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

Data publikacji: 05 sie 2024

Otrzymano: 29 mar 2024

Przyjęty: 19 cze 2024

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

Słowa kluczowe

<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.