This article investigates the dynamic and long-run relationships between the monetary policy and asset prices in China using monthly data from June 2005 to February 2012. Johansen's cointegration approach based on the Vector Autoregression (VAR) and the Granger causality test are used to...

This paper investigates the dynamic and long-run relationships between monetary policy and asset prices in China using monthly data from June 2005 to September 2010. Johansen’s cointegration approach based on vector autoregression (VAR) and Granger causality test are used to identify the...

This paper investigates the dynamic and long-run relationships between monetary policy and asset prices in China using monthly data from June 2005 to September 2010. Johansen's cointegration approach based on vector autoregression (VAR) and Granger causality test are used to identify the...