Yes, we got some of that sand here in central Japan a couple of weeks ago. We call that dust 窶ｰﾂｩﾂ債ｻ although we didn't get it anywhere near as bad as in those pictures of Beijing!
Actually it's going to get worse Beijing is located near the Gobi desert and each year there's coming more and more sand, if they don't do something about it, Beijing will be covered in quite some sand in the future