Economics at your fingertips  

Tracking chinese vulnerability in real time using Big Data

Carlos Casanova, Alvaro Ortiz Vidal-Abarca (), Tomasa Rodrigo, Le Xia and Joaquín Iglesias

No 17/13, Working Papers from BBVA Bank, Economic Research Department

Abstract: We develop an indicator to track vulnerability sentiment in China. In order to ensure robustness and depth, we use a combination of traditional macroeconomic and financial time series with textual analysis using Big Data techniques.The index is composed by the following dimensions: state owned enterprises; shadow banking; housing market bubble and exchange rate market.

Keywords: Asia; China; Economic Analysis; Regional Analysis; Watch; Working Paper (search for similar items in EconPapers)
JEL-codes: C55 C38 C43 D81 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cna, nep-pay and nep-tra
Date: 2017-05
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) ... -England_Oct2017.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this paper

More papers in Working Papers from BBVA Bank, Economic Research Department Contact information at EDIRC.
Bibliographic data for series maintained by OSCAR DE LAS PENAS SANCHEZ-CARO ().

Page updated 2019-04-19
Handle: RePEc:bbv:wpaper:17/13