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

Publié en ligne: 05 août 2024

Reçu: 29 mars 2024

Accepté: 19 juin 2024

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

Mots clés

<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

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