Constructing quarterly Chinese time series usable for macroeconomic analysis
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DOI: 10.1016/j.jimonfin.2024.103052
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- Kaiji Chen & Patrick C. Higgins & Tao Zha, 2024. "Constructing Quarterly Chinese Time Series Usable for Macroeconomic Analysis," NBER Working Papers 32087, National Bureau of Economic Research, Inc.
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Cited by:
- Lv, Mengdi & Jiao, Shoukun & Ye, Shiqi & Song, Hongmei & Xu, Jiexin & Ye, Wuyi, 2024. "Assessing time-varying risk in China’s GDP growth," Economics Letters, Elsevier, vol. 242(C).
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More about this item
Keywords
Quarterly data; GDP components; Consumption subcomponents; Volatility; SVAR; Distinct regimes; Shock heteroskedasticity;All these keywords.
JEL classification:
- C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
- E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
Statistics
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