Replication Data for: Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies

Description
This repository contains the replication data and code for the paper regarding Global Financial Cycle and the Chinese Economy: Asset Price Transmission and Stage-Dependent Monetary and Macroprudential Policies. The package includes the necessary datasets and scripts to reproduce all empirical results.
The replication package is organized into two main software environments: Stata (for descriptive statistics and unit root tests) and MATLAB (for SVAR, Sign-Restricted SVAR, and TVP-SV-VAR modeling).
Software Requirements
Stata: Version 18 or later (Standard StataMP is sufficient; no specialized community packages required).
MATLAB: R2022b or later.
Toolbox Required: Statistics Toolbox，Parallel Computing Toolbox and Machine Learning Toolbox