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

Published: 25 June 2025| Version 2 | DOI: 10.17632/gcbtwz6nxp.2
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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"

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Financial Analysis

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