The real consequences of financial stress: Evidence from China

首页 > 成果 > 详情

认领

导出

Link by DOI

反馈

作者信息关键词期刊信息基础信息归属信息摘要

成果类型：

期刊论文

作者：

Hueng, C. James*;Liu, Ping;Wang, Lirong

通讯作者：

Hueng, C. James

作者机构：

[Hueng, C. James] Western Michigan Univ, Dept Econ, Kalamazoo, MI 49008 USA.

[Hueng, C. James] Changsha Univ Sci & Technol, Sch Econ & Management, Changsha, Hunan, Peoples R China.

[Liu, Ping] Shanghai Lixin Univ Accounting & Finance, Sch Finance, Shanghai, Peoples R China.

[Wang, Lirong] Northeast Normal Univ, Sch Econ, Changchun, Jilin, Peoples R China.

[Wang, Lirong] Northeast Normal Univ, Sch Math & Stat, Key Lab Appl Stat, Minist Educ, Changchun, Jilin, Peoples R China.

通讯机构：

[Hueng, C. James] W

[Hueng, C. James] C

Western Michigan Univ, Dept Econ, Kalamazoo, MI 49008 USA.

Changsha Univ Sci & Technol, Sch Econ & Management, Changsha, Hunan, Peoples R China.

语种：

英文

关键词：

Financial stress;Threshold VAR;regime dependence;generalized impulse responses;Chinese real economy;C24;E44

期刊：

Journal of the Asia Pacific Economy

ISSN：

1354-7860

年：

2023

卷：

期：

页码：

855-872

DOI：

10.1080/13547860.2021.1897061

机构署名：

本校为通讯机构

院系归属：

经济与管理学院

摘要：

This paper uses a multi-regime threshold vector autoregressive model to investigate the asymmetric and nonlinear impacts of financial stress on China’s real economy in high- and low-stress regimes. Special attention is paid to the reliability of the measures of financial stress and real activities in China. We find that the response of China’s real economy to a financial stress shock is bigger in high-stress regimes than in low-stress regimes. The negative response to a positive shock is bigger than the positive response to a negative shock. ...

反馈

产权有误：本人成果被他人认领

数据有误：数据基本信息有误

归属有误：成果的院系归属、机构署名归属有误

其他原因：

验证码：

看不清楚，换一个

确定

取消

成果认领

标题：

用户	作者	通讯作者	--
	请选择	请选择	--

确定

取消

The real consequences of financial stress: Evidence from China

反馈

成果认领

提示

该栏目需要登录且有访问权限才可以访问