, vol. 20(2), pages 246-261, June.
    19. Buerhan Saiti & Mansur Masih, 2016. "The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1895-1905.
    20. Saiti, Buerhan & Masih, Mansur, 2014. "The Co-movement of Selective Conventional and Islamic Stock Markets in East Asia: Is there any Impact on Shariah Compliant Equity Investment in China?," MPRA Paper 56992, University Library of Munich, Germany.
    21. Chlibi Souhir & Jawadi Fredj & Sellami Mohamed, 2017. "Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(1), pages 47-63, February.
    22. Li, Hong, 2013. "Integration versus segmentation in China's stock market: An analysis of time-varying beta risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 88-105.
    23. Narayan, Seema & Doytch, Nadia & Nguyen, Tri Tung & Kluegel, Karl, 2016. "Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 485-503.
    24. Casalin, Fabrizio, 2018. "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, vol. 49(C), pages 45-67.
    25. Babecký, Jan & Komárek, Lubos & Komárková, Zlatuse, 2012. "Integration of Chinese and Russian stock markets with world markets: National and sectoral Perspectives," BOFIT Discussion Papers 4/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
    26. Souhir Chlibi & Fredj Jawadi & Mohamed Sellami, 2016. "Analyzing Heterogeneous Stock Price Comovements Through Hybrid Approaches," Open Economies Review, Springer, vol. 27(3), pages 541-559, July.

  27. Eric Girardin, 2004. "Regime-dependent synchronization of growth cycles between Japan and East Asia," Money Macro and Finance (MMF) Research Group Conference 2004 66, Money Macro and Finance Research Group.

    Cited by:

    1. Hyoung‐kyu Chey, 2009. "A Political Economic Critique on the Theory of Optimum Currency Areas, and the Implications for East Asia," The World Economy, Wiley Blackwell, vol. 32(12), pages 1685-1705, December.
    2. Ranoua Bouchouicha & Zied Ftiti, 2012. "Real estate markets and the macroeconomy: A dynamic coherence framework," Post-Print halshs-00757077, HAL.
    3. Allegret, Jean-Pierre & Essaadi, Essahbi, 2011. "Business cycles synchronization in East Asian economy: Evidences from time-varying coherence study," Economic Modelling, Elsevier, vol. 28(1), pages 351-365.
    4. Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," AMSE Working Papers 1344, Aix-Marseille School of Economics, France, revised Sep 2013.
    5. Maswana, Jean-Claude, 2010. "Will China’s Recovery Affect Africa’s Prospects for Economic Growth?," Working Papers 19, JICA Research Institute.
    6. Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong, 2016. "Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis," Economic Modelling, Elsevier, vol. 52(PB), pages 322-331.
    7. Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
    8. Hirata, Hideaki & Otsu, Keisuke, 2016. "Accounting for the economic relationship between Japan and the Asian Tigers," Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 57-68.
    9. Creti, Anna & Ftiti, Zied & Guesmi, Khaled, 2014. "Oil price and financial markets: Multivariate dynamic frequency analysis," Energy Policy, Elsevier, vol. 73(C), pages 245-258.
    10. Eric Girardin, 2005. "Growth-cycle features of East Asian countries: are they similar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 143-156.
    11. Watanabe, Shingo & Ogura, Masanobu, 2010. "How far apart are the two ACUs from each other? Asian currency unit and Asian currency union," Emerging Markets Review, Elsevier, vol. 11(2), pages 152-172, June.
    12. James Laurenceson & Corrine Dobson, "undated". "China’s business cycles since 1979: a chronology and comparative analysis," EAERG Discussion Paper Series 1705, School of Economics, University of Queensland, Australia.
    13. Koki Kyo & Hideo Noda & Genshiro Kitagawa, 2022. "Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 101-127, March.

  28. Eric Girardin & Xie Ping, 1997. "Urban Credit Co-Operatives in China," OECD Development Centre Working Papers 125, OECD Publishing.

    Cited by:

    1. Zhao Chen & Sandra Poncet & Ruixiang Xiong, 2020. "Local financial development and constraints on domestic private-firm exports: Evidence from city commercial banks in China," PSE-Ecole d'économie de Paris (Postprint) halshs-02491676, HAL.
    2. Thierry Mayer, 2006. "Policy Coherence for Development : A Background paper on Foreign Direct Investment," Working Papers hal-01065640, HAL.
    3. Zhao Chen & Sandra Poncet & Ruixiang Xiong, 2016. "Local Financial Development and constraints on private firms' exports: EvACidence from City Commercial Banks in China," Working Papers 2016-27, CEPII research center.
    4. Ferri, Giovanni, 2009. "Are New Tigers supplanting Old Mammoths in China's banking system? Evidence from a sample of city commercial banks," Journal of Banking & Finance, Elsevier, vol. 33(1), pages 131-140, January.

Articles

  1. Fung, Joseph K.W. & Girardin, Eric & Hua, Jian, 2022. "How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets," Journal of International Money and Finance, Elsevier, vol. 129(C).
    See citations under working paper version above.
  2. Carmela D’Avino & Eric Girardin & Mimoza Shabani, 2022. "Bank liquidity creation: A new global dataset for developing and emerging countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 158(2), pages 529-570, May.

    Cited by:

    1. Vincent Bouvatier & Sofiane El Ouardi, 2023. "Credit gaps as banking crisis predictors: A different tune for middle- and low-income countries," Post-Print hal-04286360, HAL.
    2. Xuanling MA & Meng JI, 2023. "Analysis on Liquidity Risk Management of Monetary and Financial Services based on the Goal of Financial Stability," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 72-91, June.

  3. Yongming Huang & Jamal Khan & Eric Girardin & Umair Shad, 2021. "The Role of the Real Estate Sector in the Structural Dynamics of the Chinese Economy: An Input–Output Analysis," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 29(1), pages 61-86, January.
    See citations under working paper version above.
  4. Girardin, Eric & Salimi Namin, Fatemeh, 2019. "The January effect in the foreign exchange market: Evidence for seasonal equity carry trades," Economic Modelling, Elsevier, vol. 81(C), pages 422-439.
    See citations under working paper version above.
  5. Alicia Garcia-Herrero & Eric Girardin & Arnoldo Lopez-Marmolejo, 2019. "Mexico¡¯s Monetary Policy Communication and Money Markets," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(2), pages 81-97, February.

    Cited by:

    1. Linas Jurkšas & Rokas Kaminskas & Deimantė Vasiliauskaitė, 2024. "ECB monetary policy communication events: Do they move euro area yields?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 596-625, April.
    2. Haryo Kuncoro & Gatot Nazir Ahmad & Dianta Sebayang, 2021. "A textual analysis of central bank communication the case of Indonesia," Economics Bulletin, AccessEcon, vol. 41(3), pages 2158-2172.

  6. Deng, Yongheng & Girardin, Eric & Joyeux, Roselyne, 2018. "Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy," China Economic Review, Elsevier, vol. 48(C), pages 205-222.
    See citations under working paper version above.
  7. Eric Girardin & Cheikh A. T. Sall, 2018. "Inflation Dynamics of Franc-Zone Countries Determinants, Co-movements and Spatial Interactions," Open Economies Review, Springer, vol. 29(2), pages 295-320, April.
    See citations under working paper version above.
  8. Yongheng Deng & Eric Girardin & Roselyne Joyeux & Shuping Shi, 2017. "Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 276-292, August.
    See citations under working paper version above.
  9. Alicia Garcia-Herrero & Eric Girardin & Hermann Gonzalez, 2017. "Analyzing the Impact of Monetary Policy on Financial Markets in Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 32(1), pages 3-21, April.
    See citations under working paper version above.
  10. Chen, Changsheng & Girardin, Eric & Mehrotra, Aaron, 2017. "Global slack and open economy Phillips curves – A province-level view from China," China Economic Review, Elsevier, vol. 42(C), pages 74-87.
    See citations under working paper version above.
  11. Alicia Garcia-Herrero & Eric Girardin & Enestor Dos Santos, 2017. "Do as I Do, and Also as I Say: Monetary Policy Impact on Brazil’s Financial Markets," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 65-92, April.
    See citations under working paper version above.
  12. Gatfaoui, Jamel & Girardin, Eric, 2015. "Comovement of Chinese provincial business cycles," Economic Modelling, Elsevier, vol. 44(C), pages 294-306.
    See citations under working paper version above.
  13. Guy Liu & Liang Zhang & Eric Girardin, 2014. "The Chinese electricity industry: supply capacity and its determinants with reference to OECD countries," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 12(4), pages 353-382, November.
    See citations under working paper version above.
  14. Herrerias, M.J. & Joyeux, R. & Girardin, E., 2013. "Short- and long-run causality between energy consumption and economic growth: Evidence across regions in China," Applied Energy, Elsevier, vol. 112(C), pages 1483-1492.
    See citations under working paper version above.
  15. Girardin, Eric & Joyeux, Roselyne, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Economic Modelling, Elsevier, vol. 34(C), pages 59-68.
    See citations under working paper version above.
  16. Maria Jesus Herrerias and Eric Girardin, 2013. "Seasonal Patterns of Energy in China," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
    See citations under working paper version above.
  17. Eric Girardin & Konstantin A. Kholodilin, 2011. "How helpful are spatial effects in forecasting the growth of Chinese provinces?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 30(7), pages 622-643, November.
    See citations under working paper version above.
  18. Girardin, Eric & Moussa, Zakaria, 2011. "Quantitative easing works: Lessons from the unique experience in Japan 2001â2006," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 461-495, October.
    See citations under working paper version above.
  19. Caroline Duburcq & Eric Girardin, 2010. "Domestic and external factors in interest rate determination: the minor role of the exchange rate regime," Economics Bulletin, AccessEcon, vol. 30(1), pages 624-635.

    Cited by:

    1. Helen Popper & Alex Mandilaras & Graham Bird, 2011. "Trilemma Stability and International Macroeconomic Archetypes in Developing Economies," School of Economics Discussion Papers 0311, School of Economics, University of Surrey.
    2. GUO, Jianfeng & LIU, Xiaojie & CUI, Changnan & GU, Fu, 2021. "Influence of nonspecific factors on the interest rate of online peer-to-peer microloans in China," Finance Research Letters, Elsevier, vol. 41(C).

  20. Girardin, Eric & Liu, Zhenya, 2007. "The financial integration of China: New evidence on temporally aggregated data for the A-share market," China Economic Review, Elsevier, vol. 18(3), pages 354-371.
    See citations under working paper version above.
  21. Eric Girardin, 2005. "Growth-cycle features of East Asian countries: are they similar?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 143-156.

    Cited by:

    1. Gilles Dufrénot & Benjamin Keddad, 2013. "Business Cycles Synchronization in East Asia: A Markov-Switching Approach," AMSE Working Papers 1344, Aix-Marseille School of Economics, France, revised Sep 2013.
    2. Roberto Casarin & Komla Mawulom Agudze & Monica Billio & Eric Girardin, 2014. "Growth-cycle phases in China�s provinces: A panel Markov-switching approach," Working Papers 2014:19, Department of Economics, University of Venice "Ca' Foscari".
    3. Sumru Altuğ & Melike Bildirici, 2010. "Business Cycles around the Globe: A Regime Switching Approach," Working Papers 0032, Yildiz Technical University, Department of Economics, revised Mar 2010.
    4. Dirk Engelmann & Jan Hanousek & Evzen Kocenda, 2004. "Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks (Currencies, Competition, and Clans)," Macroeconomics 0406003, University Library of Munich, Germany.
    5. Sumru Altug & Fabio Canova, 2012. "Do Institutions and Culture Matter for Business Cycles?," Working Papers 627, Barcelona School of Economics.
    6. Gilles de Truchis & Benjamin Keddad, 2012. "South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates," Working Papers halshs-00793503, HAL.
    7. Hirata, Hideaki & Otsu, Keisuke, 2016. "Accounting for the economic relationship between Japan and the Asian Tigers," Journal of the Japanese and International Economies, Elsevier, vol. 41(C), pages 57-68.
    8. Altug, Sumru & Neyapti, Bilin & Emin, Mustafa, 2012. "Institutions and Business Cycles," CEPR Discussion Papers 8728, C.E.P.R. Discussion Papers.
    9. Dong He & Wei Liao, 2011. "Asian Business Cycle Synchronisation," Working Papers 062011, Hong Kong Institute for Monetary Research.
    10. Sánchez, Marcelo, 2005. "Is time ripe for a currency union in emerging East Asia? The role of monetary stabilisation," Working Paper Series 567, European Central Bank.
    11. Huseyin Tastan & Nuri Yildirim, 2008. "Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 315-333.
    12. Erden, Lutfi & Ozkan, Ibrahim, 2014. "Determinants of international transmission of business cycles to Turkish economy," Economic Modelling, Elsevier, vol. 36(C), pages 383-390.
    13. Angang Hu & Jie Lu & Zhengyan Xiao, 2011. "Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models," Annals of Economics and Finance, Society for AEF, vol. 12(1), pages 157-181, May.
    14. Victor Pontines & Davaajargal Luvsannyam & Khuslen Batmunkh & Tsolmon Otgonbat, 2023. "The dynamics of business cycle connectedness and the decoupling of Asia‐Pacific," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1667-1692, April.
    15. Jamel Gatfaoui & Eric Girardin, 2015. "Comovement of Chinese provincial business cycles," Post-Print hal-01456105, HAL.
    16. Carlo Di Giorgio, 2016. "Business Cycle Synchronization of CEECs with the Euro Area: A Regime Switching Approach," Journal of Common Market Studies, Wiley Blackwell, vol. 54(2), pages 284-300, March.
    17. Maria Socorro Gochoco-Bautista & Raul V. Fabella, 2006. "What Type of Monetary and Exchange Rate Cooperation do China’s Asian Neighbors Want from China?," UP School of Economics Discussion Papers 200604, University of the Philippines School of Economics.
    18. Koki Kyo & Hideo Noda & Genshiro Kitagawa, 2022. "Co-movement of Cyclical Components Approach to Construct a Coincident Index of Business Cycles," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 18(1), pages 101-127, March.
    19. Jie Lu & Angang Hu & Yilong Yan, 2012. "Nonlinear investigations of China's agricultural transformation based on the structural break regime switching model," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(1), pages 52-68, January.

  22. Girardin, Eric & Liu, Zhenya, 2005. "Bank credit and seasonal anomalies in China's stock markets," China Economic Review, Elsevier, vol. 16(4), pages 465-483.

    Cited by:

    1. Thi Hong Van Hoang & Zhenzhen Zhu & Bing Xiao & Wing‐keung Wong, 2018. "The seasonality of gold prices in China: Does the risk-aversion level matter?," Post-Print hal-01903522, HAL.
    2. Doran, James & Jiang, Danling & Peterson, David, 2008. "Gambling Preference and the New Year Effect of Assets with Lottery Features," MPRA Paper 15463, University Library of Munich, Germany, revised 10 Mar 2009.
    3. Chen, Qiang & Gong, Yuting, 2019. "The economic sources of China's CSI 300 spot and futures volatilities before and after the 2015 stock market crisis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 102-121.
    4. He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012. "Subscribing to Transparency," TSE Working Papers 12-351, Toulouse School of Economics (TSE), revised Nov 2013.
    5. Zhenya Liu & Shixuan Wang, 2017. "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print hal-01794384, HAL.
    6. Bohl, Martin T. & Schuppli, Michael & Siklos, Pierre L., 2010. "Stock return seasonalities and investor structure: Evidence from China's B-share markets," China Economic Review, Elsevier, vol. 21(1), pages 190-201, March.
    7. Maria J. Herrerias & Eric Girardin, 2013. "Seasonal Patterns of Energy in China," Post-Print hal-01499617, HAL.
    8. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers 0909, Center for Quantitative Economics (CQE), University of Muenster.
    9. Eric Girardin & Roselyne Joyeux, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print hal-01499615, HAL.
    10. Pierre R. Bertrand & Marie-Eliette Dury & Bing Xiao, 2020. "A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models," Post-Print hal-03031766, HAL.
    11. Jamel Gatfaoui & Eric Girardin, 2015. "Comovement of Chinese provincial business cycles," Post-Print hal-01456105, HAL.
    12. Tianlun Fei & Xiaoquan Liu & Conghua Wen, 2023. "Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1594-1621, November.
    13. Enrico Geretto & Rubens Pauluzzo, 2012. "Stock Exchange Markets in China: Structure and Main Problems," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 19(1), pages 89-106, September.

  23. Christopher Adam & David Cobham & Eric Girardin, 2005. "Monetary Frameworks and Institutional Constraints: UK Monetary Policy Reaction Functions, 1985–2003," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(4), pages 497-516, August.

    Cited by:

    1. Ferreira-Lopes, Alexandra, 2010. "In or out? The welfare costs of EMU membership," Economic Modelling, Elsevier, vol. 27(2), pages 585-594, March.
    2. Jaromír Baxa & Roman Horváth & Borek Vasícek, 2010. "How Does Monetary Policy Change? Evidence on Inflation Targeting Countries," Working Papers wpdea1007, Department of Applied Economics at Universitat Autonoma of Barcelona.
    3. David Cobham & Christopher Adam, 2005. "Real-time output gaps in the estimation of Taylor rules: A red herring?," Money Macro and Finance (MMF) Research Group Conference 2005 42, Money Macro and Finance Research Group.
    4. Henry W. Chappell & Rob Roy Mcgregor & Todd A. Vermilyea, 2014. "Power‐Sharing in Monetary Policy Committees: Evidence from the United Kingdom and Sweden," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 665-692, June.
    5. Eric Girardin & Sandrine Lunven & Guonan Ma, 2014. "Inflation and China's monetary policy reaction function: 2002-2013," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 159-170, Bank for International Settlements.
    6. Ram Sharan Kharel & Christopher Martin & Costas Milas, 2006. "The Complex Response of Monetary Policy to the Exchange Rate," Keele Economics Research Papers KERP 2006/17, Centre for Economic Research, Keele University.
    7. P ez-Farrell, Juan, 2007. "Monetary Policy Rules in Theory and in Practice: Evidence from the UK and the US," Cardiff Economics Working Papers E2007/13, Cardiff University, Cardiff Business School, Economics Section.
    8. David Cobham & Yue Kang, 2012. "Time Horizons And Smoothing In the Bank of England's Reaction Function: The Contrast Between The Standard GMM And Ex Ante Forecast Approaches," Heriot-Watt University Economics Discussion Papers 1208, Department of Economics, School of Management and Languages, Heriot Watt University.
    9. David Cobham, 2013. "Monetary policy under the Labour government 1997-2010: the first 13 years of the MPC," Heriot-Watt University Economics Discussion Papers 1302, Department of Economics, School of Management and Languages, Heriot Watt University.
    10. Christopher Martin & Costas Milas, 2007. "Monetary Policy and the Hybrid Phillips Curve," Working Paper series 36_07, Rimini Centre for Economic Analysis.
    11. Kevin Lee & Nilss Olekalns & Kalvinder Shields, 2013. "Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods," Manchester School, University of Manchester, vol. 81, pages 28-53, October.
    12. Eric Girardin & Sandrine Lunven & Guonan Ma, 2017. "China's evolving monetary policy rule: from inflation-accommodating to anti-inflation policy," BIS Working Papers 641, Bank for International Settlements.
    13. Bhuyan, Biswabhusan & Sethi, Dinabandhu, 2016. "An Augmented Taylor rule for India’s Monetary Policy: Does Governor Regime Matters?," MPRA Paper 75287, University Library of Munich, Germany.
    14. Houda Ben Hadj Boubaker, 2011. "Inflation Forecast-Based Rule for Inflation Targeting: Case of Some Selected MENA Countries," Working Papers 628, Economic Research Forum, revised 09 Jan 2011.
    15. Fang‐Shuo Chang & Shiu‐Sheng Chen & Po‐Yuan Wang, 2020. "Politics and the UK's monetary policy," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(5), pages 486-522, November.
    16. Christopher Adam & David Cobham, 2009. "Using Real-Time Output Gaps To Examine Past And Future Policy Choices," National Institute Economic Review, National Institute of Economic and Social Research, vol. 210(1), pages 98-110, October.
    17. Anh Dinh Minh Nguyen, 2017. "U.K. Monetary Policy under Inflation Targeting," Bank of Lithuania Working Paper Series 41, Bank of Lithuania.
    18. De Lipsis Vincenzo, 2021. "Dating Structural Changes in UK Monetary Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(2), pages 509-539, June.
    19. Horváth, Roman, 2009. "The time-varying policy neutral rate in real-time: A predictor for future inflation?," Economic Modelling, Elsevier, vol. 26(1), pages 71-81, January.
    20. Eregha , Perekunah Bright & Egwaikhide, Festus O., 2018. "Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 57-66.
    21. Caroline Duburcq, 2010. "The Impact of Exchange Rate Regime on Interest Rates in Latin America," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 47(135), pages 91-124.
    22. Caroline Duburcq & Eric Girardin, 2010. "Domestic and external factors in interest rate determination: the minor role of the exchange rate regime," Economics Bulletin, AccessEcon, vol. 30(1), pages 624-635.
    23. David Cobham, 2013. "Monetary policy under the Labour government: the first 13 years of the MPC," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 29(1), pages 47-70, SPRING.
    24. Cover, James P. & Mallick, Sushanta K., 2012. "Identifying sources of macroeconomic and exchange rate fluctuations in the UK," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1627-1648.
    25. Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
    26. Christian Mose Nielsen, 2007. "Does the choice of interest rate data matter for the results of tests of the expectations hypothesis - some results for the UK," Money Macro and Finance (MMF) Research Group Conference 2006 132, Money Macro and Finance Research Group.

  24. Eric Girardin, 2004. "Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia," Asian Economic Papers, MIT Press, vol. 3(3), pages 147-176.
    See citations under working paper version above.
  25. Eric Girardin & Zhenya Liu, 2003. "The Chinese Stock Market: A Casino with 'Buffer Zones'?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 1(1), pages 57-70.

    Cited by:

    1. Liu, Min & Guo, Tongji & Ping, Weiying & Luo, Liangqing, 2023. "Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?," Energy Economics, Elsevier, vol. 121(C).
    2. Girardin, Eric & Liu, Zhenya, 2007. "The financial integration of China: New evidence on temporally aggregated data for the A-share market," China Economic Review, Elsevier, vol. 18(3), pages 354-371.
    3. He, Yinghua & Nielsson, Ulf & Guo, Hong & Yang, Jiong, 2012. "Subscribing to Transparency," TSE Working Papers 12-351, Toulouse School of Economics (TSE), revised Nov 2013.
    4. Hui Hong & Fergal O'Brien & James Ryan, 2014. "Inflation And The Subsequent Timing Of The Chinese Stock Market," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(2), pages 13-35.
    5. Zhenya Liu & Shixuan Wang, 2017. "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Post-Print hal-01794384, HAL.
    6. Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
    7. XiaoJiao Li & Ei Thuzar Than & Rizwan Ahmed & Maria Ishaque & Toan Luu Duc Huynh, 2023. "Gender diversity of boards and executives on real earnings management in the bull or bear period: Empirical evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2753-2771, July.
    8. Mohamed El Hedi Arouri & C.-X. Liu, 2008. "Stock Craze: an Empirical Analysis of PER in Chinese Equity Market," Post-Print halshs-00324240, HAL.
    9. Min Liu & Chien‐Chiang Lee & Wei‐Chong Choo, 2021. "An empirical study on the role of trading volume and data frequency in volatility forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(5), pages 792-816, August.
    10. Julian, Inchauspe & Helen, Cabalu, 2013. "What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals," MPRA Paper 93049, University Library of Munich, Germany.
    11. Girardin, Eric & Liu, Zhenya, 2005. "Bank credit and seasonal anomalies in China's stock markets," China Economic Review, Elsevier, vol. 16(4), pages 465-483.
    12. Eric Girardin & Roselyne Joyeux, 2013. "Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach," Post-Print hal-01499615, HAL.
    13. Mr. Fabian Lipinsky & Ms. Li L Ong, 2014. "Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons?," IMF Working Papers 2014/037, International Monetary Fund.
    14. Alhaj-Yaseen, Yaseen S. & Rao, Xi & Jin, Yinghua, 2017. "Market liberalization and the extent of informed trading: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, vol. 39(C), pages 78-99.

  26. Phylaktis, Kate & Girardin, Eric, 2001. "Foreign exchange markets in transition economies: China," Journal of Development Economics, Elsevier, vol. 64(1), pages 215-235, February.

    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. Kanas, Angelos & Kouretas, Georgios P., 2007. "Regime dependence between the official and parallel foreign currency markets for US dollars in Greece," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 431-449, June.
    3. Firew B Woldeyes, 2013. "Long-Run Effects of Resource Rents in Developing Countries: The role of public investment management," OxCarre Working Papers 105, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
    4. Chi-Wei Su, 2012. "The relationship between exchange rate and macroeconomic variables in China," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 30(1), pages 33-56.
    5. Alper ASLAN, 2010. "The validity of PPP: evidence from Lagrange multiplier unit root tests for ASEAN countries," Economics Bulletin, AccessEcon, vol. 30(2), pages 1433-1443.
    6. Erten, Bilge & Ocampo, José Antonio, 2013. "Super Cycles of Commodity Prices Since the Mid-Nineteenth Century," World Development, Elsevier, vol. 44(C), pages 14-30.
    7. Hall, Stephen G. & Guo, Qian, 2012. "Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate," Economic Modelling, Elsevier, vol. 29(1), pages 41-47.
    8. Meixing Dai, 2011. "Motivations and strategies for a real revaluation of the Yuan," Working Papers of BETA 2011-23, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    9. Mina Baliamoune-Lutz, 2010. "Black and official exchange rates in Morocco: an analysis of their long-run behaviour and short-run dynamics (1974-1992)," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3481-3490.
    10. Vines, David & Scheibe, Jörg, 2005. "A Phillips Curve for China," CEPR Discussion Papers 4957, C.E.P.R. Discussion Papers.
    11. M. Herrerias & Vicente Orts, 2012. "Equipment investment, output and productivity in China," Empirical Economics, Springer, vol. 42(1), pages 181-207, February.
    12. Mohsen Fardmanesh & Seymour Douglas, 2008. "Foreign Exchange Controls and the Parallel Market Premium," Review of Development Economics, Wiley Blackwell, vol. 12(1), pages 72-89, February.
    13. Paresh Kumar Narayan & Russell Smyth, 2004. "The relationship between the real exchange rate and balance of payments: empirical evidence for China from cointegration and causality testing," Applied Economics Letters, Taylor & Francis Journals, vol. 11(5), pages 287-291.
    14. GUO, Qian, 2010. "The Balassa-Samuelson model of purchasing power parity and Chinese exchange rates," China Economic Review, Elsevier, vol. 21(2), pages 334-345, June.
    15. Maria Herrerias, 2010. "The causal relationship between equipment investment and infrastructures on economic growth in China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(4), pages 509-526, December.
    16. Mario Cerrato & Nicholas Sarantis, 2007. "Does purchasing power parity hold in emerging markets? Evidence from a panel of black market exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(4), pages 427-444.
    17. Maozu Lu & Zhichao Zhang, 2003. "Exchange rate reform and its inflationary consequences: an empirical analysis for China," Applied Economics, Taylor & Francis Journals, vol. 35(2), pages 189-199.
    18. Fardmanesh, Mohsen & Douglas, Seymour, 2003. "Foreign Exchange Controls, Fiscal and Monetary Policy, and the Black Market Premium," Center Discussion Papers 28514, Yale University, Economic Growth Center.
    19. Herrerias, M.J. & Orts, Vicente, 2011. "Imports and growth in China," Economic Modelling, Elsevier, vol. 28(6), pages 2811-2819.
    20. Kubo, Koji, 2015. "Transition from black to official markets for foreign exchange in Myanmar," IDE Discussion Papers 511, Institute of Developing Economies, Japan External Trade Organization(JETRO).

  27. Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.

    Cited by:

    1. Elena Marquez de la Cruz & Ana Martinez-Canete & Ines Perez-Soba Aguilar, 2007. "Intertemporal preference parameters for some European monetary union countries," Applied Economics, Taylor & Francis Journals, vol. 39(8), pages 997-1011.
    2. Chance Mwabutwa & Manoel Bittencourt & Nicola Viegi, 2012. "Financial Reforms and Consumption Behaviour in Malawi," Working Papers 306, Economic Research Southern Africa.
    3. Luciano Fanti & Luca Gori, 2013. "Fertility-related pensions and cyclical instability," Journal of Population Economics, Springer;European Society for Population Economics, vol. 26(3), pages 1209-1232, July.
    4. Gerdie Everaert & Lorenzo Pozzi & Ruben Schoonackers, 2016. "On The Stability Of The Excess Sensitivity Of Aggregate Consumption Growth In The Us," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 16/917, Ghent University, Faculty of Economics and Business Administration.
    5. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say "Probably Not"," HSE Working papers WP BRP 137/EC/2016, National Research University Higher School of Economics.
    6. POZZI Lorenzo & HEYLEN Freddy & DOSSCHE Maarten, 2010. "Government Debt and the Excess Sensitivity of Private Consumption to Current Income: An Empirical Analysis for OECD Countries," EcoMod2003 330700125, EcoMod.
    7. Magda Kandil & Ida Mirzaie, 2006. "Consumption and macroeconomic policies: Theory and evidence from developing countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(4), pages 469-491.
    8. International Monetary Fund, 2006. "Union of the Comoros: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/385, International Monetary Fund.
    9. Julian Thimme, 2017. "Intertemporal Substitution In Consumption: A Literature Review," Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 226-257, February.

  28. Éric Girardin & Velayoudom Marimoutou, 1997. "Les fondamentaux permettent-ils d'améliorer la prévision du taux de change franc-dollar ?," Revue Économique, Programme National Persée, vol. 48(3), pages 661-672.

    Cited by:

    1. Marie Bessec, 2005. "Les économistes sont-ils chartistes ou fondamentalistes ?. Une enquête auprès de quatre-vingt chercheurs français," Economie & Prévision, La Documentation Française, vol. 0(3), pages 239-249.

  29. Girardin, Eric & Marimoutou, Velayoudom, 1997. "Estimating the credibility of an exchange rate target zone," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 931-944, December.

    Cited by:

    1. Mundaca, Gabriela, 2003. "A Drift of the "Drift Adjustment Method"," Memorandum 16/2002, Oslo University, Department of Economics.
    2. Ribeiro de Castro, Claudia, 1999. "Inside and Outside the Band Exchange Rate Fluctuations for Brazil," LIDAM Discussion Papers IRES 2000004, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    3. P. Daniels, Joseph, 2001. "Optimal Currency Basket Pegs for Developing and Emerging Economies," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 16, pages 128-145.

  30. Girardin, Eric, 1996. "Is There a Long Run Demand for Currency in China?," Economic Change and Restructuring, Springer, vol. 29(3), pages 169-184.

    Cited by:

    1. Xu, Yingfeng, 1998. "Money Demand in China: A Disaggregate Approach," Journal of Comparative Economics, Elsevier, vol. 26(3), pages 544-564, September.
    2. Anne-Laure Delatte & Julien Fouquau & Carsten A. Holz, 2014. "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Print hal-01160174, HAL.
    3. Mehrotra, Aaron, 2006. "Demand for money in transition: evidence from China's disinflation," BOFIT Discussion Papers 10/2006, Bank of Finland Institute for Emerging Economies (BOFIT).
    4. Geneviève BOYREAU-DEBRAY, 1998. "Money Demand and the Potential of Seigniorage in China," Working Papers 199821, CERDI.
    5. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.
    6. Phylaktis, Kate & Girardin, Eric, 2001. "Foreign exchange markets in transition economies: China," Journal of Development Economics, Elsevier, vol. 64(1), pages 215-235, February.
    7. Austin, Darran & Ward, Bert & Dalziel, Paul, 2007. "The demand for money in China 1987-2004: A non-linear modelling approach," China Economic Review, Elsevier, vol. 18(2), pages 190-204.
    8. Dees, Stephane, 2001. "The opening policy in China: Simulations of a macroeconometric model," Journal of Policy Modeling, Elsevier, vol. 23(4), pages 397-410, May.
    9. Maneschiöld, Per-Ola, 2010. "Consumption in Urban China and Monetary Policy - Consumi nelle aree urbane della Cina e politica monetaria," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 63(3), pages 305-327.
    10. Delatte, Anne-Laure & Holz, Carsten, 2013. "Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy," CEPR Discussion Papers 9721, C.E.P.R. Discussion Papers.
    11. Ge Wu, 2009. "Broad Money Demand and Asset Substitution in China," IMF Working Papers 2009/131, International Monetary Fund.

  31. Christian Bordes & Éric Girardin & Velayoudom Marimoutou, 1996. "Le nouveau SME est-il plus asymétrique que l'ancien ?," Économie et Prévision, Programme National Persée, vol. 123(2), pages 175-188.

    Cited by:

    1. Marie Podevin, 2001. "Interaction entre taux d'intérêt allemands et français : un réexamen de l'hypothèse de dominance allemande," Économie et Prévision, Programme National Persée, vol. 148(2), pages 49-70.

  32. Christian Bordes & Éric Girardin & Velayoudom Marimoutou, 1995. "Les effets des variations de taux d'intérêt dans le nouvel environnement financier français," Revue Économique, Programme National Persée, vol. 46(3), pages 635-644.

    Cited by:

    1. Combey, Adama, 2016. "Private Consumption in The WAEMU Zone: Does Interest Rate Matter?," MPRA Paper 75426, University Library of Munich, Germany.
    2. Virginie Coudert & Benoît Mojon, 1997. "Asymétries financières et transmission de la politique monétaire en Europe," Économie et Prévision, Programme National Persée, vol. 128(2), pages 41-60.

  33. Éric Girardin, 1994. "La politique de change dans les pays d'Europe centrale," Revue Économique, Programme National Persée, vol. 45(3), pages 589-600.

    Cited by:

    1. Samuel Guérineau & Sylviane Guillaumont Jeanneney, 2002. "Un indicateur d'ancrage nominal par le taux de change : illustration par le cas polonais," Économie et Prévision, Programme National Persée, vol. 154(3), pages 139-155.
    2. Samuel GUERINEAU, 1998. "Construction and Assessment of a Mixed Exchange Policy Indicator: Explanation of Polish Inflation," Working Papers 199818, CERDI.

Chapters

  1. Eric Girardin & Sandrine Lunven & Guonan Ma, 2014. "Inflation and China's monetary policy reaction function: 2002-2013," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation, inflation and monetary policy in Asia and the Pacific, volume 77, pages 159-170, Bank for International Settlements.
    See citations under working paper version above.
  2. Christian Bordes & Eric Girardin & Velayoudom Marimoutou, 1993. "An Evaluation of the Performance of P-star as an Indicator of Monetary Conditions in the Perspective of EMU: The Case of France," Palgrave Macmillan Books, in: Philip Arestis (ed.), Money and Banking, chapter 12, pages 220-241, Palgrave Macmillan.

    Cited by:

    1. Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," Econometrics 0302002, University Library of Munich, Germany.
    2. Carlos A. Rodríguez Ramos, 2003. "The P* model as a general identity to analyze and forecast the behavior of the inflation rate in the economy of Puerto Rico," EERI Research Paper Series EERI_RP_2003_06, Economics and Econometrics Research Institute (EERI), Brussels.

Books

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