The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
This paper analyses the long-run neutrality (LRN) of money on real output in Malaysia using a reduced form ARIMA model developed by Fisher and Seater (1993). Empirical results are sensitive to the type of data used. Low frequency data are generally more supportive of the neutrality hypothesis. Contr...
| Main Authors: | Muzafar Shah, Habibullah, Azali, M., Puah, Chin Hong, Ahmad Zubaidi, Baharumshah |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Institute for Development Studies (Sabah)
2002
|
| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/18677/ http://ir.unimas.my/id/eprint/18677/7/The%20Relevance%20of%20Monetary%20Aggregates%20%28abstract%29.pdf |
Similar Items
Revisiting Money Demand In Malaysia: Simple-Sum Versus Divisia Monetary Aggregates
by: Puah, Chin Hong, et al.
Published: (2008)
by: Puah, Chin Hong, et al.
Published: (2008)
Testing Long-Run Monetary Neutrality in Malaysia: Revisiting Divisia Money
by: Puah, Chin-Hong, et al.
Published: (2011)
by: Puah, Chin-Hong, et al.
Published: (2011)
The performance of divisia monetary aggregates in the monetary model of exchange rate in ASEAN-four countries
by: Leong, Choi Meng
Published: (2015)
by: Leong, Choi Meng
Published: (2015)
A new approach to monetary theory and policy: a monetary theory of value
by: Abdullah, Adam
Published: (2014)
by: Abdullah, Adam
Published: (2014)
Monetary aggregation and the p-star model of inflation in Indonesia
by: Sangeetha Premilla, Dayani.
Published: (2009)
by: Sangeetha Premilla, Dayani.
Published: (2009)
Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)
by: Lee, Chin, et al.
Published: (2009)
Simple-sum versus Divisia monetary aggregates for Malaysia: cointegration, error-correction model and exogeneity
by: Habibullah, Muzafar Shah, et al.
Published: (2000)
by: Habibullah, Muzafar Shah, et al.
Published: (2000)
Stock prices and monetary policy : evidence from Malaysia case
by: Chin, Nyuk Fui
Published: (2011)
by: Chin, Nyuk Fui
Published: (2011)
A VAR analysis of the effects of monetary policy in Malaysia / Simerah Jallah.
by: Jallah, Simerah
Published: (2004)
by: Jallah, Simerah
Published: (2004)
The effectiveness of monetary policy in Malaysia in the light of financial liberalization / Farizah bt. Ahmad.
by: Ahmad, Farizah
Published: (2000)
by: Ahmad, Farizah
Published: (2000)
Granger-causality between monetary aggregates and sectoral production in Malaysia / Wan Kay Choy
by: Wan, Kay Choy
Published: (2002)
by: Wan, Kay Choy
Published: (2002)
Monetary Conditions Index in Singapore.
by: Poon, Wai Ching, et al.
Published: (2008)
by: Poon, Wai Ching, et al.
Published: (2008)
Assessing the role of advertising expenditure in money demand function using alternative monetary aggregations
by: Hiew, Lee Chea
Published: (2015)
by: Hiew, Lee Chea
Published: (2015)
Volatility of the USD: Effects from economic policy uncertainty, monetary policy uncertainty and geopolitical risk
by: Thaw, Jia Yee
Published: (2023)
by: Thaw, Jia Yee
Published: (2023)
Monetary policy dynamics impact on foreign direct investment in Malaysia
by: Leong, Kai Wen, et al.
Published: (2024)
by: Leong, Kai Wen, et al.
Published: (2024)
An economic analysis of the relationship between stock returns and the anticipated and unanticipated money growth: the case of Malaysia
by: Mohamed, Azali, et al.
Published: (1999)
by: Mohamed, Azali, et al.
Published: (1999)
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
by: Liew, Venus Khim-Sen, et al.
Published: (2008)
Monetary model of exchange rate for Thailand : long-run relationship and monetary restrictions.
by: Liew, Venus Khim Sen, et al.
Published: (2009)
by: Liew, Venus Khim Sen, et al.
Published: (2009)
Testing Long-Run Neutrality Of Money In A Developing Economy
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
by: Muzafar Shah, Habibullah, et al.
Published: (2002)
Asymmetric effects of monetary policy in ASEAN-4 economies
by: Tan, Siow Hooi, et al.
Published: (2010)
by: Tan, Siow Hooi, et al.
Published: (2010)
A monetary analysis of the Indonesian economy / Elisabet Siahaan.
by: Siahaan, Elisabet
Published: (2002)
by: Siahaan, Elisabet
Published: (2002)
Monetary policy symmetry or asymmetry?: evidence from Indonesia and Malaysia
by: Tan, Siow Hooi, et al.
Published: (2010)
by: Tan, Siow Hooi, et al.
Published: (2010)
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)
Monetary policy and exchange market pressure in Malaysia
by: Tey, Sheik Kyin, et al.
Published: (2013)
by: Tey, Sheik Kyin, et al.
Published: (2013)
An analysis of economic performance in relation to monetary policies and practices : a focus on ASEAN countries / Lee Yoong Hon.
by: Lee, Yoong Hon
Published: (2002)
by: Lee, Yoong Hon
Published: (2002)
Monetary policy, economic activity and the stock market: an empirical analysis of the Kuala Lumpur Stock Exchange
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
by: Muzafar Shah Habibullah,, et al.
Published: (1998)
The macroeconomic effects of oil price shock under different monetary policy rules on euro area and selected Asian countries
by: Chau, Pui Fui, et al.
Published: (2013)
by: Chau, Pui Fui, et al.
Published: (2013)
Monetary policy transmission through the bank-financing channel in Malaysia: Evidence from bank-level data
by: Asbeig, Hussam I., et al.
Published: (2014)
by: Asbeig, Hussam I., et al.
Published: (2014)
Feasibility of a monetary union in east African community
/ Kamaladin Ahmed Sheikh
by: Sheikh, Kamaladin Ahmed
Published: (2014)
by: Sheikh, Kamaladin Ahmed
Published: (2014)
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen
by: Liew, Venus Khim-Sen
Published: (2009)
by: Liew, Venus Khim-Sen
Published: (2009)
Economic security requires monetary and price stability: analysis of Malaysian macroeconomic and credit data
by: Abdullah, Adam
Published: (2015)
by: Abdullah, Adam
Published: (2015)
An Islamic monetary theory of value and equation of exchange: evidence from Egypt (696–1517)
by: Abdullah, Adam
Published: (2016)
by: Abdullah, Adam
Published: (2016)
On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
by: Puah, Chin-Hong, et al.
Published: (2008)
by: Puah, Chin-Hong, et al.
Published: (2008)
On the long-run monetary neutrality : evidence from the SEACEN countries.
by: Puah, Chin Hong, et al.
Published: (2008)
by: Puah, Chin Hong, et al.
Published: (2008)
Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)
by: Zare, Roohollah, et al.
Published: (2013)
Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)
by: Zare, Roohollah, et al.
Published: (2014)
Financial stress in the ASEAN-5 economies: Macro-financial vulnerabilities and the role of monetary policy / Tng Boon Hwa
by: Tng, Boon Hwa
Published: (2017)
by: Tng, Boon Hwa
Published: (2017)
A note on the relationships between the stock market and macroeconomic variables in Malaysia: An empirical re-examination of Granger non-causality test
by: Habibullah, Muzafar Shah, et al.
Published: (2000)
by: Habibullah, Muzafar Shah, et al.
Published: (2000)
Asymmetric and cross-sectional effects of inflation on Malaysian stock returns under varying monetary conditions
by: Law, Wei Yang
Published: (2013)
by: Law, Wei Yang
Published: (2013)
Monetary policy and stock market volatility in ASEAN5: asymmetries over bull and bear markets
by: Zare, Roohollah, et al.
Published: (2013)
by: Zare, Roohollah, et al.
Published: (2013)
Similar Items
-
Revisiting Money Demand In Malaysia: Simple-Sum Versus Divisia Monetary Aggregates
by: Puah, Chin Hong, et al.
Published: (2008) -
Testing Long-Run Monetary Neutrality in Malaysia: Revisiting Divisia Money
by: Puah, Chin-Hong, et al.
Published: (2011) -
The performance of divisia monetary aggregates in the monetary model of exchange rate in ASEAN-four countries
by: Leong, Choi Meng
Published: (2015) -
A new approach to monetary theory and policy: a monetary theory of value
by: Abdullah, Adam
Published: (2014) -
Monetary aggregation and the p-star model of inflation in Indonesia
by: Sangeetha Premilla, Dayani.
Published: (2009)