Klingelhöfer-Sun narrative macroprudential policy index for China
收藏DataCite Commons2022-07-11 更新2024-07-13 收录
下载链接：
https://discovery.dundee.ac.uk/en/datasets/klingelh%C3%B6fer-sun-narrative-macroprudential-policy-index-for-china
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资源简介：
Klingelhöfer and Sun (2019) develop a narrative index (Klingelhöfer-Sun-MPP index) on a monthly basis over the 2000-2015 period to measure the PBC's macroprudential policy stance. It is comprised of four policy tool indicators (required reserve ratio, window guidance, housing policy, supervision) and one overall indicator. It is a three-value index. The policy stance of 1 stands for tightening, indicating that policy actions are taken to promot financial stability; 0 for a neutral macroprudential policy stance; 1 for an easing macroprudential policy stance.
提供机构：
University of Dundee
创建时间：
2022-07-11
