Skip to Main Navigation

Spillover Effects of China’s Trade and Growth Shocks on ASEAN countries : Evidence from a GVAR Model (English)

The paper uses a global vector autoregression model with quarterly time series data from 1994 to 2016 to investigate the spillover effects of Chinese trade and growth shocks on 10 Association of Southeast Asian Nations countries. Time varying trade weights are used to construct the foreign variables in individual country models and structural generalized impulse response functions are used to conduct the dynamic analysis. The results show that ...
See More

DETAILS

  • 2022/11/07

  • Policy Research Working Paper

  • WPS10225

  • 1

  • South East Asia and Mongolia, China,

  • 2022/11/07

  • Disclosed

  • Spillover Effects of China’s Trade and Growth Shocks on ASEAN countries : Evidence from a GVAR Model

DOWNLOADS

COMPLETE REPORT

Official version of document (may contain signatures, etc)


Citation

Khan,Nazmus Sadat.

Spillover Effects of China’s Trade and Growth Shocks on ASEAN countries : Evidence from a GVAR Model (English). Policy Research working paper ; no. WPS 10225 Washington, D.C. : World Bank Group. http://documents.worldbank.org/curated/en/099614511072237216/IDU0615e26f00dc9904d900858608ab14eb12d9e

This document is being processed or is not available.