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The Interplay of Chinese Monetary Policy, the Offshore Renminbi Market, and Capital Flows: An Empirical Analysis via State Space Models

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Zhang, Hongyang

Aug 05, 2024

The Interplay of Chinese Monetary Policy, the Offshore Renminbi Market, and Capital Flows: An Empirical Analysis via State Space Models's Cover Image

Applied Mathematics and Nonlinear Sciences

Volume 9 (2024): Issue 1 (January 2024)

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Published Online: Aug 05, 2024

Received: Mar 29, 2024

Accepted: Jun 19, 2024

DOI: https://doi.org/10.2478/amns-2024-1895

Keywords
<kwd>State-space model</kwd>, <kwd>Kalman filter</kwd>, <kwd>Hidden Markov model</kwd>, <kwd>Likelihood function</kwd>, <kwd>Capital flows</kwd>

© 2024 Weiran Zhang et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Language:: English

Publication timeframe:: 1 times per year
Journal Subjects:: Life Sciences, Life Sciences, other, Mathematics, Applied Mathematics, General Mathematics, Physics, Physics, other

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