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

Nazmus Khan ()

No 10225, Policy Research Working Paper Series from The World Bank

Abstract: 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 a 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.

Date: 2022-11-07
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