Construction of China’s Monetary Condition Index Based on the STR Model

Zhou De-cai (), Wen-ping Qi and Zheng-yi Jiang
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Zhou De-cai: Nanchang University
Wen-ping Qi: Nanchang University
Zheng-yi Jiang: Nanchang University

Chapter Chapter 46 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 415-423 from Springer

Abstract: Abstract Based on China’s monthly data ranging from January 1996 to January 2012, using smooth transition regression model (STR), construct China’s nonlinear monetary condition index. The conclusion shows that the constructed nonlinear MCI is highly in consistent with the tendency of inflation, thus it could be the indictor of the implement of China’s monetary policy.

Keywords: MCI; STR model; Monetary policy; China (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-38433-2_46

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DOI: 10.1007/978-3-642-38433-2_46

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