Abstract The People's Bank of China (PBoC) has implemented numerous measures to
cushion the impacts of the COVID-19 health crisis on the Chinese economy. Since the …

Analyzing monetary policy in China is not straightforward because the People's Bank of
China (PBoC) implements policy by using more than one instrument. In this paper we use a …

This paper studies the effects of world oil price uncertainty on China's economy from both
empirical and theoretical angles. First, we use a vector autoregression model with stochastic …

We study the transmission of conventional monetary policy in China, focusing on the
interaction between monetary and fiscal policy given the unique institutional set-up for …

This article aims to determine what drives the price of Bitcoin. To achieve this aim, a large
set of data is analysed using VEC models augmented by factors representing unobservable …

We explore the role of interest rates in monetary policy transmission in China in the context
of its multiple instrument setting. In doing so, we construct a new series of monetary policy …

This paper examines the individual effect of the channels of monetary transmission (the
asset price channel, the credit channel, the interest rate channel, and the exchange rate …

This paper examines the impact of monetary policy on the economic development by using
annual time series data from 1989-2016. The unit root testing result suggests that all …

We investigate the spillover of macroeconomic uncertainty between the US and China since
2002. Following Jurado et al.(2015), we construct a monthly aggregate macroeconomic …

We propose a new measure of uncertainty about the monetary policy of the People's Bank of
China (PBOC). The uncertainty index is extracted from the reporting about the PBOC's …