Constructing quarterly Chinese time series usable for macroeconomic analysis

B-Tier
Journal: Journal of International Money and Finance
Year: 2024
Volume: 143
Issue: C

Authors (3)

Chen, Kaiji (not in RePEc) Higgins, Patrick (not in RePEc) Zha, Tao (Federal Reserve Bank of Atlant...)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

During episodes such as the global financial crisis and the Covid-19 pandemic, China experienced notable fluctuations in its GDP growth and key expenditure components. To explore the primary sources of these fluctuations, we construct a comprehensive dataset of GDP and its components in both nominal and real terms at a quarterly frequency. Applying two SVAR models to this dataset, we uncover the principal drivers of China's economic fluctuations across different episodes. In particular, our findings reveal the stark and enduring impacts of consumption-constrained shocks on GDP and all of its components, especially household consumption, both during and in the aftermath of the COVID-19 pandemic.

Technical Details

RePEc Handle
repec:eee:jimfin:v:143:y:2024:i:c:s0261560624000391
Journal Field
International
Author Count
3
Added to Database
2026-01-25