A Bayesian Vector Autoregressive analysis of price and industrial shocks on the Malaysian economy

Aside from identifying the determinants of economic growth, ensuring a stable evolution of output is crucial. This paper therefore, intends to shed light on the effects of consumer prices (CPI) and producer prices (PPI) as well as industrial output (IPI) shocks on real aggregate output. Preliminar...

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Bibliographic Details
Main Author: Azfar Hilmi Baharudin
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2018
Online Access:http://journalarticle.ukm.my/20081/
http://journalarticle.ukm.my/20081/1/jeko_523-15.pdf