Is monetary variable a determinant in the Ringgit-Dollar exchange rates model?: a cointegration approach

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Is monetary variable a determinant in the Ringgit-Dollar exchange rates model?: a cointegration approach

The main aim of this paper was to validate the relative price monetary model (RPMM) of exchange rate determination for the Malaysian exchange rate (RM/USD) using monthly data set from 1986-2010. The Johansen multivariate cointegration test and vector error correction model were employed. Because the...

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Bibliographic Details
Main Authors:	Behrooz Gharleghi, Abu Hassan Shaari Md Nor
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2012
Online Access:	http://journalarticle.ukm.my/5480/ http://journalarticle.ukm.my/5480/1/16%2520Abu%2520Hassan.pdf

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