澳门蒲京娱乐场

科学研究
报告题目:

Nowcasting the scale of hot money in China: a mixed frequency approach

报告人:

陈倩 教授(北京大学汇丰商学院)

报告时间:

报告地点:

理学院东北楼四楼报告厅(404)

报告摘要:

This paper focuses on the real-time and multi-step forecasts the monthly hot money flow with daily market information in China. It uses a training sample from 2005 to 2013, and a forecast period from 2014 to 2016 to test the validity of Mixed-data Approach models. The results show that the expected appreciation of RMB is the most effective variable in improving the nowcasting accuracy.