IDEAS home Printed from
   My bibliography  Save this article

Symmetry of shocks across China: a VAR approach


  • Yuexing Lan

    () (Auburn University Montgomery)

  • Kevin Sylwester

    () (Southern Illinois University Carbondale)


This paper examines how similar shocks are across Chinese regions from 1978 to 2009. Using a SVAR with GDP growth and inflation as dependent variables, we identify the model assuming demand shocks have no long-run effect upon output. We find that both supply and demand shocks are more correlated within China than are their counterparts within Europe or the U.S. as reported in similar studies. Moreover, demand shocks are more strongly correlated than are supply shocks. Output and prices also respond similarly to shocks.

Suggested Citation

  • Yuexing Lan & Kevin Sylwester, 2011. "Symmetry of shocks across China: a VAR approach," Economics Bulletin, AccessEcon, vol. 31(1), pages 662-678.
  • Handle: RePEc:ebl:ecbull:eb-10-00045

    Download full text from publisher

    File URL:
    Download Restriction: no

    More about this item


    China; SVAR;

    JEL classification:

    • E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ebl:ecbull:eb-10-00045. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (John P. Conley). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.