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Essays on monetary policy and macroeconomic volatility in China.

Ch. 1. Factor-augmented VAR analysis of the monetary policy in China -- Ch. 2. The time-varying volatillity of Chinese macroeconomic fluctuations. / Leung, Pak Ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references. / Abstracts in English and Chinese. / COVER PAGE --- p.1 / ACKNOWLEDGEMENT --- p.2 / TABLE OF CONTENTS --- p.4 / LIST OF FIGURES AND TABLES --- p.6 / ABSTRACT OF CHAPTER I --- p.9 / Chapter 1. --- INTRODUCTION --- p.11 / Chapter 2. --- FEATURES OF POST-CRISIS CHINESE MONETARY POLICY --- p.13 / Chapter 2.1. --- LIBERALIZATION OF CHINA'S MONETARY POLICY IN RECENT YEARS --- p.14 / Chapter 2.2. --- MONETARY POLICY INSTRUMENTS AND TRANSMISSION MECHANISMS --- p.14 / Chapter 2.3. --- EXCHANGE RATE REFORM AND MONETARY POLICY --- p.17 / Chapter 2.4. --- EFFECTS OF MONETARY POLICY ON INDUSTRIAL PRODUCTION AND INFLATION --- p.18 / Chapter 3. --- METHODOLOGY --- p.20 / Chapter 4. --- DATA DESCRIPTION --- p.22 / Chapter 5. --- EMPIRICAL RESULTS --- p.23 / Chapter 5.1 . --- ESTIMATION OF FAVAR WITH REPO RATE AS INSTRUMENT --- p.24 / Chapter 5.2. --- ESTIMATION OF FAVAR WITH BENCHMARK RATE AS INSTRUMENT --- p.25 / Chapter 5.3. --- ESTIMATION OF FAVAR WITH MONETARY FACTOR AS INSTRUMENT --- p.26 / Chapter 5.4. --- ESTIMATION OF FAVAR WITH TOTAL LOAN AS INSTRUMENT --- p.27 / Chapter 5.5. --- ESTIMATION OF FAVAR WITH M2 AS INSTRUMENT --- p.28 / Chapter 5.6. --- POLICY DISCUSSION --- p.29 / Chapter 6. --- CONCLUSIO N --- p.31 / Chapter 7. --- REFERENCE S --- p.32 / Chapter 8. --- APPENDIX --- p.36 / ABSTRACT OF CHAPTER II --- p.60 / Chapter 1. --- INTRODUCTION --- p.62 / Chapter 2. --- OVERVIEW OF CHINESE ECONOMIC PERFORMANCE --- p.64 / Chapter 2.1. --- VOLATILITY OF THE CHINESE MACROECONOMY --- p.64 / Chapter 2.2. --- TESTS OF PARAMETER STABILITY --- p.66 / Chapter 2.2. --- HYPOTHESIS OF ECONOMIC MODERATION --- p.67 / Chapter 3. --- FREQUENCY DOMAIN ANALYSIS --- p.69 / Chapter 3.1 --- ESTIMATION FRAMEWORK --- p.70 / Chapter 3.2. --- ESTIMATION RESULTS --- p.72 / Chapter 4. --- VECTOR AUTOREGRESSION ANALYSIS --- p.75 / Chapter 4.1 --- ESTIMATION RESULTS --- p.70 / Chapter 5. --- CONCLUSION --- p.78 / Chapter 6. --- REFERENCES --- p.80 / Chapter 7. --- APPENDIX --- p.84

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327207
Date January 2010
ContributorsLeung, Pak Ho., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, 99 leaves : ill. ; 30 cm.
CoverageChina, China
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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