Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks

Volume: 62, Pages: 61 - 69
Published: Feb 1, 2017
Abstract
The paper empirically analyzes the effect of positive oil price shocks on China's economy, having special interest in the response of the Chinese interest rate to those shocks. Using different econometric models, i) a time-varying parameter structural vector autoregression (TVP SVAR) model with short-run identifying restrictions, ii) a structural VAR (SVAR) model with the short-run identifying restrictions, and iii) a VAR model with...
Paper Details
Title
Oil price shocks and China's economy: Reactions of the monetary policy to oil price shocks
Published Date
Feb 1, 2017
Volume
62
Pages
61 - 69
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.