Advanced search
Publication Cover
Applied Economics Letters Volume 24, 2017 - Issue 8
Submit an article Journal homepage
564
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

US monetary policy shocks and the Chinese economy: a GVAR approach

Yujiang BiShanghai Lixin University of Commerce, Shanghai, China
&
Sajid AnwarShanghai Lixin University of Commerce, Shanghai, China;School of Business, University of the Sunshine Coast, Maroochydore DC, Queensland, Australia;School of Commerce, University of South Australia, AdelaideAustraliaCorrespondence[email protected]
Pages 553-558 | Published online: 26 Jul 2016

References

  • Chudik, A., and M. Fratzscher. 2011. “Identifying the Global Transmission of the 2007–2009 Financial Crisis in a GVAR Model.” European Economic Review 55: 325–339. doi:10.1016/j.euroecorev.2010.12.003.
  • Dees, S. 2016. “Credit, Asset Prices and Business Cycles at the Global Level.” Economic Modelling 54: 139–152. doi:10.1016/j.econmod.2015.12.027.
  • Dooley, M., and M. Hutchison. 2009. “Transmission of the US Subprime Crisis to Emerging Markets: Evidence on the Decoupling-recoupling Hypothesis.” Journal of International Money and Finance 28: 1331–1349. doi:10.1016/j.jimonfin.2009.08.004.
  • Ehrmann, M., and M. Fratzscher. 2009. “Global Financial Transmission of Monetary Policy Shocks.” Oxford Bulletin of Economics and Statistics 71 (6): 739–759. doi:10.1111/obes.2009.71.issue-6.
  • Garratt, A., K. Lee, and K. Shields. 2016. “Forecasting Global Recessions in a GVAR Model of Actual and Expected Output.” International Journal of Forecasting 32: 374–390. doi:10.1016/j.ijforecast.2015.08.004.
  • Maćkowiak, B. 2007. “External Shocks, US Monetary Policy and Macroeconomic Fluctuations in Emerging Markets.” Journal of Monetary Economics 54: 2512–2520. doi:10.1016/j.jmoneco.2007.06.021.
  • Noya, N., B. Lanzilotta, and G. Zunino. 2015. “Macroeconomic Challenges for MERCOSUR Countries in the Post-Crises Scenario: A GVAR Approach.” Revista de Economia 22 (2): 63–100.
  • Osorio, C., and D. F. Unsal. 2013. “Inflation Dynamics in Asia: Causes, Changes, and Spillovers from China.” Journal of Asian Economics 24: 26–40. doi:10.1016/j.asieco.2012.10.007.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.