The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
The study examines the relationships that between exchange rate (ER) and the determinants inflation rate (INF), gross domestic product (GDP), interest rate (IR), import (IMP) and export (EXP) in the recent years in Malaysia over the period of 1987- 2015 which contains yearly data. The data collected...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2018
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| Online Access: | https://ir.uitm.edu.my/id/eprint/20806/ |
| _version_ | 1848805091418570752 |
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| author | Mohd Azmy, Fify Farahana |
| author_facet | Mohd Azmy, Fify Farahana |
| author_sort | Mohd Azmy, Fify Farahana |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | The study examines the relationships that between exchange rate (ER) and the determinants inflation rate (INF), gross domestic product (GDP), interest rate (IR), import (IMP) and export (EXP) in the recent years in Malaysia over the period of 1987- 2015 which contains yearly data. The data collected from World Development Indicator. After examined the time series characteristics of the data with Augmented Dickey-Fuller (ADF) unit roots test of stationarity and Philipp Perron (PP) test, this paper applies Autoregressive Distributed Lag Model (ARDL) as main method in order to define the statistical relationship among the variables. In Diagnostic Checking, some tests done to check the significant presents of autocorrelation, heteroscedasticity, the normality of data distribution and model
specification. The result of this study show that there is significant for long run relationship between exchange rate and three explanatory variables which are gross domestic product, inflation rate and export while interest rate and import did not have any relationship with the ER. |
| first_indexed | 2025-11-14T22:05:31Z |
| format | Student Project |
| id | uitm-20806 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:05:31Z |
| publishDate | 2018 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-208062018-08-14T02:54:44Z https://ir.uitm.edu.my/id/eprint/20806/ The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy Mohd Azmy, Fify Farahana HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc. The study examines the relationships that between exchange rate (ER) and the determinants inflation rate (INF), gross domestic product (GDP), interest rate (IR), import (IMP) and export (EXP) in the recent years in Malaysia over the period of 1987- 2015 which contains yearly data. The data collected from World Development Indicator. After examined the time series characteristics of the data with Augmented Dickey-Fuller (ADF) unit roots test of stationarity and Philipp Perron (PP) test, this paper applies Autoregressive Distributed Lag Model (ARDL) as main method in order to define the statistical relationship among the variables. In Diagnostic Checking, some tests done to check the significant presents of autocorrelation, heteroscedasticity, the normality of data distribution and model specification. The result of this study show that there is significant for long run relationship between exchange rate and three explanatory variables which are gross domestic product, inflation rate and export while interest rate and import did not have any relationship with the ER. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/20806/1/PPb_FIFY%20FARAHANA%20MOHD%20AZMY%20M%20BM%2018_5.pdf Mohd Azmy, Fify Farahana (2018) The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy. (2018) [Student Project] <http://terminalib.uitm.edu.my/20806.pdf> (Unpublished) |
| spellingShingle | HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc. Mohd Azmy, Fify Farahana The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title | The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title_full | The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title_fullStr | The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title_full_unstemmed | The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title_short | The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy |
| title_sort | determinants of malaysia’s exchange rate / fify farahana mohd azmy |
| topic | HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc. |
| url | https://ir.uitm.edu.my/id/eprint/20806/ |