Is luggage checked through at Beijing Capital Airport?

I am travelling with Hainan Airlines to BJ and change onto Air China to Ulaanbaatar. Unfortunately, Hainan Customer Service wasn't able to tell me if I will have to collect my luggage in Beijing. My layover is 3.5 hours, so that's not such a big worry, but would you be able to tell me if I have to check in my luggage again for Air China? Thank you!