This chapter reviews the cooperation between China and Central Asian countries in trade, investment and energy, generalizes how the Chinese economy spills over to them, and gives a theoretical analysis of the possible ways to deepen their cooperation in the background of the Silk Road Economic Belt. Based on the theoretical analysis, we build a Dynamic Stochastic General Equilibrium (DSGE) model that includes the multiple channels of spillovers, and China, the five Central Asian countries, and other major countries in the world that affect their cooperation. Through these channels, China generates direct effects on Central Asian countries and indirect effects on them through out-of-region economies. Besides, the DSGE model also reflects the countries’ and their entities’ reaction to a changing environment. All these allow the DSGE-based simulated analysis to quantify China’s spillover effects on Central Asian countries more scientifically.