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TengTeng Xu

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 1-75, January.

    Mentioned in:

    1. Modelling banking sector shocks and unconventional policy: new wine in old bottles?
      by bankunderground in Bank Underground on 2016-03-31 11:30:36
    2. James Cloyne, Ryland Thomas and Alex Tuckett — Modelling banking sector shocks and unconventional policy: new wine in old bottles?
      by contrarianmedia@hotmail.com (Mike Norman) in Mike Norman Economics on 2016-04-07 22:33:00

Working papers

  1. Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.

    Cited by:

    1. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022. "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, vol. 58(C).
    2. Hwee K. Chow, 2021. "Connectedness of Asia Pacific forex markets: China's growing influence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3807-3818, July.
    3. Harrison, Michael & Nakajima, Jouchi & Shabani, Mimoza, 2022. "An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion," Discussion paper series HIAS-E-120, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
    4. Millington, Tristan & Niranjan, Mahesan, 2021. "Stability and similarity in financial networks—How do they change in times of turbulence?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).

  2. Ms. TengTeng Xu & Kun Hu & Mr. Udaibir S Das, 2019. "Bank Profitability and Financial Stability," IMF Working Papers 2019/005, International Monetary Fund.

    Cited by:

    1. Pierre Durand & Gaëtan Le Quang, 2020. "Banks to basics! Why banking regulation should focus on equity," EconomiX Working Papers 2020-2, University of Paris Nanterre, EconomiX.
    2. Gulati, Rachita & Singh, Nirmal & Kumar, Sunil & Duppati, Geeta, 2023. "Bank stability in the Indian subcontinent region: Evolution and determinants," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    3. Galina Hale & Tümer Kapan & Camelia Minoiu & Philip Strahan, 2020. "Shock Transmission Through Cross-Border Bank Lending: Credit and Real Effects," The Review of Financial Studies, Society for Financial Studies, vol. 33(10), pages 4839-4882.
    4. Bertay, Ata & Huizinga, Harry, 2019. "What are the Main Factors for the Subdued Profitability of Significant Banks in the Banking Union, and is the ECB’s Supervisory Response Conclusive and Exhaustive?," Other publications TiSEM 258c7cd4-90b3-4bb7-ba1b-4, Tilburg University, School of Economics and Management.
    5. Elekdag, Selim & Malik, Sheheryar & Mitra, Srobona, 2020. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," Journal of Banking & Finance, Elsevier, vol. 120(C).
    6. Mr. Selim A Elekdag & Sheheryar Malik & Ms. Srobona Mitra, 2019. "Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability," IMF Working Papers 2019/254, International Monetary Fund.
    7. Sewoong Hwang & Jonghyuk Kim, 2021. "Toward a Chatbot for Financial Sustainability," Sustainability, MDPI, vol. 13(6), pages 1-18, March.
    8. Atta Ullah & Chen Pinglu & Saif Ullah & Ningyu Qian & Mubasher Zaman, 2023. "Impact of intellectual capital efficiency on financial stability in banks: Insights from an emerging economy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1858-1871, April.
    9. Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
    10. Durand, Pierre & Le Quang, Gaëtan, 2022. "Banks to basics! Why banking regulation should focus on equity," European Journal of Operational Research, Elsevier, vol. 301(1), pages 349-372.
    11. Mariña Martínez-Malvar & Laura Baselga-Pascual, 2020. "Bank Risk Determinants in Latin America," Risks, MDPI, vol. 8(3), pages 1-20, September.
    12. Andries, Alin Marius & Balutel, Daniela, 2022. "The impact of national culture on systemic risk," Economic Systems, Elsevier, vol. 46(2).
    13. Saif Ullah & Atta Ullah & Mubasher Zaman, 2024. "Nexus of governance, macroeconomic conditions, and financial stability of banks: a comparison of developed and emerging countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-38, December.
    14. Ghosh, Saibal, 2023. "Does climate legislation matter for bank lending? Evidence from MENA countries," Ecological Economics, Elsevier, vol. 212(C).
    15. Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
    16. Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021. "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, vol. 75(C).
    17. Will Kerry, 2019. "Finding the Bad Apples in the Barrel: Using the Market Value of Equity to Signal Banking Sector Vulnerabilities," IMF Working Papers 2019/180, International Monetary Fund.
    18. Gupta, Juhi & Kashiramka, Smita, 2020. "Financial stability of banks in India: Does liquidity creation matter?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  3. Sheheryar Malik & Ms. TengTeng Xu, 2017. "Interconnectedness of Global Systemically-Important Banks and Insurers," IMF Working Papers 2017/210, International Monetary Fund.

    Cited by:

    1. Guan-Chun Liu & Chien-Chiang Lee, 2019. "The relationship between insurance and banking sectors: does financial structure matter?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(4), pages 569-594, October.
    2. Andrieş, Alin Marius & Ongena, Steven & Sprincean, Nicu & Tunaru, Radu, 2022. "Risk spillovers and interconnectedness between systemically important institutions," Journal of Financial Stability, Elsevier, vol. 58(C).
    3. Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
    4. Neharika Sobti, 2018. "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 45(4), pages 325-344, December.
    5. Tristan Jourde, 2022. "The rising interconnectedness of the insurance sector," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 397-425, June.
    6. International Monetary Fund, 2018. "Euro Area Policies: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis," IMF Staff Country Reports 2018/231, International Monetary Fund.
    7. Foglia, Matteo & Angelini, Eliana, 2020. "From me to you: Measuring connectedness between Eurozone financial institutions," Research in International Business and Finance, Elsevier, vol. 54(C).
    8. Nadal De Simone, Francisco, 2021. "Measuring the deadly embrace: Systemic and sovereign risks," Research in International Business and Finance, Elsevier, vol. 56(C).

  4. Mr. Jörg Decressin & Mr. Raphael A Espinoza & Mr. Ioannis Halikias & Mr. Michael Kumhof & Mr. Daniel Leigh & Mr. Prakash Loungani & Mr. Paulo A Medas & Susanna Mursula & Mr. Antonio Spilimbergo & Ms. , 2015. "Wage Moderation in Crises: Policy Considerations and Applications to the Euro Area," IMF Staff Discussion Notes 2015/022, International Monetary Fund.

    Cited by:

    1. Milone, Luciano Marcello, 2020. "Structural Reforms in the European Union: What is New after the Crisis?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 351-372.
    2. Mr. Alvar Kangur, 2018. "Competitiveness and Wage Bargaining Reform in Italy," IMF Working Papers 2018/061, International Monetary Fund.
    3. Milivojevic, Lazar & Tatar, Balint, 2021. "Fixed exchange rate - a friend or foe of labor cost adjustments?," IMFS Working Paper Series 152, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    4. International Monetary Fund, 2016. "Portugal: Ex Post Evaluation of Exceptional Access Under the 2011 Extended Arrangement-Press Release; Staff Report; and Authorities Views," IMF Staff Country Reports 2016/302, International Monetary Fund.
    5. Inés P. Murillo Huertas & Raúl Ramos & Hipólito Simón, 2020. "Revisiting interregional wage differentials: New evidence from Spain with matched employer‐employee data," Journal of Regional Science, Wiley Blackwell, vol. 60(2), pages 296-347, March.
    6. Özlem Onaran, 2016. "Secular stagnation and progressive economic policy alternatives," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 13(2), pages 229-240, September.
    7. Mitali Das, 2023. "Probabilistic assessment of external sustainability in Portugal," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 22(1), pages 5-29, January.

  5. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.

    Cited by:

    1. De Grauwe, Paul & Gerba, Eddie, 2018. "The role of cognitive limitations and heterogeneous expectations for aggregate production and credit cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 206-236.
    2. de Grauwe, Paul & Macchiarelli, Corrado, 2015. "Animal spirits and credit cycles," LSE Research Online Documents on Economics 63984, London School of Economics and Political Science, LSE Library.
    3. Agénor, Pierre-Richard & Alper, Koray & Pereira da Silva, Luiz A., 2014. "Sudden floods, macroprudential regulation and stability in an open economy," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 68-100.
    4. Soltani , Sedigheh & Falihi , Nemat & Mehrabiyan , Azadeh & Amiri , Hossein, 2021. "Investigating the Effects of Monetary and Financial Shocks on the Key Macroeconomic Variables, Focusing on the Intermediary Role of Banks Using DSGE Models," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(4), pages 477-500, December.
    5. de Grauwe, Paul & Gerba, Eddie, 2015. "Stock market cycles and supply side dynamics," FinMaP-Working Papers 45, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    6. Casares, Miguel, 2013. "On firm-level, industry-level, and aggregate employment fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2963-2978.
    7. Paul De Grauwe & Eddie Gerba, 2015. "Stock Market Cycles and Supply Side Dynamics: Two Worlds, One Vision?," CESifo Working Paper Series 5573, CESifo.

  6. Nathan Porter & TengTeng Xu, 2013. "Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," Staff Working Papers 13-20, Bank of Canada.

    Cited by:

    1. Sheheryar Malik & Ms. TengTeng Xu, 2017. "Interconnectedness of Global Systemically-Important Banks and Insurers," IMF Working Papers 2017/210, International Monetary Fund.
    2. Liu Kerry, 2019. "Some Preliminary Evidence on China’s New Monetary Policy Tool: The Standing Lending Facility," Review of Economics, De Gruyter, vol. 70(2), pages 137-155, August.
    3. Stefan Angrick & Naoyuki Yoshino, 2020. "From Window Guidance to Interbank Rates: Tracing the Transition of Monetary Policy in Japan and China," International Journal of Central Banking, International Journal of Central Banking, vol. 16(3), pages 279-316, June.
    4. 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.
    5. Yuyan Tan & Yang Ji & Yiping Huang, 2016. "Completing China's Interest Rate Liberalization," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(2), pages 1-22, March.

  7. Ambrogio Cesa-Bianchi & M. Hashem Pesaran & Alessandro Rebucci & TengTeng Xu, 2012. "China’s Emergence in the World Economy and Business Cycles in Latin America," Staff Working Papers 12-32, Bank of Canada.

    Cited by:

    1. Georgiadis, Georgios, 2016. "Determinants of global spillovers from US monetary policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
    2. Natalia Bailey & George Kapetanios & M. Hashem Pesaran, 2012. "Exponent of Cross-sectional Dependence: Estimation and Inference," CESifo Working Paper Series 3722, CESifo.
    3. Juliana Araujo & Povilas Lastauskas & Chris Papageorgiou, 2016. "Evolution of Bilateral Capital Flows to Developing Countries at Intensive and Extensive Margins," Bank of Lithuania Working Paper Series 37, Bank of Lithuania.
    4. Ludovic Gauvin & Cyril C. Rebillard, 2018. "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
    5. Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
    6. Georgios Magkonis & Simon Rudkin, 2019. "Does Trilemma Speak Chinese?," Working Papers in Economics & Finance 2019-01, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
    7. Paul Cashin & Kamiar Mohaddes & Mehdi Raissi, 2016. "China’s Slowdown and Global Financial Market Volatility: Is World Growth Losing Out?," Cambridge Working Papers in Economics 1618, Faculty of Economics, University of Cambridge.
    8. Tan, Madeleine Sui-Lay, 2016. "Policy coordination among the ASEAN-5: A global VAR analysis," Journal of Asian Economics, Elsevier, vol. 44(C), pages 20-40.
    9. Rodriguez, Diego & Gonzalez, Andres & Fernandez, Andres, 2015. "Sharing a Ride on the Commodities Roller Coaster: Common Factors in Business Cycles of Emerging Economies," IDB Publications (Working Papers) 7382, Inter-American Development Bank.
    10. Flores, Jairo, 2016. "Transmisión de choques de política monetaria de EstadosUnidos sobre América Latina: Un enfoque GVAR," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 32, pages 35-54.
    11. Guglielmo Maria Caporale & Alessandro Girardi, 2012. "Business Cycles, International Trade and Capital Flows: Evidence from Latin America," Discussion Papers of DIW Berlin 1254, DIW Berlin, German Institute for Economic Research.
    12. Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2023. "Global impacts of US monetary policy uncertainty shocks," Journal of International Economics, Elsevier, vol. 145(C).
    13. Xu, T.T., 2012. "The role of credit in international business cycles," Cambridge Working Papers in Economics 1202, Faculty of Economics, University of Cambridge.
    14. Fatma Erdem & Erdal Özmen, 2015. "Exchange Rate Regimes and Business Cycles: An Empirical Investigation," Open Economies Review, Springer, vol. 26(5), pages 1041-1058, November.
    15. Mala Raghavan & Faisal Khan & Sonia Kumari Selvarajan & Evelyn S. Devadason, 2023. "Cross‐country linkages between ASEAN and non‐ASEAN‐RCEP member states: A global VAR analysis," The World Economy, Wiley Blackwell, vol. 46(6), pages 1782-1814, June.
    16. Alexander Chudik & Kamiar Mohaddes & M. Hashem Pesaran & Mehdi Raissi & Alessandro Rebucci, 2020. "A Counterfactual Economic Analysis of Covid-19 Using a Threshold Augmented Multi-Country Model," NBER Working Papers 27855, National Bureau of Economic Research, Inc.
    17. Cashin, P. & Mohaddes, K. & Raissi, M. & Raissi, M., 2012. "The Differential Effects of Oil Demand and Supply Shocks on the Global Economy," Cambridge Working Papers in Economics 1249, Faculty of Economics, University of Cambridge.
    18. Cashin, Paul & Mohaddes, Kamiar & Raissi, Mehdi, 2017. "Fair weather or foul? The macroeconomic effects of El Niño," Journal of International Economics, Elsevier, vol. 106(C), pages 37-54.
    19. Martin Feldkircher, 2013. "A Global Macro Model for Emerging Europe," Working Papers 185, Oesterreichische Nationalbank (Austrian Central Bank).
    20. Altansukh, Gantungalag & Becker, Ralf & Bratsiotis, George J. & Osborn, Denise R., 2017. "What is the Globalisation of Inflation?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 74, pages 1-27.
    21. Winkelried, Diego & Saldarriaga, Miguel, 2012. "Trade linkages and growth in Latin America: A time-varying SVAR approach," Working Papers 2012-011, Banco Central de Reserva del Perú.
    22. 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.
    23. Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
    24. Anh D.M. Nguyen & Jemma Dridib & Filiz D. Unsal & Oral H. Williams, 2017. "On the drivers of inflation in Sub-Saharan Africa," International Economics, CEPII research center, issue 151, pages 71-84.
    25. Berry A. Harahap & Pakasa Bary & Anggita Cinditya M. Kusuma, 2020. "The Determinants of Indonesia’s Business Cycle," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 215-235.
    26. Liyan Han & Mengchao Qi & Libo Yin, 2016. "Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis," Applied Economics, Taylor & Francis Journals, vol. 48(51), pages 4907-4921, November.
    27. Dieppe, Alistair & Georgiadis, Georgios & Ricci, Martino & Van Robays, Ine & van Roye, Björn, 2018. "ECB-Global: Introducing the ECB's global macroeconomic model for spillover analysis," Economic Modelling, Elsevier, vol. 72(C), pages 78-98.
    28. Christian Dreger & Yanqun Zhang, 2013. "Does the economic integration of China affect growth and inflation in industrial countries?," FIW Working Paper series 116, FIW.
    29. Cesa-Bianchi, Ambrogio, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 4085, Inter-American Development Bank.
    30. Winkelried, Diego & Saldarriaga, Miguel, 2013. "Socios comerciales y crecimiento en América Latina: Un enfoque SVAR dinámico," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 25, pages 81-102.
    31. Sebastian Fossati, 2017. "Output Growth And Structural Reform In Latin America: Have Business Cycles Changed?," Contemporary Economic Policy, Western Economic Association International, vol. 35(1), pages 62-75, January.
    32. Andrew Powell, 2012. "The World of Forking Paths: Latin America and the Caribbean Facing Global Economic Risks," Research Department Publications 4766, Inter-American Development Bank, Research Department.
    33. Carlos Andrés BALLESTEROS RUIZ & Javier Andrés ROJAS AGUILERA, 2015. "International shocks and the Colombian economy: A Global VAR Approach," Archivos de Economía 13012, Departamento Nacional de Planeación.
    34. Xue, Huidan & Li, Chenguang & Wang, Liming, 2018. "The Global Vector Error Correction Model application on the dynamics and drivers of the World Butter Export Prices: Evidence from the U.S., the EU, and New Zealand," 2018 Annual Meeting, August 5-7, Washington, D.C. 273971, Agricultural and Applied Economics Association.
    35. Mortaza Baky Haskuee & Ali Asgary, 2023. "Environmental risk of Covid-19 recovery," Energy & Environment, , vol. 34(7), pages 2758-2774, November.
    36. Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2016. "Zeit für Reformen. Jahresgutachten 2016/17 [Time for Reforms. Annual Report 2016/17]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201617.
    37. Annari de Waal & Renee van Eyden & Rangan Gupta, 2013. "Do we need a global VAR model to forecast inflation and output in South Africa?," Working Papers 201346, University of Pretoria, Department of Economics.
    38. Cashin, P. & Mohaddes, K. & Raissi, M., 2012. "The Global Impact of the Systemic Economies and MENA Business Cycles," Cambridge Working Papers in Economics 1250, Faculty of Economics, University of Cambridge.
    39. Cesa-Bianchi, Ambrogio & Stratford, Kate, 2016. "How could a shock to growth in China affect growth in the United Kingdom?," Bank of England Quarterly Bulletin, Bank of England, vol. 56(1), pages 4-11.
    40. Anna Sznajderska, 2019. "The role of China in the world economy: evidence from a global VAR model," Applied Economics, Taylor & Francis Journals, vol. 51(15), pages 1574-1587, March.
    41. Razieh Zahedi & Asghar Shahmoradi & Ali Taiebnia, 2022. "The ever-evolving trade pattern: a global VAR approach," Empirical Economics, Springer, vol. 63(3), pages 1193-1218, September.
    42. Eickmeier, Sandra & Kühnlenz, Markus, 2018. "China'S Role In Global Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 22(2), pages 225-254, March.
    43. Ganiko, Gustavo & Jiménez, Alvaro, 2023. "Choques externos en la economía peruana: un enfoque de ceros y signos en un modelo BVAR," Working Papers 2023-010, Banco Central de Reserva del Perú.
    44. Oleksandr Faryna & Heli Simola, 2018. "The Transmission of International Shocks to CIS Economies: A Global VAR Approach," Working Papers 04/2018, National Bank of Ukraine.
    45. Martin Feldkircher & Iikka Korhonen, 2014. "The Rise of China and Its Implications for the Global Economy: Evidence from a Global Vector Autoregressive Model," Pacific Economic Review, Wiley Blackwell, vol. 19(1), pages 61-89, February.
    46. Bicu, A.C. & Candelon, B., 2012. "On the importance of indirect banking vulnerabilities in the Eurozone," Research Memorandum 033, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    47. Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2021. "Measuring the Connectedness of the Global Economy," International Journal of Forecasting, Elsevier, vol. 37(2), pages 899-919.
    48. André Moreira Cunha & Julimar Da Silva Bichara & Marcos Tadeu Caputi Lélis & Julien Marcel Demeulemeester, 2016. "Brazil´S Development Pattern In A Sino-Centred World: An International Political Economy Perspective," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 079, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    49. Alain Kabundi & Mustafa Y. Çakir, 2013. "Transmission of China’s Shocks to the BRIS Countries," Working Papers 362, Economic Research Southern Africa.
    50. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
    51. Inoue,Tomoo & Kaya,Demet & Ohshige,Hitoshi, 2015. "The impact of China?s slowdown on the Asia Pacific region : an application of the GVAR model," Policy Research Working Paper Series 7442, The World Bank.
    52. Nicolás Cachanosky, 2015. "U.S. Monetary Policy’s impact on Latin America’s structure of production (1960-2010)," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 52(1), pages 95-116, May.
    53. Ágnes Csermely & Péter Harasztosi & Gábor Pellényi, 2012. "Opportunities and challenges – the impact of Chinese competition on Hungarian manufacturing," Chapters, in: Ewald Nowotny & Peter Mooslechner & Doris Ritzberger-Grünwald (ed.), European Integration in a Global Economy, chapter 11, pages 106-118, Edward Elgar Publishing.
    54. Faryna, Oleksandr & Simola, Heli, 2018. "The transmission of international shocks to CIS economies: A Global VAR approach," BOFIT Discussion Papers 17/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    55. Lastauskas, Povilas & Stakenas, Julius, 2018. "Structural labour market reforms in the EU-15: Single-country vs. coordinated counterfactuals," Structural Change and Economic Dynamics, Elsevier, vol. 44(C), pages 88-99.
    56. Peter Backé & Martin Feldkircher & Tomáš Slacík, 2013. "Economic Spillovers from the Euro Area to the CESEE Region via the Financial Channel: A GVAR Approach," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 50-64.
    57. Allan Dizioli & Mr. Jaime Guajardo & Mr. Vladimir Klyuev & Rui Mano & Mr. Mehdi Raissi, 2016. "Spillovers from China’s Growth Slowdown and Rebalancing to the ASEAN-5 Economies," IMF Working Papers 2016/170, International Monetary Fund.
    58. Sandoval Paucar, Giovanny, 2018. "Efectos de desbordamiento sobre los mercados financieros de Colombia. Identificación a través de la heterocedasticidad [Spillovers effects on financial markets of Colombia. Identification through h," MPRA Paper 90422, University Library of Munich, Germany.
    59. Dinda, Soumyananda, 2015. "Impact of China’s slowdown on the Global Economy: Modified GVAR Approach," MPRA Paper 72472, University Library of Munich, Germany, revised 11 Sep 2015.
    60. Andritzky, Jochen & Kassner, Bernhard & Reuter, Wolf Heinrich, 2016. "Propagation of changes in demand through international trade: Case study China," Working Papers 10/2016, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    61. Richard L. Bernal, 2015. "The Growing Economic Presence of China in the Caribbean," The World Economy, Wiley Blackwell, vol. 38(9), pages 1409-1437, September.
    62. Annari de Waal & Renee van Eyden, 2013. "The impact of economic shocks in the rest of the world on South Africa: Evidence from a global VAR," Working Papers 201328, University of Pretoria, Department of Economics.
    63. Ms. Carolina Osorio-Buitron & Ms. Filiz D Unsal, 2011. "Inflation Dynamics in Asia: Causes, Changes, and Spillovers From China," IMF Working Papers 2011/257, International Monetary Fund.
    64. Moisă ALTAR & Adrian IFRIM & Adam-Nelu ALTAR - SAMUEL, 2015. "Eastern Europe In The World Economy : A Global Var Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-26, September.
    65. Jean Paul Rabanal & Olga A. Rabanal, 2015. "The effects of Chinese competition and demand on Peruvian Exporters," Working Papers 30, Peruvian Economic Association.
    66. Almansour, Aseel & Aslam, Aqib & Bluedorn, John & Duttagupta, Rupa, 2015. "How vulnerable are emerging markets to external shocks?," Journal of Policy Modeling, Elsevier, vol. 37(3), pages 460-483.
    67. LaGarda, Guillermo & Manzano, Osmel & Prat, Jordi, 2015. "The Legacy of the Crisis: Policy Options in a Favorable Environment," MPRA Paper 72151, University Library of Munich, Germany.
    68. Fossati, Sebastian, 2014. "Output Growth and Commodity Prices in Latin America: What Has Changed?," Working Papers 2014-11, University of Alberta, Department of Economics.
    69. Gabriel Rodríguez & Renato Vassallo, 2022. "Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models," Documentos de Trabajo / Working Papers 2022-508, Departamento de Economía - Pontificia Universidad Católica del Perú.
    70. Ibrahim Bakari Hassan & M. Azali & Lee Chin & Wan N.W. Azman-Saini, 2017. "Macroeconomic linkages and international shock transmissions in East Asia: A global vector autoregressive approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1370772-137, January.
    71. Georgiadis, Georgios, 2015. "Examining asymmetries in the transmission of monetary policy in the euro area: Evidence from a mixed cross-section global VAR model," European Economic Review, Elsevier, vol. 75(C), pages 195-215.
    72. Dumrongrittikul, Taya & Anderson, Heather & Vahid, Farshid, 2019. "The global effects of productivity gains in Asian emerging economies," Economic Modelling, Elsevier, vol. 83(C), pages 127-140.
    73. Feldkircher, Martin & Korhonen, Iikka, 2012. "The rise of China and its implications for emerging markets: Evidence from a GVAR model," BOFIT Discussion Papers 20/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
    74. Andrea Colabella, 2021. "Do ECB's Monetary Policies Benefit EMEs? A GVAR Analysis on the Global Financial and Sovereign Debt Crises and Postcrises Period," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(2), pages 472-494, April.
    75. Cachanosky, Nicolas, 2014. "The effects of U.S. monetary policy on Colombia and Panama (2002–2007)," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 428-436.
    76. Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    77. Bertrand Gruss, 2014. "After the Boom–Commodity Prices and Economic Growth in Latin America and the Caribbean," IMF Working Papers 2014/154, International Monetary Fund.
    78. Ch. Buelens, 2013. "Decoupled and resilient? The changing role of emerging market economies in an interconnected world," Economic Review, National Bank of Belgium, issue ii, pages 23-39, September.
    79. Enrique A. López-Enciso & Hernando Vargas-Herrera & Norberto Rodríguez-Niño, 2016. "La estrategia de inflación objetivo en Colombia. Una visión histórica," Borradores de Economia 952, Banco de la Republica de Colombia.

  8. TengTeng Xu, 2012. "The Role of Credit in International Business Cycles," Staff Working Papers 12-36, Bank of Canada.

    Cited by:

    1. Dees, Stéphane, 2016. "Credit, asset prices and business cycles at the global level," Economic Modelling, Elsevier, vol. 54(C), pages 139-152.
    2. Seitz, Franz & Albuquerque, Bruno & Baumann, Ursel, 2015. "The Information Content Of Money And Credit For US Activity," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113066, Verein für Socialpolitik / German Economic Association.
    3. Alexander Chudik & M. Hashem Pesaran, 2014. "Theory and practice of GVAR modeling," Globalization Institute Working Papers 180, Federal Reserve Bank of Dallas.
    4. Kopoin, Alexandre, 2015. "Cross-border Banking, Spillover Effects and International Business Cycles," MPRA Paper 65515, University Library of Munich, Germany, revised 06 Apr 2015.
    5. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    6. Cesa-Bianchi, Ambrogio & Pesaran, M. Hashem & Rebucci, Alessandro & Xu, TengTeng, 2011. "China's Emergence in the World Economy and Business Cycles in Latin America," IZA Discussion Papers 5889, Institute of Labor Economics (IZA).
    7. International Monetary Fund, 2017. "Spain: Financial Sector Assessment Program-Technical Note-Interconnectedness and Spillover Analysis in Spain’s Financial System," IMF Staff Country Reports 2017/344, International Monetary Fund.
    8. Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi, 2015. "System estimation of GVAR with two dominants and network theory: Evidence for BRICs," Economic Modelling, Elsevier, vol. 51(C), pages 604-616.
    9. Milcheva, Stanimira, 2013. "Cross-country effects of regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5329-5345.
    10. Xue, Wenjun & Zhang, Liwen, 2019. "Revisiting the asymmetric effects of bank credit on the business cycle: A panel quantile regression approach," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
    11. Konstantinos N. Konstantakis & Panayotis G. Michaelides & Livia Chatzieleftheriou & Arsenios‐Georgios N. Prelorentzos, 2022. "Crisis and the Chinese miracle: A network—GVAR model," Bulletin of Economic Research, Wiley Blackwell, vol. 74(3), pages 900-921, July.
    12. Juan Guillermo Bedoya Ospina, 2017. "Ciclos de crédito, liquidez global y regímenes monetarios: una aproximación para América Latina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, vol. 78, February.
    13. Huidan Xue & Chenguang Li & Liming Wang & Wen-Hao Su, 2021. "Spatial Price Transmission and Price Dynamics of Global Butter Export Market under Economic Shocks," Sustainability, MDPI, vol. 13(16), pages 1-24, August.
    14. Samargandi, Nahla & Kutan, Ali M. & Sohag, Kazi & Alqahtani, Faisal, 2020. "Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    15. M. Hashem Pesaran & TengTeng Xu, 2013. "Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults," Staff Working Papers 13-19, Bank of Canada.
    16. Konstantakis, Konstantinos N. & Soklis, George & Michaelides, Panayotis G., 2017. "Tourism expenditures and crisis transmission: a general equilibrium GVAR analysis with network theory," LSE Research Online Documents on Economics 83531, London School of Economics and Political Science, LSE Library.
    17. Nina Biljanovska & Alexis Meyer-Cirkel, 2016. "Testing Shock Transmission Channels to Low-Income Developing Countries," IMF Working Papers 2016/102, International Monetary Fund.
    18. Mrs. Jana Bricco & Ms. TengTeng Xu, 2019. "Interconnectedness and Contagion Analysis: A Practical Framework," IMF Working Papers 2019/220, International Monetary Fund.
    19. Albuquerque, Bruno & Baumann, Ursel & Seitz, Franz, 2016. "What does money and credit tell us about real activity in the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 328-347.
    20. Donal Smith, 2016. "The International Impact of Financial Shocks: A Global VAR and Connectedness Measures Approach," Discussion Papers 16/07, Department of Economics, University of York.
    21. James Morley, 2016. "Macro-Finance Linkages," Journal of Economic Surveys, Wiley Blackwell, vol. 30(4), pages 698-711, September.
    22. Kopoin, Alexandre & Moran, Kevin & Paré, Jean-Pierre, 2014. "Bank Capital, Credit Market Frictions and International Shocks Transmission," MPRA Paper 65512, University Library of Munich, Germany, revised 10 Nov 2014.
    23. Samargandi, Nahla & Kutan, Ali M., 2016. "Private credit spillovers and economic growth: Evidence from BRICS countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 56-84.

  9. Pesaran, M. H. & Xu, T., 2011. "Business Cycle Effects of Credit and Technology Shocks in a DSGE Model with Firm Defaults," Cambridge Working Papers in Economics 1159, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Hollander, Hylton & Liu, Guangling, 2016. "The equity price channel in a New-Keynesian DSGE model with financial frictions and banking," Economic Modelling, Elsevier, vol. 52(PB), pages 375-389.
    2. Hristov, Nikolay & Hülsewig, Oliver, 2017. "Unexpected loan losses and bank capital in an estimated DSGE model of the euro area," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 161-186.
    3. Ivashchenko, S., 2013. "Dynamic Stochastic General Equilibrium Model with Banks and Endogenous Defaults of Firms," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 27-50.
    4. Franziska Bremus, 2011. "Financial Integration and Macroeconomic Stability: What Role for Large Banks?," Discussion Papers of DIW Berlin 1178, DIW Berlin, German Institute for Economic Research.

  10. Mr. Nathan Porter & Ms. TengTeng Xu, 2009. "What Drives China’s Interbank Market?," IMF Working Papers 2009/189, International Monetary Fund.

    Cited by:

    1. International Monetary Fund, 2012. "Republic of Poland: Selected Issues," IMF Staff Country Reports 2012/163, International Monetary Fund.
    2. 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.
    3. Dong He & Honglin Wang, 2013. "Monetary Policy and Bank Lending in China - Evidence from Loan-Level Data," Working Papers 162013, Hong Kong Institute for Monetary Research.
    4. Xiangnan Meng & Xin Deng, 2013. "Interest Rate and Foreign Exchange Sensitivity of Bank Stock Returns: Evidence from China," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 77-106, March - J.
    5. Nguyen, Vu Hong Thai & Boateng, Agyenim, 2015. "An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 63-72.
    6. Emanuele Campiglio, 2014. "Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy," GRI Working Papers 160, Grantham Research Institute on Climate Change and the Environment.
    7. 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.
    8. Thierry Apoteker, 2009. "La Chine : accélération des transformations et nouveaux défis," Revue d'Économie Financière, Programme National Persée, vol. 95(2), pages 207-228.
    9. de Bondt, Gabe & Peltonen, Tuomas A. & Santabárbara, Daniel, 2010. "Booms and busts in China's stock market: Estimates based on fundamentals," Working Paper Series 1190, European Central Bank.
    10. Yiyou Wang, 2016. "An Exploratory Study of Interest Rate Liberalization in Commercial Banks in China," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 5(4), pages 270-279, November.
    11. Makram El-Shagi & Lunan Jiang, 2017. "China Monetary Policy Transmission in China: Dual Shocks with Dual Bond Markets," CFDS Discussion Paper Series 2017/2, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    12. Mr. Nathan Porter & Mr. Nuno Cassola, 2011. "Understanding Chinese Bond Yields and their Role in Monetary Policy," IMF Working Papers 2011/225, International Monetary Fund.
    13. Willmott, Bryony, 2014. "Excess reserves, interbank markets and domestic money market intervention," MPRA Paper 57046, University Library of Munich, Germany.
    14. Thai V. H. Nguyen & Agyenim Boateng & Tra Thi Thu Pham, 2019. "Involuntary excess reserve and heterogeneous transmission of policy rates to bank lending rates in China," Empirical Economics, Springer, vol. 57(3), pages 1023-1044, September.
    15. Berkelmans, Leon & Kelly, Gerard & Sadeghian, Dena, 2016. "Chinese monetary policy and the banking system," Journal of Asian Economics, Elsevier, vol. 46(C), pages 38-55.
    16. Miss Yinqiu Lu, 2012. "What Drives the POLONIA Spread in Poland?," IMF Working Papers 2012/215, International Monetary Fund.
    17. Hoque, Hafiz & Mu, Shaolong, 2023. "Information spillover in Chinese hybrid IPO auctions," Journal of International Money and Finance, Elsevier, vol. 131(C).

Articles

  1. Nathan Porter & TengTeng Xu, 2016. "Money-Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions," International Journal of Central Banking, International Journal of Central Banking, vol. 12(1), pages 143-198, March.
    See citations under working paper version above.
  2. Alessandro Rebucci & Ambrogio Cesa-Bianchi & M. Hashem Pesaran & TengTeng Xu, 2012. "China's Emergence in the World Economy and Business Cycles in Latin America," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 1-75, January.
    See citations under working paper version above.Sorry, no citations of articles recorded.
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