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
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327207 |
| Date | January 2010 |
| Contributors | Leung, Pak Ho., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, 99 leaves : ill. ; 30 cm. |
| Coverage | China, China |
| Rights | Use 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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