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  1. 1. An Analysis of Financial Stress in the Chinese Economy: A TVAR Approach

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Oskar Landgren; Jack Crooks; [2018]
    Keywords : Financial Stress; TVAR; Nonlinearities; China; Business and Economics;

    Abstract : In this paper, we look to develop understanding of the nature and potential impact of financial stress and fiscal shocks in the Chinese economy, examining how such stress spreads through the economy and how monetary policy can exaggerate or mitigate the resultant effects. In order to do so, we construct a TVAR model on Chinese quarterly data. READ MORE