The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results...
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| Format: | Thesis |
| Language: | English |
| Published: |
1999
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| Online Access: | http://psasir.upm.edu.my/id/eprint/51129/ http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf |
| _version_ | 1848851749362728960 |
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| author | Erlambang, Tanza |
| author_facet | Erlambang, Tanza |
| author_sort | Erlambang, Tanza |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen. |
| first_indexed | 2025-11-15T10:27:08Z |
| format | Thesis |
| id | upm-51129 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:27:08Z |
| publishDate | 1999 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-511292017-05-03T09:08:30Z http://psasir.upm.edu.my/id/eprint/51129/ The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases Erlambang, Tanza This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen. 1999-11 Thesis NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf Erlambang, Tanza (1999) The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases. Masters thesis, Universiti Putra Malaysia. Money Foreign exchange rates |
| spellingShingle | Money Foreign exchange rates Erlambang, Tanza The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title | The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title_full | The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title_fullStr | The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title_full_unstemmed | The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title_short | The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases |
| title_sort | emperical analysis of monetary model to the exchange rate determination : remainder of title malaysia ringgit, singapore dollar and indonesia rupiah cases |
| topic | Money Foreign exchange rates |
| url | http://psasir.upm.edu.my/id/eprint/51129/ http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf |