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Details about Andrew Tsang

Workplace:ASEAN+3 Macroeconomic Research Office (AMRO), (more information at EDIRC)

Access statistics for papers by Andrew Tsang.

Last updated 2024-02-06. Update your information in the RePEc Author Service.

Short-id: pts190


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Working Papers

2021

  1. Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy
    WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2021) Downloads

2020

  1. The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (3)
    See also Journal Article The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment, Economic Modelling, Elsevier (2020) Downloads View citations (5) (2020)
  2. Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads
    See also Journal Article Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets, Review of International Economics, Wiley Blackwell (2022) Downloads View citations (1) (2022)

2019

  1. Mapping China’s time-varying house price landscape
    Working Papers, Banco de España Downloads View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2017) Downloads

    See also Journal Article Mapping China’s time-varying house price landscape, Regional Science and Urban Economics, Elsevier (2019) Downloads View citations (2) (2019)
  2. Monetary policy shocks and peer-to-peer lending in China
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (1)
  3. The direction and intensity of China's monetary policy conduct: A dynamic factor modelling approach
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (2)

2018

  1. Not all cities are alike: House price heterogeneity and the design of macro-prudential policies in China
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (1)
  2. The RMB Central Parity Formation Mechanism: August 2015 to December 2016
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit Downloads
    See also Journal Article The RMB central parity formation mechanism: August 2015 to December 2016, Journal of International Money and Finance, Elsevier (2018) Downloads View citations (15) (2018)

2017

  1. The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
  2. The Renminbi central parity: An empirical investigation
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads
    Also in Working Papers, Hong Kong Institute for Monetary Research (2016) Downloads View citations (10)
    CESifo Working Paper Series, CESifo (2016) Downloads View citations (14)
  3. The information content in the offshore Renminbi foreign-exchange option market: Analytics and implied USD/CNH densities
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads View citations (1)
  4. To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) Downloads
    See also Journal Article To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China, International Journal of Central Banking, International Journal of Central Banking (2020) Downloads View citations (8) (2020)

2016

  1. The Diffusion and Dynamics of Producer Prices, Deflationary Pressure across Asian Countries, and the Role of China
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2016) Downloads
  2. The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (4)

2015

  1. Asynchronous Monetary Policies and International Dollar Credit
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (6)
  2. Effectiveness of Loan-To-Value Ratio Policy and Its Transmission Mechanism ¨C Empirical Evidence from Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (6)

2014

  1. How Does Loan-To-Value Policy Strengthen Banks' Resilience to Property Price Shocks - Evidence from Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (19)
  2. Implications of Liquidity Management of Global Banks for Host Countries - Evidence from Foreign Bank Branches in Hong Kong
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (6)

2008

  1. Exchange Rate Pass-Through to Domestic Inflation in Hong Kong
    Working Papers, Hong Kong Monetary Authority Downloads View citations (10)

2007

  1. Hong Kong's Consumption Function Revisited
    Working Papers, Hong Kong Monetary Authority Downloads View citations (4)
  2. How Large is the Wealth Effect on Hong Kong¡¦s Consumption? Evidence from a Habit Formation Model of Consumption
    Working Papers, Hong Kong Monetary Authority Downloads View citations (2)

2006

  1. Cross-Border Fund Flows and Hong Kong Banks' External Transactions vis-a-vis Mainland China
    Working Papers, Hong Kong Monetary Authority Downloads View citations (2)
  2. Estimating Demand for Narrow Money and Broad Money
    Working Papers, Hong Kong Monetary Authority Downloads View citations (1)
  3. Forecasting the Non-Rental Component of Hong Kong's CCPI Inflation - an Indicator Approach
    Working Papers, Hong Kong Monetary Authority Downloads View citations (1)

2005

  1. Adjusting For The Chinese New Year: An Operational Approach
    Working Papers, Hong Kong Monetary Authority Downloads View citations (7)

Journal Articles

2023

  1. Containment measures during the COVID pandemic: The role of non-pharmaceutical health policies
    Journal of Policy Modeling, 2023, 45, (1), 90-102 Downloads View citations (3)
  2. Impact of COVID-19 on ASEAN5 stock markets
    Journal of the Asia Pacific Economy, 2023, 28, (4), 1392-1405 Downloads
  3. Monetary policy shocks and resource misallocations in the Periphery: Evidence from Chinese provincial bond yields
    Journal of International Money and Finance, 2023, 137, (C) Downloads

2022

  1. Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
    Review of International Economics, 2022, 30, (2), 606-628 Downloads View citations (1)
    See also Working Paper Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets, BOFIT Discussion Papers (2020) Downloads (2020)

2021

  1. Spillover across sovereign bond markets between the US and ASEAN4 economies
    Journal of Asian Economics, 2021, 76, (C) Downloads View citations (4)
  2. The Direction and Intensity of China’s Monetary Policy: A Dynamic Factor Modelling Approach*
    The Economic Record, 2021, 97, (316), 100-122 Downloads View citations (5)

2020

  1. Impact of US monetary policy rate shock and other external shocks on the Hong Kong economy: A factor‐augmented vector autoregression approach
    Pacific Economic Review, 2020, 25, (1), 3-20 Downloads View citations (2)
  2. The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment
    Economic Modelling, 2020, 93, (C), 465-473 Downloads View citations (5)
    See also Working Paper The People's Bank of China's response to the coronavirus pandemic: A quantitative assessment, BOFIT Discussion Papers (2020) Downloads View citations (3) (2020)
  3. To Guide or Not to Guide? Quantitative Monetary Policy Tools and Macroeconomic Dynamics in China
    International Journal of Central Banking, 2020, 16, (5), 49-94 Downloads View citations (8)
    See also Working Paper To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China, BOFIT Discussion Papers (2017) Downloads (2017)

2019

  1. Mapping China’s time-varying house price landscape
    Regional Science and Urban Economics, 2019, 78, (C) Downloads View citations (2)
    See also Working Paper Mapping China’s time-varying house price landscape, Working Papers (2019) Downloads View citations (2) (2019)

2018

  1. The RMB central parity formation mechanism: August 2015 to December 2016
    Journal of International Money and Finance, 2018, 86, (C), 223-243 Downloads View citations (15)
    See also Working Paper The RMB Central Parity Formation Mechanism: August 2015 to December 2016, GRU Working Paper Series (2018) Downloads (2018)

2016

  1. How Does Loan-To-Value Policy Strengthen Resilience of Banks to Property Price Shocks - Evidence from Hong Kong
    International Real Estate Review, 2016, 19, (1), 120-149 Downloads View citations (5)

2015

  1. Effectiveness of loan-to-value ratio policy and its transmission mechanism:empirical evidence from Hong Kong
    Journal of Financial Perspectives, 2015, 3, (2), 93-102 View citations (7)
  2. International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R
    IMF Economic Review, 2015, 63, (3), 515-541 Downloads View citations (3)

2008

  1. Pass‐through Effects of Global Commodity Prices on China's Inflation: An Empirical Investigation
    China & World Economy, 2008, 16, (6), 22-34 Downloads View citations (6)
 
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