| Volatility in the global economy emerged the major economies in Europe and America in the context of economic difficulties in the automotive industry is in a major transformation of its own historical moment, insight into the automotive industry, the association between cycle and economic cycle research is of great significance. Only to clarify the automotive industry cycle changes and the relevance of changes in the economic cycle, in order to adjust the auto industry's development direction and rhythm and harmony together national economic development and reduce the development of automobile industry and transport and the environment caused by such a sharp contradictions; to launch a powerful engine, the automobile industry, in order to stimulate other industries can be involved in the industrial structure adjustment and transformation; can play the role of the leading industries of automobile industry, led the Chinese economy out of the shadow of the global financial crisis, making the auto industry restructuring and adjustment of industrial structure in China's economic transformation and adjustment of the organic component.As the automotive industry with large employment capacity, wide range of industries and industries associated with high magnitude of industry characteristics, and because a higher rate of automobile industry input-output, so the auto industry can fully bring its upstream and downstream industries for the promotion of the national economy smooth and rapid development has an important role. At the same time as a production car can not only tools, but also belong to the scope of consumer durables, both at the production stage, consumption stage, or in the use phase, are an important source of revenue. In addition, changes in demand for cars is mainly affected by income levels and prices, as China's rising living standards, increasing per capita income in the next period of time that people in consumer demand for cars will also be increasing, particularly is affected by the international financial crisis, China's exports is limited, then the automobile industry is expected to become an important force in stimulating domestic demand. In this case, the volatility of China's automobile industry trend analysis and research to help control the development of automobile industry of China's current status, to help countries to develop a reasonable auto industry structural adjustment policies, control of automobile production capacity, reducing vehicle consumption supply and demand gap, stimulate domestic car consumption demand, to maximize the less the impact of financial crisis on China has an important significance. In order to measure the volatility of the state vehicle production, we use Markov district system transfer model (Markov Regime Switching Model) identify areas of China's automobile industry the transfer characteristics of the system. The district transferred Markov model is essentially a change in the parameters of the model, the scope of non-linear model. District system transfer model can not only study the long-term economic behavior (Krolzig, 1997), and can short-term fluctuations of economic variables (Sola, Fabio and Nicola, 2002), which is more and more scholars use.China's economic reform and opening up since 1978, has experienced a rapid development of long-term process, but as the building of a socialist market economic system, in-depth, complete economic cycle fluctuations reflected not only the economic growth rate experienced a significant period of change, rate fluctuations and the economic cycle there is a corresponding periodic change. To this end, the experience in this study, we will use some typical time-series trends and economic fluctuations decomposition sustainability metrics, the actual output of China's sustained sequence composition and decomposition of short-term component to describe the economic cycle and trend components short-term component of the dynamic characteristics, and further described on the basis of our economic cycle, and test the continuity of volatility, as well as the financial crisis on China's economic influence and impact of running, and summarized some of China's economic cycle volatility. " typification facts ", to predict the macroeconomic situation and the formulation of macroeconomic policy to provide reference. Specifically, we first use three methods of time series trend of China's actual output sequence composition and cycle components in the decomposition of different decomposition methods and estimated the average length of the next economic cycle, and then measure the actual output relative to our response to persistent random disturbance. We found that random shocks on China's real output effect of a continuing nature, which means that China's actual output sequence with a unit root process characteristics. As China's growth process with endogenous fluctuations in the economic cycle properties, so need to select the appropriate macro-economic control and the development of effective economic policies to ensure rapid and stable economic growth.In recent years, the automotive industry in developed countries are more and more attention, which is the automotive industry has a relatively high correlation of industry employment size is relatively large, the spread is relatively wide range of industry characteristics are closely related. In addition, the automotive industry has a high rate of input-output characteristics, making the automobile industry to fully promote the rapid development of its upstream and downstream industry is developing rapidly, and ultimately to promote the vigorous development of the national economy. On the other hand, in developed countries, automobile and consumer durables as a production tool, regardless of the production, consumption, stage, or in terms of the use phase, can be viewed as a major source of revenue. Car should be attributed to changes in demand for consumer price changes in income or car, along with the residents quality of life, improvement of living standards, per capita income also increased, thus making it consumer demand for cars have increased, so now driving an automobile industry has become an important factor in domestic demand, while the auto market is also showing unprecedented growth potential, the past, in response to the current round of international financial crisis, our government adopted the policy of expanding domestic demand and the corresponding industrial structure adjustment policies, resulting in the banking industry, has the auto loan as a major business, many of China's auto industry-related policies have played an important role, thus promoting the growth of China's macroeconomic stability. On the basis of previous studies, we will be based on the first quarter of 1992 to 2010 during the fourth quarter, the quarterly growth rate of China's auto output data and quarterly data for real GDP growth rate to the systematic and comprehensive measure of China's automobile industry and economic cycles cycle correlation between the problem.With the rapid development of China's automobile industry, China's automobile industry has become an important pillar industry of national economic development, national economic development played an important role. With the deepening of reform and opening up and stable and rapid development of China's economy, China's automobile industry not only led the oil industry, the rubber products industry, electrical industry and other pillar industries of the simultaneous development, but also has more and more with our country's macroeconomic number of market behavior gradually formed a positive interaction, mutual restraint, mutual influence. Specifically, changes in money supply, stock index up or down, real estate price movements, will imperceptibly influence the development of the automobile industry, while the auto industry's position in China's economy determines the level of development of changes in the automobile industry is also will affect China's three most important and basic markets, money markets, stock markets and real estate market. With the deepening of globalization, economic behavior is completely independent no longer exists, replaced by a huge economic impact on each other system. Therefore, the study of China's automobile industry and other market cycle correlation between the behavior has become urgent. In 2007 the U.S. "subprime crisis" is still vivid in my mind, it is the cause of the global financial tsunami triggered one of the world's major financial market turbulence, leading to the end of the era of credit expansion, thereby affecting the world economy as a whole entity operation and development. China's auto industry as an important part of the real economy and industry sources, is bound to be a huge impact, which also the development of our national economy have an important impact. In this macroeconomic context, as an important fulcrum of our country's macroeconomic, especially in an effort to achieve leapfrog development in a short time to catch up with Western countries on the basis of the target, China's auto industry faces unprecedented pressure , but also ushered in unlimited opportunities. Automotive industry not only in respect to industrial development within the premise of the law, in efforts to optimize the allocation of resources within the industry, improving product technology content, fully optimize the management level, expand market channels, but also to carefully consider how to make the regulatory effect of monetary policy, the reasonable use of the leverage of the stock market securities, and how a deep understanding of the real estate market, a huge influence and stimulating role. Only in this way, China's auto industry out of financial crisis as soon as possible to the morass for China's rapid economic recovery and steady growth into a powerful vitality. For more in-depth study of China's automotive industry cycle and the money market, stock market, and the correlation between the real estate market, we have to use econometric models and methods for the quantitative analysis of correlation. In this article, we continue to use the fourth chapter of the non-stationary time series unit root test methods, VAR, Granger causality test, impulse response functions and variance decomposition models and methods of test-related issues."Eleventh Five-Year", China's automobile industry in the support policy to gradually integrate into the global automotive market competition. In this context, the paper first to build an open economy under the conditions of duopoly competition between car manufacturers mathematical model, based on long-run equilibrium and comparative static analysis examines income, exchange rates and international crude oil price shocks on the domestic and foreign manufacturers in China the impact of market share. On the basis of the theoretical model, we constructed a structural vector auto-regression model using historical data for theoretical models of the part of the reasoning from the perspective of empirical analysis has been verified. Empirical analysis results show that the macroeconomic environment variable for the automotive industry has an important impact on the decision-making. Domestic manufacturers should take full account of the impact of macroeconomic factors, to better achieve the new international competitive environment and achieve corporate strategic adjustment to maximize their own profits. Policy-makers should also be from the industrial policy, fiscal policy and trade policy perspective to encourage the development of China's automobile industry. After joining the WTO, China's auto industry ushered in a new stage of development. According to China Association of Automobile Manufacturers, after the financial crisis, China's automobile industry in the country and to encourage automobile consumption credit easing stimulated to achieve a steady and rapid growth. In 2010, for example, China's own brand cars sold 2.933 million total, accounting for 30.89% of total car sales, was 1.22 percentage points over the previous year. Total annual production of automotive 18,264,700, an increase of 32.4%, sales of cars 18,061,900, an increase of 32.4%. While sales of imported cars has increased significantly. These statistics show that China's auto market has been gradually integrated into the global automotive market competition. This further shows that only in an open economy in order to better analysis of China's auto industry and make the right business strategy and economic policy advice. The automotive industry in the framework of an open economy analysis is based on the following points to consider. First, China's industrial production sector as an important part of the automotive industry to absorb a large number of the employed population, thus driving the upstream and downstream industries and employment for China's macro-economic terms is important. As the entire industry exposed to international competition in the market environment, the macroeconomic impact of international market competition will bring important income to the business impact. Secondly, based on the theory of comparative advantage, exchange rates and international crude oil prices would have made cars and imported cars impact on relative prices, thus causing domestic cars and imported cars, the changes in comparative advantage, leading to market share change. Third, the automotive industry is characterized by the heterogeneity of the product, while having a clear, but they are nothing but vehicles classified as high medium and low, while the market in several major manufacturers oligopoly situation. Therefore, the products with other industries and market structure will change over time is different from a car market in the long term stability, the competitive conditions in the international study of the impact of macroeconomic factors on the market to provide a greater convenience. Since the second half of 2010, with the number of stimulus out of state, most market analysts (for example, Xiaoqing, 2011) that China's auto market will return to reason, however, excess capacity, or the entire industry in 2011 set off a competition in the storm. As the world's a car importer, imported cars in the domestic market plays an important share. After entering the financial crisis, the international foreign exchange market is constantly fluctuating trend, the risks and uncertainties exist; At the same time, as the main oil-producing regions of the deteriorating situation in the Gulf, which is also sharply higher crude oil prices. Once the exchange rate and oil price volatility occurs, it will lead to the domestic consumers in similar models of domestically produced cars and imported cars for choice. Meanwhile, domestic cars and imported cars in performance and design differences, and thus the overall income level of residents will have an impact on market demand. Therefore, this article from the perspective of an open economy macroeconomic variables on the impact of the automotive industry, in particular, expenses, exchange rate and international oil prices impact on the automotive market is important. This paper will first establish a China's auto market is not perfectly competitive dynamic model. Enterprises in the demand and cost constraints by selecting the output to maximize its multi-period profit. To solve this model, we build a dynamic, structured VAR model, and analyze unanticipated changes in exogenous variables in the environment (impact) for the impact of car sales. In addition, this paper, the forecast error variance decomposition analysis to analyze the impact of different importance.
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