{"id":"https://openalex.org/W3111203095","doi":"https://doi.org/10.3233/jifs-189494","title":"Regional effect of monetary policy based on GVAR model and machine learning","display_name":"Regional effect of monetary policy based on GVAR model and machine learning","publication_year":2020,"publication_date":"2020-12-08","ids":{"openalex":"https://openalex.org/W3111203095","doi":"https://doi.org/10.3233/jifs-189494","mag":"3111203095"},"language":"en","primary_location":{"id":"doi:10.3233/jifs-189494","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-189494","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101019146","display_name":"Zhao Zengming","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Zengming Zhao","raw_affiliation_strings":["Henan Police College, Zhengzhou, Henan, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Henan Police College, Zhengzhou, Henan, China","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100604607","display_name":"Wenting Chen","orcid":"https://orcid.org/0000-0002-3619-720X"},"institutions":[{"id":"https://openalex.org/I7726996","display_name":"Henan University of Economic and Law","ror":"https://ror.org/000jtc944","country_code":"CN","type":"education","lineage":["https://openalex.org/I7726996"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenting Chen","raw_affiliation_strings":["Henan Finance University, Zhengzhou, Henan, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Henan Finance University, Zhengzhou, Henan, China","institution_ids":["https://openalex.org/I7726996"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101019146"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.28976555,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"40","issue":"4","first_page":"6567","last_page":"6579"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9535999894142151,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9535999894142151,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9440000057220459,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monetary-policy","display_name":"Monetary policy","score":0.6941981911659241},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.578988790512085},{"id":"https://openalex.org/keywords/macro","display_name":"Macro","score":0.5349268913269043},{"id":"https://openalex.org/keywords/construct","display_name":"Construct (python library)","score":0.517920196056366},{"id":"https://openalex.org/keywords/stress-test","display_name":"Stress test","score":0.5010676383972168},{"id":"https://openalex.org/keywords/impulse-response","display_name":"Impulse response","score":0.4339592158794403},{"id":"https://openalex.org/keywords/interest-rate","display_name":"Interest rate","score":0.42861780524253845},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.3964177072048187},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3286251723766327},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.28457212448120117},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.16602152585983276},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.08855557441711426}],"concepts":[{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.6941981911659241},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.578988790512085},{"id":"https://openalex.org/C166955791","wikidata":"https://www.wikidata.org/wiki/Q629579","display_name":"Macro","level":2,"score":0.5349268913269043},{"id":"https://openalex.org/C2780801425","wikidata":"https://www.wikidata.org/wiki/Q5164392","display_name":"Construct (python library)","level":2,"score":0.517920196056366},{"id":"https://openalex.org/C2779201015","wikidata":"https://www.wikidata.org/wiki/Q1308919","display_name":"Stress test","level":2,"score":0.5010676383972168},{"id":"https://openalex.org/C72279823","wikidata":"https://www.wikidata.org/wiki/Q1139726","display_name":"Impulse response","level":2,"score":0.4339592158794403},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.42861780524253845},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.3964177072048187},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3286251723766327},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28457212448120117},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16602152585983276},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.08855557441711426},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/jifs-189494","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-189494","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.6899999976158142,"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1917641649","https://openalex.org/W2096359857","https://openalex.org/W2124720976","https://openalex.org/W2127952055","https://openalex.org/W2129846541","https://openalex.org/W2165380057","https://openalex.org/W2185580901","https://openalex.org/W2232369953","https://openalex.org/W2253894436","https://openalex.org/W2382992336","https://openalex.org/W2523410921","https://openalex.org/W2593999556","https://openalex.org/W2763510222","https://openalex.org/W2766032105","https://openalex.org/W3015184758","https://openalex.org/W3049243281","https://openalex.org/W3121380054","https://openalex.org/W3121617981","https://openalex.org/W3121729327","https://openalex.org/W3122115299","https://openalex.org/W3123152602","https://openalex.org/W3123482603","https://openalex.org/W3124420652","https://openalex.org/W3125328466","https://openalex.org/W3125537090","https://openalex.org/W6727213373"],"related_works":["https://openalex.org/W2030816003","https://openalex.org/W4239992647","https://openalex.org/W2076325756","https://openalex.org/W81423522","https://openalex.org/W2150013480","https://openalex.org/W2488264085","https://openalex.org/W1509860481","https://openalex.org/W1989362889","https://openalex.org/W4386206750","https://openalex.org/W2362822598"],"abstract_inverted_index":{"Monetary":[0],"policy":[1,22,58,70,172],"is":[2,198],"an":[3],"important":[4],"means":[5],"for":[6],"a":[7,19,30,68,122,154],"country":[8],"to":[9,47,50,66,89,152,157],"regulate":[10],"macroeconomic":[11,107],"operations":[12,28],"and":[13,33,97,106,131,144],"achieve":[14],"established":[15],"economic":[16,150,176],"goals.":[17],"Moreover,":[18,80],"reasonable":[20],"monetary":[21,57,69,171],"improves":[23],"the":[24,36,51,77,84,91,100,110,127,133,159,166,170,184,189,192],"efficiency":[25],"of":[26,53,56,114,137,148,165,174,191],"financial":[27,37],"on":[29,76,126],"global":[31],"scale":[32],"effectively":[34],"resolves":[35],"crisis.":[38],"At":[39],"present,":[40],"scholars":[41],"from":[42],"various":[43,175],"countries":[44],"have":[45],"begun":[46],"pay":[48],"attention":[49],"issue":[52],"differentiated":[54],"formulation":[55],"among":[59],"regions.":[60],"This":[61],"paper":[62,82,120,197],"combines":[63],"machine":[64],"learning":[65],"construct":[67,153],"differentiation":[71],"effect":[72],"analysis":[73,87],"model":[74,124,156,193],"based":[75,125],"GVAR":[78,129,155],"model.":[79],"this":[81,119,196],"uses":[83,132],"gray":[85,92],"correlation":[86,93],"method":[88],"obtain":[90],"matrix":[94],"between":[95],"industries,":[96],"then":[98],"introduces":[99],"industry\u2019s":[101],"own":[102],"characteristics,":[103],"industry":[104,128],"relevance":[105],"factors":[108],"into":[109],"macro":[111],"stress":[112],"test":[113,158,167],"credit":[115],"risk.":[116],"In":[117],"addition,":[118],"constructs":[121],"conduction":[123],"model,":[130],"first-order":[134],"difference":[135],"sequence":[136],"GDP":[138],"growth":[139,142,146],"rate,":[140],"CPI":[141],"rate":[143,147],"M2":[145],"each":[149],"region":[151],"impulse":[160],"response":[161],"function.":[162],"The":[163],"results":[164,186],"show":[168,187],"that":[169,188],"shocks":[173],"regions":[177],"are":[178],"significantly":[179],"different.":[180],"All":[181],"in":[182,195],"all,":[183],"research":[185],"performance":[190],"constructed":[194],"good.":[199]},"counts_by_year":[],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}