Simple-sum versus Divisia monetary aggregates for Malaysia: cointegration, error-correction model and exogeneity

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Simple-sum versus Divisia monetary aggregates for Malaysia: cointegration, error-correction model and exogeneity

In this study we attempt to investigate the long run relationship between money and income in Malaysia. We constructed Divisia monetary aggregates for Malaysia and compared its performance with the Simple-sum monetary aggregates for the period 1980:1 to 1994:4. The long run relationship between the...

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Bibliographic Details
Main Authors:	Habibullah, Muzafar Shah, Mohamed, Azali, Baharumshah, Ahmad Zubaidi
Format:	Article
Language:	English
Published:	Universiti Putra Malaysia Press 2000
Online Access:	http://psasir.upm.edu.my/id/eprint/3299/ http://psasir.upm.edu.my/id/eprint/3299/1/Simple-sum_Versus_Divisia_Monetary_Aggregates_for_Malaysia.pdf

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