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Money-output Granger causal dynamics in China

Wang, Xia; Zheng, Tingguo; Zhu, Yanli - In: Economic modelling 43 (2014), pp. 192-200

Persistent link: https://www.econbiz.de/10010502180

Estimating forward-looking rules for China's Monetary Policy : a regime-switching perspective

Zheng, Tingguo; Wang, Xia; Guo, Huiming - In: China economic review : an international journal 23 (2012) 1, pp. 47-59

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An extensive study on Markov switching models with endogenous regressors

Wang, Xia; Shang, Yuhuang; Zheng, Tingguo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 403-418

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Estimating forward-looking rules for China's Monetary Policy: A regime-switching perspective

ZHENG, Tingguo; WANG, Xia; GUO, Huiming - In: China economic review : an international journal 23 (2012) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10009817349

Estimating forward-looking rules for China's Monetary Policy: A regime-switching perspective

ZHENG, Tingguo; WANG, Xia; GUO, Huiming - In: China Economic Review 23 (2012) 1, pp. 47-59

This paper introduces a regime-switching forward-looking Taylor rule to describe the monetary policy behavior and considers its estimation using a two-step MLE procedure due to Kim and Nelson (2006), Kim (2009) and Zheng and Wang (2010). By doing an empirical analysis on quarterly data for China...

Persistent link: https://www.econbiz.de/10010578009