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

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  • Khan,Nazmus Sadat

Abstract

The paper uses a global vector autoregression model with quarterly time series data from1994 to 2016 to investigate the spillover effects of Chinese trade and growth shocks on 10 Association of Southeast AsianNations countries. Time varying trade weights are used to construct the foreign variables in individual country modelsand structural generalized impulse response functions are used to conduct the dynamic analysis. The results show thata positive shock to Chinese trade and growth has a positive effect on the growth of Brunei, Malaysia, the Philippines,Singapore and Thailand. The effect is much weaker and statistically insignificant for other countries.

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  • Khan,Nazmus Sadat, 2022. "Spillover Effects of China’s Trade and Growth Shocks on ASEAN countries : Evidence from aGVAR Model," Policy Research Working Paper Series 10225, The World Bank.
    • Handle: RePEc:wbk:wbrwps:10225
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