Replication Data for: Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies
Description
Description This repository contains the replication data and code for the paper regarding Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies. The package includes the necessary datasets and scripts to reproduce all empirical results. The replication package is organized into two main software environments: Stata (for descriptive statistics and unit root tests) and MATLAB (for SVAR, Sign-Restricted SVAR, and TVP-SV-VAR modeling). Software Requirements Stata: Version 19 or later (Standard StataMP is sufficient; no specialized community packages required). MATLAB: R2022b or later. Toolbox Required: Statistics Toolbox，Parallel Computing Toolbox and Machine Learning Toolbox