On the Causal Relationships Between Financial and Real Macroeconomic Variables: A Factor-Augmented VAR Approach

Published: 25 December 2025| Version 3 | DOI: 10.17632/gcbtwz6nxp.3
Contributor:
guangdong yu

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this data is for the paper "Kalman Filter Analysis of Time-Varying Parameters and Factor Augmented VAR Model for the Chinese Financial Variables and USA Monetary Policy"， all of data has been log-linearized.

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Financial Analysis

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