Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali
The purpose of this study is to analyze the direction of causation between exchange rate and selected macroeconomics variables. In order to assess whether there is any potential impact between the variables, a Granger-causality analysis has been carried out to test the impact. It is to clarify how t...
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| Format: | Student Project |
| Language: | English |
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Faculty of Business and Management
2016
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| Online Access: | https://ir.uitm.edu.my/id/eprint/21996/ |
| _version_ | 1848805378602565632 |
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| author | Mohd Ali, Hazwani Haziyah |
| author_facet | Mohd Ali, Hazwani Haziyah |
| author_sort | Mohd Ali, Hazwani Haziyah |
| building | UiTM Institutional Repository |
| collection | Online Access |
| description | The purpose of this study is to analyze the direction of causation between exchange rate and selected macroeconomics variables. In order to assess whether there is any potential impact between the variables, a Granger-causality analysis has been carried out to test the impact. It is to clarify how this variable factors and exchange rate movement impact each other. |
| first_indexed | 2025-11-14T22:10:05Z |
| format | Student Project |
| id | uitm-21996 |
| institution | Universiti Teknologi MARA |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T22:10:05Z |
| publishDate | 2016 |
| publisher | Faculty of Business and Management |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uitm-219962018-11-12T08:00:29Z https://ir.uitm.edu.my/id/eprint/21996/ Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali Mohd Ali, Hazwani Haziyah Macroeconomics The purpose of this study is to analyze the direction of causation between exchange rate and selected macroeconomics variables. In order to assess whether there is any potential impact between the variables, a Granger-causality analysis has been carried out to test the impact. It is to clarify how this variable factors and exchange rate movement impact each other. Faculty of Business and Management 2016-06 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/21996/1/PPb_HAZWANI%20HAZIYAH%20MOHD%20ALI%20J%20BM15_5%20PAGES.pdf Mohd Ali, Hazwani Haziyah (2016) Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali. (2016) [Student Project] (Submitted) |
| spellingShingle | Macroeconomics Mohd Ali, Hazwani Haziyah Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title | Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title_full | Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title_fullStr | Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title_full_unstemmed | Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title_short | Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali |
| title_sort | granger causality : exchange rate and macroeconomic variables movements in singapore / hazwani haziyah mohd ali |
| topic | Macroeconomics |
| url | https://ir.uitm.edu.my/id/eprint/21996/ |