Constructing Quarterly Chinese Time Series Usable for Macroeconomic Analysis

Kaiji Chen, Patrick Higgins and Tao Zha

No 32087, NBER Working Papers from National Bureau of Economic Research, Inc

Abstract: During episodes such as the global financial crisis and the Covid-19 pandemic, China experienced notable fluctuations in its GDP growth and key expenditure components. To explore the primary sources of these fluctuations, we construct a comprehensive dataset of GDP and its components in both nominal and real terms at a quarterly frequency. Applying two SVAR models to this dataset, we uncover the principal drivers of China's economic fluctuations across different episodes. In particular, our findings underscore the distinct impacts of consumption-constrained shocks on household consumption and its various subcomponents throughout the Covid-19 pandemic.

JEL-codes: C82 E02 (search for similar items in EconPapers)
Date: 2024-01
New Economics Papers: this item is included in nep-cna
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Published as Kaiji Chen & Patrick Higgins & Tao Zha, 2024. "Constructing Quarterly Chinese Time Series Usable for Macroeconomic Analysis," Journal of International Money and Finance, .

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Journal Article: Constructing quarterly Chinese time series usable for macroeconomic analysis (2024)
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