Time Series Analysis of China and Africas GDP: A Case of Sudan

摘要：

Using 1985-2009 GDP data of both China and Sudan, the study investigate economic linkage between the two countries. We find that: 1) theres cointegration between Chinas GDP and Sudans. 2) Further analysis based on the construction of Vector Error Correction model has been employed, Granger causality test based on VEC Model shows that the Granger causal relationship between the two countries is insignificant. 3) Analysis using impulse response functions and variance decomposition method has been conducted and reveals that part of variance in Sudans GDP can be explained by Chinas GDP, and 1 standard deviation of positive shock in GDP of China will give Sudans GDP a rise of approximately 3 percent.

关键词： China Sudan cointegration VEC model Granger causality test generalized impulse response functions variance decomposition

作者: LIU Zhuang

作者单位: Department of Economics, Lanzhou University, P.R.China, 730107

会议类型: 国际会议

会议名称: 2011 International Symposium on Technical Innovation of Industrial Transformation and Structural Adjustment(2010 技术创新、产业转型与结构调整国际研讨会)

会议地点: 烟台

会议语种:英文

页码: 12-16

在线出版日期: 2011-08-06（万方平台首次上网日期，不代表论文的发表时间）