The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach
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- 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.
- Hyeongwoo Kim & Wen Shi, 2016. "The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach," Auburn Economics Working Paper Series auwp2016-14, Department of Economics, Auburn University.
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More about this item
Keywords
Monetary Policy; People's Bank of China; Ordered Probit Model; Deposit Rate; Lending Rate; In-Sample Fit; Out-of-Sample Forecast;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-10-22 (Central Banking)
- NEP-CNA-2014-10-22 (China)
- NEP-DCM-2014-10-22 (Discrete Choice Models)
- NEP-MAC-2014-10-22 (Macroeconomics)
- NEP-MON-2014-10-22 (Monetary Economics)
- NEP-TRA-2014-10-22 (Transition Economics)
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