Showing 1 - 10 of 201
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005823523
We present a new composite leading indicator of economic activity in mainland China, es-timated using a dynamic factor …
Persistent link: https://www.econbiz.de/10005419594
Given that the value of China s currency has been hot topic recently, this paper explores the equilibrium levels of … China s real and nominal exchange rates.Employing a Johansen cointegration framework, we focus on the behavioral equilibrium …
Persistent link: https://www.econbiz.de/10012148475
We present a new composite leading indicator of economic activity in mainland China, estimated using a dynamic factor …
Persistent link: https://www.econbiz.de/10012148509
Given that the value of China’s currency has been hot topic recently, this paper explores the equilibrium levels of … China’s real and nominal exchange rates. Employing a Johansen cointegration framework, we focus on the behavioral …
Persistent link: https://www.econbiz.de/10005648633
The recent increase in China's house prices at the national level masks tremendous variation at the city level – a … feature largely overlooked in the macroprudential literature. This paper measures the evolving heterogeneity in China's house … China's city-level housing price synchronization. The estimates indicate an increasing synchronization leading up to 2015 …
Persistent link: https://www.econbiz.de/10012862660
The recent increase in China's house prices at the national level masks tremendous variation at the city level – a … feature largely overlooked in the macroprudential literature. This paper considers the evolving heterogeneity in China's house … novel regime-switching modelling approach to estimate the time-varying patterns of China's city-level housing price …
Persistent link: https://www.econbiz.de/10012929184
We analyse volatility spillovers between the on- and offshore (CNY and CNH) Renminbi exchange rates towards the US dollar (USD). The volatility impulse response (VIRF) methodology introduced by Hafner and Herwatz (2006) is applied to several shocks between January 2012 and December 2019....
Persistent link: https://www.econbiz.de/10012294928
Persistent producer price deflation in China and other Asian economies has become a genuine concern for policymakers …. In August 2016, China's producer prices were down 12.4 percent from their peak in 2011, following a 54-month stretch of …, low commodity prices, spillover effects from China, and exchange rate pass-through. With China at the heart of the region …
Persistent link: https://www.econbiz.de/10012935638
The recent increase in China's house prices at the national level masks tremendous variation at the city level – a … feature largely overlooked in the macroprudential literature. This paper considers the evolving heterogeneity in China's house … a novel regime-switching modelling approach to estimate the time-varying patterns of China's city-level housing price …
Persistent link: https://www.econbiz.de/10012900441