Analysis of the Impact of U.S. Trade Policy Uncertainty on China Based on Bayesian VAR Model
Huan Yan,
Weiguo Xiao,
Qi Deng,
Sisi Xiong and
Miaochao Chen
Journal of Mathematics, 2022, vol. 2022, 1-8
Abstract:
Using a set of Chinese economic data and a Bayesian vector autoregression (BVAR) model, this study empirically analyzes the spillover effects of U.S. trade policy uncertainty on the output, consumption, investment, and net export in China. The results find that U.S. trade policy uncertainty is an important factor influencing China’s real economy. Specifically, an increase in U.S. trade policy uncertainty has a significant negative effect on China’s output, consumption, and net export in the short and long run, but it will have a negative impact on investment in the short run and a positive impact in the medium and long run.
Date: 2022
References: Add references at CitEc
Citations:
Downloads: (external link)
http://downloads.hindawi.com/journals/jmath/2022/7124997.pdf (application/pdf)
http://downloads.hindawi.com/journals/jmath/2022/7124997.xml (application/xml)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:7124997
DOI: 10.1155/2022/7124997
Access Statistics for this article
More articles in Journal of Mathematics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().