This paper presents an econometric analysis of the dynamic effect of personal income tax Shocks, corporate tax shocks and indirect taxes to the output in our country based on structural VAR approach. The main conclusions are: (1) there is a negative response of GDP to personal income tax shocks by way of decreasing private consumption while with no impact from labor support, and, we find no Ricardian equivalence effect in China; (2) there is a negative response of GDP to corporate tax shocks by way of suppressing investment; (3) indirect taxes shocks to GDP are all much smaller, in which there are negative responses of GDP to VAT and consumption tax while sales tax on the contrary.