Business cycles and monetary policy asymmetry: An investigation using Markov-switching models

QR Code

Business cycles and monetary policy asymmetry: An investigation using Markov-switching models

This study assesses empirically the effects of monetary policy on four ASEAN economies in different states. The idea of asymmetry is being examined by using the relatively popular technique of non-linear modeling-Hamilton's Markov regime-switching model. The findings confirmed the existence of...

Full description

Bibliographic Details
Main Authors:	TAN, S, HABIBULLAH, M
Format:	Article
Published:	ELSEVIER SCIENCE BV 2007
Subjects:	T Technology (General) QC Physics
Online Access:	http://shdl.mmu.edu.my/3037/

Similar Items

Monetary policy symmetry or asymmetry?: evidence from Indonesia and Malaysia
by: Tan, Siow Hooi, et al.
Published: (2010)

Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)

Asymmetry and long-memory volatility: Some empirical evidence using GARCH
by: WENCHEONG, C, et al.
Published: (2007)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)

On quantum Markov chains on Cayley tree III: Ising model
by: Accardi, Luigi, et al.
Published: (2014)

An empirical assessment of business cycle asymmetries: evidence from Malaysia
by: Abdul Manap, Turkhan Ali
Published: (2010)

An empirical assessment of business cycle asymmetries: evidence from Malaysia
by: Abdul Manap, Turkhan Ali
Published: (2009)

The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)

Gas fired combined cycle plant in Singapore: energy use, GWP and cost?a life cycle approach
by: KANNAN, R, et al.
Published: (2005)

All-optical hysteresis switching using mobius configuration microring resonator circuit
by: Ahmad Noorden, Ahmad Fakhrurrazi, et al.
Published: (2015)

Fast Switching Liquid Crystal Display Modes
by: Hegde, Gurumurthy, et al.
Published: (2012)

Measurement of the weak mixing angle using the forward-backward asymmetry of Drell-Yan events in pp collisions at 8 TeV
by: Sirunyan, A. M., et al.
Published: (2018)

The asymmetric effects of monetary policy in four Asian economies.
by: Tan, Siow Hooi, et al.
Published: (2008)

Asymmetric effects of monetary policy in ASEAN-4 economies
by: Tan, Siow Hooi, et al.
Published: (2010)

Study of saturable absorber materials for Q-switching dye laser
by: Munajat, Nur Farizan
Published: (2005)

Plasma formation induced by a Q-switched Nd:YAG laser
by: Ali, Ahmad Hadi, et al.
Published: (2004)

Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)

Generation of acoustic waves by Q-switched Nd: YAG laser in saline solution
by: Wan Majid, Wan Rashidah, et al.
Published: (2007)

Tunable Q-switched erbium-doped fiber laser in the C-band region using nanoparticles (TiO2)
by: Ahmad, Harith, et al.
Published: (2019)

A black phosphorus-based tunable Q-switched ytterbium fiber laser
by: Ahmad, Harith, et al.
Published: (2016)

An empirical assessment of business cycle asymmetries using parametric and non-parametric test: evidence from Asean countries
by: Abdul Manap, Turkhan Ali
Published: (2011)

Quantum Markov fields on graphs
by: Accardi, Luigi, et al.
Published: (2010)

Passively Q-switched fiber lasers using a multi-walled carbon nanotube polymer composite based saturable absorber
by: Azooz , Salam, et al.
Published: (2015)

Fiscal policy dynamics under a consolidation constraint: evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
by: Inchauspe, Julian
Published: (2021)

Frequency switching multiwavelength Brillouin Raman fibre laser based on feedback power adjustment technique
by: Ahmad, Harith, et al.
Published: (2020)

Markov switching models for time series data with dramatic jumps
by: Masoud Yarmohammadi,, et al.
Published: (2012)

Zinc-oxide nanoparticle-based saturable absorber deposited by simple evaporation technique for Q-switched fiber laser
by: Syed d Husin, Syarifah Aloyah Syed, et al.
Published: (2019)

Monetary union for the development process in the East African community: business cycle synchronization approach
by: Ahmed Sheikh, Kamaludin, et al.
Published: (2011)

Aggregate Australian takeovers: A review of Markov regime switching models
by: Duong, Lien
Published: (2013)

Activity recognition and abnormality detection with the switching hidden semi-Markov model
by: Duong, Thi, et al.
Published: (2005)

Pharmaceutical price asymmetry and need for a policy framework
by: T., Senthil Kumar, et al.
Published: (2018)

Dynamic volatility modelling of cryptocurrencies using time-varying transition probability Markov switching models / Tan Chia Yen
by: Tan , Chia Yen
Published: (2021)

Investigation of photonics devices pigtailing using laser welding technique
by: Fadhali, Mohamed, et al.
Published: (2008)

Stop-Go Monetary Policy
by: Chappell, H., et al.
Published: (2019)

International Spillovers of Monetary Policy
by: Wan, Ann Jian, et al.
Published: (2017)

Investigation of angular distribution on copper ions using faraday cup technique
by: Qindeel, Rabia, et al.
Published: (2009)

Investigation into low energy beta imaging using CCD imaging sensor
by: Hashim, Suhairul
Published: (2004)

Investigation of mass dependence in particle-antiparticle mixing within the framework of the standard model / P. Rajesh Kumar.
by: Kumar, P. Rajesh
Published: (1998)

Monetary policy rules in Malaysia, Singapore and Thailand
by: Tan, Chai Thing, et al.
Published: (2020)