External Debt and Macroeconomics Indicators: Evidence from Malaysia

The management of debt has always been one of the central concerns in the small open economy like Malaysia. This study seeks to re-examine whether the macroeconomic indicators contributed to the external debt in Malaysia. Utilizing Malaysia data from 1970 to 2011, the results indicate the existence...

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Main Authors: Lee, Alvina Syn-Yee, Lau, Evan, Mohammad Affendy, Arip
Format: Proceeding
Language:English
Published: 2014
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18664/
http://ir.unimas.my/id/eprint/18664/1/1396410430_205-Evan.pdf
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author Lee, Alvina Syn-Yee
Lau, Evan
Mohammad Affendy, Arip
author_facet Lee, Alvina Syn-Yee
Lau, Evan
Mohammad Affendy, Arip
author_sort Lee, Alvina Syn-Yee
building UNIMAS Institutional Repository
collection Online Access
description The management of debt has always been one of the central concerns in the small open economy like Malaysia. This study seeks to re-examine whether the macroeconomic indicators contributed to the external debt in Malaysia. Utilizing Malaysia data from 1970 to 2011, the results indicate the existence of short run causality linkages between the external debt and the macroeconomic indicators. Further dynamic econometric analysis indicates that quasi money (M2) to be the most exogenous variable beyond the sample for the next 50 years. This implies that policymakers could focus on the monetary variables in assisting and managing external debt level in the long run. Malaysia should develop a debt governance program for pursuit of debt-targeting policies or rules to enhance sound public finance systems which is crucial for Malaysia to achieve solvency in external debt positions in the near future.
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institution Universiti Malaysia Sarawak
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language English
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publishDate 2014
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spelling unimas-186642017-11-20T04:41:52Z http://ir.unimas.my/id/eprint/18664/ External Debt and Macroeconomics Indicators: Evidence from Malaysia Lee, Alvina Syn-Yee Lau, Evan Mohammad Affendy, Arip HB Economic Theory The management of debt has always been one of the central concerns in the small open economy like Malaysia. This study seeks to re-examine whether the macroeconomic indicators contributed to the external debt in Malaysia. Utilizing Malaysia data from 1970 to 2011, the results indicate the existence of short run causality linkages between the external debt and the macroeconomic indicators. Further dynamic econometric analysis indicates that quasi money (M2) to be the most exogenous variable beyond the sample for the next 50 years. This implies that policymakers could focus on the monetary variables in assisting and managing external debt level in the long run. Malaysia should develop a debt governance program for pursuit of debt-targeting policies or rules to enhance sound public finance systems which is crucial for Malaysia to achieve solvency in external debt positions in the near future. 2014-04 Proceeding NonPeerReviewed text en http://ir.unimas.my/id/eprint/18664/1/1396410430_205-Evan.pdf Lee, Alvina Syn-Yee and Lau, Evan and Mohammad Affendy, Arip (2014) External Debt and Macroeconomics Indicators: Evidence from Malaysia. In: Proceedings of 26th International Business Research Conference, 7 - 8 April 2014, Imperial College, London, UK.
spellingShingle HB Economic Theory
Lee, Alvina Syn-Yee
Lau, Evan
Mohammad Affendy, Arip
External Debt and Macroeconomics Indicators: Evidence from Malaysia
title External Debt and Macroeconomics Indicators: Evidence from Malaysia
title_full External Debt and Macroeconomics Indicators: Evidence from Malaysia
title_fullStr External Debt and Macroeconomics Indicators: Evidence from Malaysia
title_full_unstemmed External Debt and Macroeconomics Indicators: Evidence from Malaysia
title_short External Debt and Macroeconomics Indicators: Evidence from Malaysia
title_sort external debt and macroeconomics indicators: evidence from malaysia
topic HB Economic Theory
url http://ir.unimas.my/id/eprint/18664/
http://ir.unimas.my/id/eprint/18664/1/1396410430_205-Evan.pdf