Interdependence of ASEAN Business Cycles

This paper examines the interdependence relationship of five ASEAN business cycles, namely, Indonesia, Malaysia, Philippines, Singapore and Thailand. We conducted an augmented VAR of Granger non-causality test and discovered that there is strong interdependence among the ASEAN countries under study....

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Main Authors: Ong, Hway-Boon, Puah, Chin Hong, Muzafar Shah, Habibullah
Format: Article
Language:English
Published: FFE-ISAFE 2006
Subjects:
Online Access:http://ir.unimas.my/id/eprint/18674/
http://ir.unimas.my/id/eprint/18674/7/Interdependence%20of%20ASEAN%20Business%20Cycles%20%28abstract%29.pdf
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author Ong, Hway-Boon
Puah, Chin Hong
Muzafar Shah, Habibullah
author_facet Ong, Hway-Boon
Puah, Chin Hong
Muzafar Shah, Habibullah
author_sort Ong, Hway-Boon
building UNIMAS Institutional Repository
collection Online Access
description This paper examines the interdependence relationship of five ASEAN business cycles, namely, Indonesia, Malaysia, Philippines, Singapore and Thailand. We conducted an augmented VAR of Granger non-causality test and discovered that there is strong interdependence among the ASEAN countries under study. Our empirical findings revealed the existence of bi-directional causality among ASEAN countries, especially Malaysia and Singapore. That is to say, economic shocks or policy implementation by any neighbouring countries may be easily transmitted to another.
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format Article
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institution Universiti Malaysia Sarawak
institution_category Local University
language English
last_indexed 2025-11-15T06:57:33Z
publishDate 2006
publisher FFE-ISAFE
recordtype eprints
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spelling unimas-186742017-11-20T02:26:14Z http://ir.unimas.my/id/eprint/18674/ Interdependence of ASEAN Business Cycles Ong, Hway-Boon Puah, Chin Hong Muzafar Shah, Habibullah HB Economic Theory This paper examines the interdependence relationship of five ASEAN business cycles, namely, Indonesia, Malaysia, Philippines, Singapore and Thailand. We conducted an augmented VAR of Granger non-causality test and discovered that there is strong interdependence among the ASEAN countries under study. Our empirical findings revealed the existence of bi-directional causality among ASEAN countries, especially Malaysia and Singapore. That is to say, economic shocks or policy implementation by any neighbouring countries may be easily transmitted to another. FFE-ISAFE 2006-06 Article PeerReviewed text en http://ir.unimas.my/id/eprint/18674/7/Interdependence%20of%20ASEAN%20Business%20Cycles%20%28abstract%29.pdf Ong, Hway-Boon and Puah, Chin Hong and Muzafar Shah, Habibullah (2006) Interdependence of ASEAN Business Cycles. Frontiers in Finance and Economics, 3 (1). pp. 69-78. ISSN 1814-2044 https://www.researchgate.net/publication/227346930
spellingShingle HB Economic Theory
Ong, Hway-Boon
Puah, Chin Hong
Muzafar Shah, Habibullah
Interdependence of ASEAN Business Cycles
title Interdependence of ASEAN Business Cycles
title_full Interdependence of ASEAN Business Cycles
title_fullStr Interdependence of ASEAN Business Cycles
title_full_unstemmed Interdependence of ASEAN Business Cycles
title_short Interdependence of ASEAN Business Cycles
title_sort interdependence of asean business cycles
topic HB Economic Theory
url http://ir.unimas.my/id/eprint/18674/
http://ir.unimas.my/id/eprint/18674/
http://ir.unimas.my/id/eprint/18674/7/Interdependence%20of%20ASEAN%20Business%20Cycles%20%28abstract%29.pdf