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Multivariate filter estimation and ARDL model analysis of China’s potential output

Qi Dong and Xiangbo Liu

Applied Economics Letters, 2018, vol. 25, issue 18, 1327-1332

Abstract: In this article, we apply a new multivariate filter approach to estimate China’s potential output. Furthermore, we build an ARDL model to analyse the influence on potential growth caused by important factors that contribute to estimation and China’s development. Our results show that the current economic slowdown is not a cyclical phenomenon and China’s potential growth has declined since 2010. We also show that fixed asset investment and trade, which have a long-run relationship with potential output, exert negative long-run effect on potential growth justifying the implementation of China’s recent supply-side reforms.

Date: 2018
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