On the Causal Relationships Between Financial and Real Macroeconomic Variables: A Factor-Augmented VAR Approach

this data is for the paper "Kalman Filter Analysis of Time-Varying Parameters and Factor Augmented VAR Model for the Chinese Financial Variables and USA Monetary Policy"， all of data has been log-linearized.本数据集用于学术论文《针对中国金融变量与美国货币政策的时变参数卡尔曼滤波（Kalman Filter）分析及因子增广向量自回归（Factor Augmented VAR）模型》，所有数据均已完成对数线性化处理。