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Data · dataset · 2026

Replication Data for: Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies

Listed in Teesside University Research Data Repository

Description This repository contains the replication data and code for the paper regarding Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies.

Description

The package includes the necessary datasets and scripts to reproduce all empirical results. The replication package is organized into two main software environments: Stata (for descriptive statistics and unit root tests) and MATLAB (for SVAR, Sign-Restricted SVAR, and TVP-SV-VAR modeling).

Software Requirements Stata: Version 18 or later (Standard StataMP is sufficient; no specialized community packages required). MATLAB: R2022b or later. Toolbox Required: Statistics Toolbox,Parallel Computing Toolbox and Machine Learning Toolbox

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Provenance · 1 source records, 9 field assertions
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Teesside University Research Data Repositoryoai:data.mendeley.com/bwdm739j7c.417 h agoJSON v1
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concepts[field].anzsrc:field:350202mapping · researchdata tees ac ukvocabulary-mapper@1.0.0keywords['Finance']
concepts[field].anzsrc:field:380112mapping · researchdata tees ac ukvocabulary-mapper@1.0.0keywords['Macroeconomics']
concepts[field].local:field:earth-environmentalmapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
concepts[field].local:field:economics-financemapping · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
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publication_datesource · researchdata tees ac ukconnector:researchdata_tees_ac_uk@1.0.0
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