Constructing quarterly Chinese time series usable for macroeconomic analysis
Year of publication: |
2024
|
---|---|
Authors: | Chen, Kaiji ; Higgins, Patrick ; Zha, Tao |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103052, p. 1-18
|
Subject: | Consumption subcomponents | Distinct regimes | GDP components | Quarterly data | Shock heteroskedasticity | SVAR | Volatility | Zeitreihenanalyse | Time series analysis | Schock | Shock | VAR-Modell | VAR model | Volatilität | China | Nationaleinkommen | National income |
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