<b>Fintech, the Interest Rate Channel, and Monetary </b><b>P</b><b>olicy </b><b>T</b><b>ransmission </b><b>E</b><b>ffects</b><b>—System GMM Estimation Based on Dynamic Panel Data of Chinese Firms</b>

<p dir="ltr">This dataset supports the empirical analysis in the paper <i>“Fintech, the Interest Rate Channel, and Monetary Policy Transmission Effects — System GMM Estimation Based on Dynamic Panel Data of Chinese Firms.”</i> It contains firm-level panel data for Chinese A-share-listed companies from 2015 to 2024 and is used to examine how fintech affects monetary policy transmission effects through the interest rate channel.</p><p dir="ltr">The dataset includes measures of fintech development, monetary policy-induced interest rate changes, corporate investment, firm-level controls, the capital market information environment, corporate financing conditions, the term structure of interest rates, bank loan supply, and firms’ external financing.

It supports the system GMM estimation, asymmetric policy analysis, panel threshold analysis, mechanism tests, and the extended analysis of the credit channel conducted in the paper.</p><p dir="ltr">The data are provided to facilitate research transparency, reproducibility, and further studies on fintech and monetary policy transmission effects.</p>