IDEAS home Printed from https://ideas.repec.org/e/pts190.html
   My authors  Follow this author

Andrew Tsang
(Andrew Tsang)

Personal Details

First Name:Andrew
Middle Name:
Last Name:Tsang
Suffix:
RePEc Short-ID:pts190

Affiliation

Fachbereich Volkswirtschaftslehre
Universität Hamburg

Hamburg, Germany
https://www.wiso.uni-hamburg.de/fachbereich-vwl.html

: +49 (0)40 / 4123-1
49 (0)40 / 4123-6322
Von-Melle-Park 5, 20146 Hamburg
RePEc:edi:fwhamde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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 Economies in Transition.
  2. Funke, Michael & Tsang, Andrew & Zhu, Linxu, 2018. "Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China," BOFIT Discussion Papers 18/2018, Bank of Finland, Institute for Economies in Transition.
  3. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2018. "The RMB Central Parity Formation Mechanism: August 2015 to December 2016," GRU Working Paper Series GRU_2018_010, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  4. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
  5. Chen, Hongyi & Funke, Michael & Lozev, Ivan & Tsang, Andrew, 2017. "To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China," BOFIT Discussion Papers 3/2017, Bank of Finland, Institute for Economies in Transition.
  6. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China’s time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland, Institute for Economies in Transition.
  7. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland, Institute for Economies in Transition.
  8. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," Working Papers 102016, Hong Kong Institute for Monetary Research.
  9. Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.
  10. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series 5963, CESifo Group Munich.
  11. Hongyi Chen & Michael Funke & Andrew Tsang, 2016. "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers 152016, Hong Kong Institute for Monetary Research.
  12. Dong He & Eric Wong & Andrew Tsang & Kelvin Ho, 2015. "Asynchronous Monetary Policies and International Dollar Credit," Working Papers 192015, Hong Kong Institute for Monetary Research.
  13. Eric Wong & Kelvin Ho & Andrew Tsang, 2015. "Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong," Working Papers 202015, Hong Kong Institute for Monetary Research.
  14. Eric Wong & Andrew Tsang & Steven Kong, 2014. "How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong," Working Papers 032014, Hong Kong Institute for Monetary Research.
  15. Eric Wong & Andrew Tsang & Steven Kong, 2014. "Implications of Liquidity Management of Global Banks for Host Countries - Evidence from Foreign Bank Branches in Hong Kong," Working Papers 212014, Hong Kong Institute for Monetary Research.
  16. Li-gang Liu & Andrew Tsang, 2008. "Exchange Rate Pass-Through to Domestic Inflation in Hong Kong," Working Papers 0802, Hong Kong Monetary Authority.
  17. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "Hong Kong's Consumption Function Revisited," Working Papers 0716, Hong Kong Monetary Authority.
  18. Li-gang Liu & Laurent Pauwels & Andrew Tsang, 2007. "How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption," Working Papers 0720, Hong Kong Monetary Authority.
  19. Daryl Ho & Jimmy Shek & Andrew Tsang, 2006. "Estimating Demand for Narrow Money and Broad Money," Working Papers 0602, Hong Kong Monetary Authority.
  20. Joanna Shi & Andrew Tsang, 2006. "Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China," Working Papers 0607, Hong Kong Monetary Authority.
  21. Li-gang Liu & Jian Chang & Andrew Tsang, 2006. "Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach," Working Papers 0603, Hong Kong Monetary Authority.
  22. Chang Shu & Andrew Tsang, 2005. "Adjusting For The Chinese New Year: An Operational Approach," Working Papers 0522, Hong Kong Monetary Authority.

Articles

  1. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
  2. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks ¡V Evidence from Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 19(1), pages 120-149.
  3. Eric Wong & Andrew Tsang & Steven Kong, 2015. "International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(3), pages 515-541, November.
  4. Wong, Eric & Ho, Kelvin & Tsang, Andrew, 2015. "Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(2), pages 93-102.
  5. Ligang Liu & Andrew Tsang, 2008. "Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 22-34, November.

Citations

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

Working papers

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

    Cited by:

    1. Cho-Hoi Hui & Chi-Fai Lo, 2018. "A simple explanation of biased movements of renminbi exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-12, December.

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

    Cited by:

    1. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Center for European, Governance and Economic Development Research Discussion Papers 326, University of Goettingen, Department of Economics.
    2. Kunze, Frederik & Basse, Tobias & Wegener, Christoph & Spiwoks, Markus, 2018. "The emergence of the RMB: A "New Normal" for China's exchange rate system?," Center for European, Governance and Economic Development Research Discussion Papers 348, University of Goettingen, Department of Economics.

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

    Cited by:

    1. Huang, Jiayi & Matthews, Kent & Zhou, Peng, 2019. "What Causes Chinese Listed Firms To Switch Bank Loan Provider? Evidence From A Survival Analysis," Cardiff Economics Working Papers E2019/14, Cardiff University, Cardiff Business School, Economics Section.
    2. Klingelhöfer, Jan & Sun, Rongrong, 2019. "Macroprudential policy, central banks and financial stability: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 19-41.
    3. 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.
    4. Rongrong Sun, 2018. "Requiem for the Interest-Rate Controls in China," CFDS Discussion Paper Series 2018/4, Center for Financial Development and Stability at Henan University, Kaifeng, Henan, China.
    5. Angrick, Stefan & Naoyuki, Yoshino, 2018. "From window guidance to interbank rates : Tracing the transition of monetary policy in Japan and China," BOFIT Discussion Papers 4/2018, Bank of Finland, Institute for Economies in Transition.

  4. Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew, 2017. "Mapping China’s time-varying house price landscape," BOFIT Discussion Papers 21/2017, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas, revised 01 May 2018.
    2. Michael Funke & Petar Mihaylovski & Adrian Wende, 2018. "Out of Sync Subnational Housing Markets and Macroprudential Policies," CESifo Working Paper Series 6887, CESifo Group Munich.

  5. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," Working Papers 102016, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
    2. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    3. Kunze, Frederik & Basse, Tobias & Wegener, Christoph & Spiwoks, Markus, 2018. "The emergence of the RMB: A "New Normal" for China's exchange rate system?," Center for European, Governance and Economic Development Research Discussion Papers 348, University of Goettingen, Department of Economics.

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

    Cited by:

    1. Galina Hale & Stefan Avdjiev, 2018. "U.S. Monetary Policy and Fluctuations of International Bank Lending," Working Paper Series 2018-2, Federal Reserve Bank of San Francisco, revised 11 Jan 2018.
    2. Chong, Terence Tai Leung & Wu, Zhang, 2018. "Price Rigidity in China: Empirical Results at Home and Abroad," MPRA Paper 92013, University Library of Munich, Germany.

  7. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2016. "The Renminbi Central Parity: An Empirical Investigation," CESifo Working Paper Series 5963, CESifo Group Munich.

    Cited by:

    1. Yin-Wong Cheung & Cho-Hoi Hui & Andrew Tsang, 2017. "The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis," Working Papers 062017, Hong Kong Institute for Monetary Research.
    2. Daniela Marconi, 2016. "Currency co-movements in Asia-Pacific: the regional role of the renminbi," Questioni di Economia e Finanza (Occasional Papers) 341, Bank of Italy, Economic Research and International Relations Area.
    3. Funke, Michael & Loermann, Julius & Tsang, Andrew, 2017. "The information content in the offshore Renminbi foreign-exchange option market : Analytics and implied USD/CNH densities," BOFIT Discussion Papers 15/2017, Bank of Finland, Institute for Economies in Transition.
    4. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019. "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper 2019-8, Federal Reserve Bank of Atlanta.
    5. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    6. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," Center for European, Governance and Economic Development Research Discussion Papers 326, University of Goettingen, Department of Economics.
    7. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2017. "The Renminbi central parity : An empirical investigation," BOFIT Discussion Papers 7/2017, Bank of Finland, Institute for Economies in Transition.
    8. Cho-Hoi Hui & Chi-Fai Lo, 2018. "A simple explanation of biased movements of renminbi exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(04), pages 1-12, December.

  8. Hongyi Chen & Michael Funke & Andrew Tsang, 2016. "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers 152016, Hong Kong Institute for Monetary Research.

    Cited by:

    1. Hongyi Chen & Michael Funke & Andrew Tsang, 2016. "The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China," Working Papers 152016, Hong Kong Institute for Monetary Research.

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

    Cited by:

    1. Carolina Osorio Buitron & Esteban Vesperoni, 2015. "Big Players Out of Synch; Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 15/215, International Monetary Fund.
    2. Hongyi Chen & Andrew Tsang, 2016. "The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach," Working Papers 092016, Hong Kong Institute for Monetary Research.
    3. Vladyslav Sushko & Claudio Borio & Robert Neil McCauley & Patrick McGuire, 2016. "The failure of covered interest parity: FX hedging demand and costly balance sheets," BIS Working Papers 590, Bank for International Settlements.
    4. Claudio Borio & Robert Neil McCauley & Patrick McGuire & Vladyslav Sushko, 2016. "Covered interest parity lost: understanding the cross-currency basis," BIS Quarterly Review, Bank for International Settlements, September.

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

    Cited by:

    1. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    2. Alberto Cardaci & Francesco Saraceno, 2019. "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 953-971, April.
    3. Michael Funke & Michael Paetz, 2018. "Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 23(4), pages 632-657, October.

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

    Cited by:

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

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

    Cited by:

    1. Buch, Claudia M. & Goldberg, Linda, 2014. "International banking and liquidity risk transmission: Lessons from across countries," Discussion Papers 17/2014, Deutsche Bundesbank.
    2. Simon Kwan & Eric T.C. Wong & Cho-hoi Hui, 2015. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Papers 022015, Hong Kong Institute for Monetary Research.
    3. Simon H. Kwan & Cho-hoi Hui & Wong, Eric T.C., 2014. "The International Transmission of Shocks: Foreign Bank Branches in Hong Kong during Crises," Working Paper Series 2014-25, Federal Reserve Bank of San Francisco.

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

    Cited by:

    1. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    2. Holz, Carsten A. & Mehrotra, Aaron, 2014. "Wage and price dynamics in a large emerging economy: : The case of China," BOFIT Discussion Papers 3/2014, Bank of Finland, Institute for Economies in Transition.
    3. Pym Manopimoke, 2012. "Hong Kong Inflation Dynamics: Trend and Cycle Relationships with the U.S. and China," Working Papers 232012, Hong Kong Institute for Monetary Research.
    4. Siang Meng Tan & Joey Chew & Sam Ouliaris, 2011. "Exchange Rate Pass-Through Over the Business Cycle in Singapore," IMF Working Papers 11/141, International Monetary Fund.
    5. Matthew Kofi Ocran, 2010. "Exchange Rate Pass-Through To Domestic Prices: The Case of South Africa," Prague Economic Papers, University of Economics, Prague, vol. 2010(4), pages 291-306.
    6. Carsten A. Holz & Aaron Mehrotra, 2016. "Wage and Price Dynamics in China," The World Economy, Wiley Blackwell, vol. 39(8), pages 1109-1127, August.
    7. Arintoko, 2011. "Exchange rate pass-through, import prices and inflation under structural breaks," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 3(1), pages 55-75, April.
    8. Ligang Liu & Andrew Tsang, 2008. "Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 16(6), pages 22-34, November.
    9. Sanusi, Aliyu Rafindadi, 2010. "Exchange rate pass-through to consumer prices in Ghana: Evidence from structural vector auto-regression," MPRA Paper 29491, University Library of Munich, Germany.

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

    Cited by:

    1. Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1), pages 316-334.

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

    Cited by:

    1. Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1), pages 316-334.

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

    Cited by:

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

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

    Cited by:

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

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

    Cited by:

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

Articles

  1. Cheung, Yin-Wong & Hui, Cho-Hoi & Tsang, Andrew, 2018. "The RMB central parity formation mechanism: August 2015 to December 2016," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 223-243.
    See citations under working paper version above.
  2. Eric Wong & Andrew Tsang & Steven Kong, 2016. "How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks ¡V Evidence from Hong Kong," International Real Estate Review, Asian Real Estate Society, vol. 19(1), pages 120-149.

    Cited by:

    1. Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
    2. Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
    3. Tommy Wu & Michael Cheng & Ken Wong, 2017. "Bayesian analysis of Hong Kong's housing price dynamics," Pacific Economic Review, Wiley Blackwell, vol. 22(3), pages 312-331, August.

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

    Cited by:

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

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

    Cited by:

    1. Cardaci, Alberto, 2018. "Inequality, household debt and financial instability: An agent-based perspective," Journal of Economic Behavior & Organization, Elsevier, vol. 149(C), pages 434-458.
    2. Hong Kong Monetary Authority, 2017. "Hong Kong’s property market and macroprudential measures," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential policy frameworks, implementation and relationships with other policies, volume 94, pages 141-152, Bank for International Settlements.
    3. Alberto Cardaci & Francesco Saraceno, 2019. "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, vol. 57(2), pages 953-971, April.
    4. Michael Funke & Michael Paetz, 2018. "Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong," Pacific Economic Review, Wiley Blackwell, vol. 23(4), pages 632-657, October.

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

    Cited by:

    1. Chi Wei Su & Heng-Guo Zhang & Hsu-Ling Chang & Rui Nian, 2016. "Is exchange rate stability beneficial for stabilizing consumer prices in China?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(6), pages 857-879, September.
    2. Al-Shawarby, Sherine & Selim, Hoda, 2012. "Are international food price spikes the source of Egypt's high inflation ?," Policy Research Working Paper Series 6177, The World Bank.
    3. Nagayasu, Jun, 2009. "Regional Inflation in China," MPRA Paper 24722, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

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

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Andrew Tsang
(Andrew Tsang) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.