Details about Andrew Tsang

Access statistics for papers by Andrew Tsang.

Last updated 2023-06-18. Update your information in the RePEc Author Service.

Short-id: pts190

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
   Also in MPRA Paper, University Library of Munich, Germany (2021)

2020

2. 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)
   See also Journal Article in Economic Modelling (2020)
3. 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)
   See also Journal Article in Review of International Economics (2022)

2019

4. Mapping China’s time-varying house price landscape
   Working Papers, Banco de España View citations (2)
   Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2017)
   See also Journal Article in Regional Science and Urban Economics (2019)
5. Monetary policy shocks and peer-to-peer lending in China
   BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) View citations (1)
6. 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) View citations (1)

2018

7. 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)
8. 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
   See also Journal Article in Journal of International Money and Finance (2018)

2017

9. The RMB Central Parity Formation Mechanism after August 2015: A Statistical Analysis
   Working Papers, Hong Kong Institute for Monetary Research View citations (3)
10. The Renminbi central parity: An empirical investigation
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2016) View citations (10)
    CESifo Working Paper Series, CESifo (2016) View citations (14)
11. 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) View citations (1)
12. 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)
    See also Journal Article in International Journal of Central Banking (2020)

2016

13. 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 View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2016)
14. 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 View citations (4)

2015

15. Asynchronous Monetary Policies and International Dollar Credit
    Working Papers, Hong Kong Institute for Monetary Research View citations (5)
16. 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 View citations (6)

2014

17. 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 View citations (19)
18. 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 View citations (6)

2008

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

2007

20. Hong Kong's Consumption Function Revisited
    Working Papers, Hong Kong Monetary Authority View citations (4)
21. 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 View citations (2)

2006

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

2005

25. Adjusting For The Chinese New Year: An Operational Approach
    Working Papers, Hong Kong Monetary Authority 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

2022

2. 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
   See also Working Paper (2020)

2021

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

2020

5. 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 View citations (1)
6. The People’s bank of China’s response to the coronavirus pandemic: A quantitative assessment
   Economic Modelling, 2020, 93, (C), 465-473 View citations (4)
   See also Working Paper (2020)
7. 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 View citations (7)
   See also Working Paper (2017)

2019

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

2018

9. The RMB central parity formation mechanism: August 2015 to December 2016
   Journal of International Money and Finance, 2018, 86, (C), 223-243 View citations (12)
   See also Working Paper (2018)

2016

10. 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 View citations (5)

2015

11. 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 (6)
12. International Banking and Liquidity Risk Transmission: Evidence from Hong Kong S.A.R
    IMF Economic Review, 2015, 63, (3), 515-541 View citations (2)

2008

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