Modelling the impact of aggregate financial shocks external to the Chinese economy
(2012)
Preprint / Working Paper
Qin, D., & He, X. Modelling the impact of aggregate financial shocks external to the Chinese economy. Helsinki
Ways of extracting financial condition indices (FCI) are explored and alternative FCIs external to the Chinese economy are constructed to model their predictive content. The exploration aims at highlighting the rich and varied dynamic features of fin... Read More about Modelling the impact of aggregate financial shocks external to the Chinese economy.