Testing Long-Run Monetary Neutrality in Malaysia: Revisiting Divisia Money

QR Code

Testing Long-Run Monetary Neutrality in Malaysia: Revisiting Divisia Money

This study re-examines the long-run neutrality (LRN) of money on real output in Malaysia using quarterly Divisia money data from 1981:1 to 2004:4 based on Fisher and Seater’s (1993) nonstructural reduced form bivariate ARIMA model. Special attention has been given in identifying the number of unit r...

Full description

Bibliographic Details
Main Authors:	Puah, Chin-Hong, Muzafar Shah, Habibullah, Lau, Evan, Shazali, Abu Mansor
Format:	Working Paper
Language:	English
Published:	Universiti Malaysia Sarawak, (UNIMAS) 2011
Subjects:	HB Economic Theory HG Finance
Online Access:	http://ir.unimas.my/id/eprint/3244/ http://ir.unimas.my/id/eprint/3244/1/Testing%2Blong-run%2Bmonetary%2Bneutrality%2Bin%2BMalaysia-Revisiting%2Bdivisia%2Bmoney%20%281%29.pdf

Similar Items

Revisiting money demand in Malaysia : simple-sum versus divisia monetary aggregates
by: Puah, Chin-Hong, et al.
Published: (2018)

Revisiting Money Demand In Malaysia: Simple-Sum Versus Divisia Monetary Aggregates
by: Puah, Chin Hong, et al.
Published: (2008)

Empirical Evidence on the Long-Run Neutrality Hypothesis Using Divisia Money
by: Tang, Maggie May-Jean, et al.
Published: (2013)

Testing long-run neutrality of money in Malaysia
by: Muzafar Shah Habibullah,, et al.
Published: (2001)

Testing long-run neutrality of money in Malaysia
by: Habibullah, Muzafar Shah, et al.
Published: (2001)

On the Long-Run Monetary Neutrality: Evidence from the SEACEN Countries
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)

Testing long-run neutrality of money in a developing economy
by: Habibullah, Muzafar Shah, et al.
Published: (2002)

Testing Long-Run Neutrality Of Money In A Developing Economy
by: Muzafar Shah, Habibullah, et al.
Published: (2002)

Testing long-run neutrality of money: evidence from Malaysian stock market
by: Puah, Chin-Hong, et al.
Published: (2006)

Testing Long-Run Neutrality of Money in Thirteen Asian Developing Countries
by: Puah, Chin Hong
Published: (2001)

Financial Liberalization and Divisia Money Demand in Indonesia
by: Sianturi, Ronald Hasudungan, et al.
Published: (2017)

Is money neutral in stock market? The case of Malaysia
by: Puah, Chin-Hong, et al.
Published: (2010)

Is money neutral in stock markets? the case of Malaysia.
by: Puah, Chin Hong, et al.
Published: (2010)

Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
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)

Divisia money and income in Indonesia: some results from error-correction models, 1981:1-1994:4
by: Habibullah, Muzafar Shah
Published: (1998)

Simple-sum versus Divisia monetary aggregates for Malaysia: cointegration, error-correction model and exogeneity
by: Habibullah, Muzafar Shah, et al.
Published: (2000)

Predictive powers of divisia monetary aggregates and simple sum money on inflation: comparative evidence from Malaysia
by: Lim, Kok Shyong.
Published: (2007)

Money demand and financial liberalization : revisting divisia money in Malaysia
by: Lee, Wen Wen.
Published: (2007)

Some Empirical Evidence on the Quantity Theoretic Proposition of Money in ASEAN-5
by: Puah, Chin-Hong, et al.
Published: (2008)

The performance of divisia monetary aggregates in the monetary model of exchange rate in ASEAN-four countries
by: Leong, Choi Meng
Published: (2015)

Long Run Sustainability Of Sarawak - West Kalimantan Cross-Border Trade Flows
by: Nurul, Bariyah, et al.
Published: (2012)

The Relevance of monetary aggregates for monetary policy Purposes in Malaysia
by: Muzafar Shah, Habibullah, et al.
Published: (2002)

Government Intervention in the Economy-Test on Malaysia's Fiscal Conduct
by: Evan, Lau, et al.
Published: (2006)

Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
by: Lee, Chin, et al.
Published: (2009)

Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests
by: Lau, Evan, et al.
Published: (2010)

The Role of Advertising Expenditure in Measuring Indonesia’s Money Demand Function
by: Hiew, Lee-Chea, et al.
Published: (2013)

Stability of long-run money demand function : evidence from Malaysia
by: Abdul Manap, Turkhan Ali
Published: (2009)

Testing Stationarity of Budgetary Position in Developing Countries
by: Lau, Evan, et al.
Published: (2009)

Long run behavior of Malaysia's current account: does the deficit matter?
by: Lau, Evan, et al.
Published: (2003)

Long Run Equilibrium Relationship Between Money And Prices In Selected Asian Countries
by: Ghazali, Noor Azlan, et al.
Published: (2001)

Stock prices and long-run demand for money in three selected ASEAN countries Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Stock prices and long-run demand for money in three selected ASEAN countries : Indonesia, Malaysia, and Thailand
by: Tan, Chin Sin
Published: (2003)

Money and Biased Technical Progress: A Further. Test on 'Monetization as Technological Innovation' Hypothesis
by: Habibullah, Muzafar Shah
Published: (1993)

Revisiting the long-run energy mix with the global energy market model (GEM)
by: Aguilera, Roberto F., et al.
Published: (2018)

Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
by: Habibullah, Muzafar Shah, et al.
Published: (1996)

Revival of the twin deficits in Asian crisis-affected countries
by: Lau, Evan, et al.
Published: (2010)

At the Crossroad : Twin Deficits in the Asian Crisis-affected Countries
by: Lau, Evan, et al.
Published: (2007)

Short-term interest rate and own rate of money in Malaysian money demand function
by: Habibullah, Muzafar Shah
Published: (1989)