Impact of Singapore, US and Japanese macroeconomic shocks on Malaysian economy: a sign-restricted SVAR analysis
This paper examines the relative importance of Singapore, US and Japanese macroeconomic shocks on Malaysian economy. Employing structural vector auto regression (SVAR) model with a sign restriction approach, the study estimates four models. Each model consists of four domestic macroeconomic variab...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2014
|
| Online Access: | http://journalarticle.ukm.my/8374/ http://journalarticle.ukm.my/8374/1/7771-20206-1-SM.pdf |
Similar Items
Foreign Shocks, Monetary Policy, and Macroeconomic Fluctuations in a Small Open Economy: A SVAR Study of Malaysia
by: Zulkefly, Abdul Karim, et al.
Published: (2016)
by: Zulkefly, Abdul Karim, et al.
Published: (2016)
Relative price effects of monetary policy shock in Malaysia: a SVAR study
by: Zaidi, Mohd. Azlan Shah, et al.
Published: (2016)
by: Zaidi, Mohd. Azlan Shah, et al.
Published: (2016)
Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models
by: Alom, Md. Fardous, et al.
Published: (2013)
by: Alom, Md. Fardous, et al.
Published: (2013)
Dasar fiskal terhadap perbelanjaan swasta: analisis SVAR di Malaysia
by: Iszan Hana Kaharudin,, et al.
Published: (2017)
by: Iszan Hana Kaharudin,, et al.
Published: (2017)
Foreign and domestic shocks: macroeconomic responses of ASEAN-3 countries
by: Shah Zaidi, Mohd Azlan, et al.
Published: (2013)
by: Shah Zaidi, Mohd Azlan, et al.
Published: (2013)
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)
by: Inchauspe, Julian
Published: (2021)
Monetary and fiscal policy shocks on the stock market performance in the United States: evidence from the SVAR framework
by: Emamian, Aref, et al.
Published: (2021)
by: Emamian, Aref, et al.
Published: (2021)
How does monetary policy affect economic vulnerability to oil price shock as against US economy shock?
by: Razmi, Fatemeh, et al.
Published: (2017)
by: Razmi, Fatemeh, et al.
Published: (2017)
Kesan kejutan luaran terhadap sub-sektor ekonomi di Malaysia: suatu analisis vektor autoregresi berstruktur (SVAR)
by: Yusri Yahya,, et al.
Published: (2020)
by: Yusri Yahya,, et al.
Published: (2020)
Monetary policy shocks, financial constraints and firm-level equity return: panel evidence
by: Zulkefly Abdul Karim,, et al.
Published: (2013)
by: Zulkefly Abdul Karim,, et al.
Published: (2013)
Does firm-level equity return respond to domestic and international monetary policy shocks? a panel data study of Malaysia.
by: Zulkefly Abdul Karim,, et al.
Published: (2011)
by: Zulkefly Abdul Karim,, et al.
Published: (2011)
Japanese Outbound Market to Singapore
by: Aw, Yeow Keng
Published: (2007)
by: Aw, Yeow Keng
Published: (2007)
Exchange Rate Shocks and the Effectiveness of Macroeconomic Policies in Malaysia
by: Aliasuddin
Published: (2009)
by: Aliasuddin
Published: (2009)
Permata signs MoUs in various fields
by: The Sun,
Published: (2015)
by: The Sun,
Published: (2015)
Signs of a fourth wave upon us
by: Tang, Ashley, et al.
Published: (2021)
by: Tang, Ashley, et al.
Published: (2021)
MACROECONOMIC IMPACT ON STOCK PRICE VOLATILITY: EVIDENCE FROM UK AND US
by: Yu, Qing
Published: (2012)
by: Yu, Qing
Published: (2012)
Macroeconomics dynamics of the Malaysian economy
by: Tan, Hui Boon, et al.
Published: (1999)
by: Tan, Hui Boon, et al.
Published: (1999)
Domestic Macroeconomic Shocks and International Disturbances on the Malaysian Stock Market
by: Yeap, Hong Chen
Published: (2008)
by: Yeap, Hong Chen
Published: (2008)
How vulnerable are commercial banks to macroeconomic shocks? The case of Bangladesh
by: Khan, Atiqur, et al.
Published: (2016)
by: Khan, Atiqur, et al.
Published: (2016)
The response of sectoral returns to macroeconomic shocks in the Malaysian stock market
by: Law, Siong Hook, et al.
Published: (2014)
by: Law, Siong Hook, et al.
Published: (2014)
US Share Prices and Real Supply and Demand Shocks
by: Fraser, Patricia, et al.
Published: (2006)
by: Fraser, Patricia, et al.
Published: (2006)
Macroeconomic Determinants of Direct Investment Abroad of Singapore
by: Kueh, Jerome Swee Hui, et al.
Published: (2013)
by: Kueh, Jerome Swee Hui, et al.
Published: (2013)
The effects of credit supply shocks on Malaysia's economy
by: Khair Afham, M. S. M., et al.
Published: (2022)
by: Khair Afham, M. S. M., et al.
Published: (2022)
The international transmission of volatility shocks on an emerging economy: the case of Malaysia
by: Shah, Said Zamin, et al.
Published: (2019)
by: Shah, Said Zamin, et al.
Published: (2019)
Analyzing Factors Influencing Inflation in Vietnam Using SVAR Model: A Case Study
by: Nghiem, Thi Lich, et al.
Published: (2024)
by: Nghiem, Thi Lich, et al.
Published: (2024)
Neonatal feed restriction modulates circulating levels of corticosterone and expression of glucocorticoid receptor and heat shock protein 70 in aged Japanese quail exposed to acute heat stress.
by: A. F., Soleimani, et al.
Published: (2011)
by: A. F., Soleimani, et al.
Published: (2011)
UMP signed an MOU with Japanese company to develop coating products
by: UMP, PNC
Published: (2016)
by: UMP, PNC
Published: (2016)
Open economy macroeconomics in East Asia
Published: (2005)
Published: (2005)
Quantity restrictions and price adjustment of Chinese textile exports to the U.S.
by: Bernhofen, Daniel M., et al.
Published: (2017)
by: Bernhofen, Daniel M., et al.
Published: (2017)
The multidimensional impacts of external price shocks on macroeconomic variables: Malaysian experiences from recession to economic instability
by: Jaafar, , AH, et al.
Published: (2011)
by: Jaafar, , AH, et al.
Published: (2011)
Measuring the economic impacts of recent oil price shocks on oil dependent economy evidence from Malaysia
by: Maji, Ibrahim Kabiru, et al.
Published: (2017)
by: Maji, Ibrahim Kabiru, et al.
Published: (2017)
How Cryptocurrencies diversify macroeconomic risk:
Investigating US macroeconomic impacts on cryptocurrency markets from a monetarism and credit creation perspective.
by: Afreh, Kwame
Published: (2021)
by: Afreh, Kwame
Published: (2021)
Macroeconomics shocks and stability in Malaysian banking system; a structural VAR model
by: Alizadeh Janvisloo, Mohammadreza, et al.
Published: (2013)
by: Alizadeh Janvisloo, Mohammadreza, et al.
Published: (2013)
Structural Breaks and Petroleum Consumption in US States: Are Shocks Transitory or Permanent?
by: Apergis, Nicholas, et al.
Published: (2010)
by: Apergis, Nicholas, et al.
Published: (2010)
Readings on Malaysian economy: issues in applied macroeconomics
Published: (2001)
Published: (2001)
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore
by: Kueh, Jerome Swee Hui, et al.
Published: (2010)
by: Kueh, Jerome Swee Hui, et al.
Published: (2010)
Commodity market volatility in the presence of U.S. and Chinese macroeconomic news
by: Smales, Lee
Published: (2017)
by: Smales, Lee
Published: (2017)
Relationship between initial public offering and macroeconomic factors in the U.S.
by: Foo, Evon Yuet Wen, et al.
Published: (2022)
by: Foo, Evon Yuet Wen, et al.
Published: (2022)
Heat Shock Protein 70 and Heat Tolerance in Early-Age Feed Restricted Broiler Chickens
by: Mat Taib, Che Norma
Published: (2000)
by: Mat Taib, Che Norma
Published: (2000)
Rising Crude Prices’ Impact –
To understand the impact of the volatility of crude oil
market over the Singapore economy and also on the
Singapore oil companies
by: Ooi, Ee Sun
Published: (2009)
by: Ooi, Ee Sun
Published: (2009)