-
大陆成人直播
-
出版物展开 / 收起
sidenav background出版物
sidenav header backgroundCCER讨论稿：The Spillover of Macroeconomic Uncertainty between the U.S. and China
发布日期：2018-04-01 09:53 来源：大陆成人直播-成人直播中文
E2018012 2018-04-01
Zhuo Huang Chen Tong Han Qiu Yan Shen
National School of Development, Peking University
Abstract
We investigate the spillover of macroeconomic uncertainty between the U.S. and China since 2002. Following the method of Jurado et al. (2015), we construct a monthly aggregate macroeconomic uncertainty index for China from 224 economic variables. The Granger causality test suggests a unidirectional spillover of macroeconomic uncertainty from the U.S. to China. The U.S. uncertainty has significant dynamic effects on China’s major economic variables that are even larger than the effects of China’s own uncertainty.
讨论稿下载 E2018012a
大陆成人直播 官方微信
Copyright© 1994-2012 大陆成人直播-成人直播中文 版权所有, 京ICP备05065075号-1
保留所有权利，不经允许请勿挪用
-
大陆成人直播
-
出版物展开 / 收起
sidenav background出版物
sidenav header backgroundCCER讨论稿：The Spillover of Macroeconomic Uncertainty between the U.S. and China
发布日期：2018-04-01 09:53 来源：大陆成人直播-成人直播中文
E2018012 2018-04-01
Zhuo Huang Chen Tong Han Qiu Yan Shen
National School of Development, Peking University
Abstract
We investigate the spillover of macroeconomic uncertainty between the U.S. and China since 2002. Following the method of Jurado et al. (2015), we construct a monthly aggregate macroeconomic uncertainty index for China from 224 economic variables. The Granger causality test suggests a unidirectional spillover of macroeconomic uncertainty from the U.S. to China. The U.S. uncertainty has significant dynamic effects on China’s major economic variables that are even larger than the effects of China’s own uncertainty.
讨论稿下载 E2018012a
访问学者申请
EMAIL
北京大学
ENGLISH
