A rolling regression analysis of international transmission of inflation in Malaysia

A rolling regression analysis of international transmission of inflation in Malaysia

The paper assesses the transmission of foreign inflationary disturbances for Malaysia. Using quarterly data from 1971 to 2003, we form a four–variable vector error correction model (VECM) consisting of domestic prices, US prices, Ringgit exchange rate and relative interest rate. Apart from the full–...

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Bibliographic Details
Main Author: Ibrahim, Mansor
Format: Article
Language:English
Published: Sage Publications 2009
Online Access:http://psasir.upm.edu.my/id/eprint/12853/
http://psasir.upm.edu.my/id/eprint/12853/1/A%20rolling%20regression%20analysis%20of%20international%20transmission%20of%20inflation%20in%20Malaysia.pdf

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