Food imports and exchange rate: the application of dynamic cointegration framework

QR Code

Food imports and exchange rate: the application of dynamic cointegration framework

This paper studies how exchange rate policy influences households’ consumption styles represented by food imports. We provide an empirical analysis based on the Malaysian annual data from 1980-2012. An autoregressive distributed lag model (ARDL) was utilized in interpreting long-run elasticities of...

Full description

Bibliographic Details
Main Authors:	Aliyu, Alhaji Jibrilla, Ismail, Normaz Wana
Format:	Article
Language:	English
Published:	Institute for Mathematical Research, Universiti Putra Malaysia 2017
Online Access:	http://psasir.upm.edu.my/id/eprint/51708/ http://psasir.upm.edu.my/id/eprint/51708/1/7.%20Alhaji%20Jibrilla.pdf

Similar Items

Threshold cointegration and interest rate pass - through during the pre - and post - banking consolidation in Nigeria: are there asymmetries?
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2016)

The effects of air pollution on human mortality: does gender difference matter in African countries?
by: Aliyu, Alhaji Jibrilla, et al.
Published: (2016)

An analysis of real oil prices and real exchange rates in five African countries: applying symmetric and asymmetric cointegration models
by: Ngoma, Abubakar Lawan, et al.
Published: (2016)

Real exchange rate and trade variables: asymmetric cointegration relationship
by: Duasa, Jarita
Published: (2010)

Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia
by: Venus, Khim-Sen Liew, et al.
Published: (2005)

Effects of air pollution and corruption control on life expectancy in middle-income countries
by: Ahmad, Nor Asma, et al.
Published: (2021)

Are Malaysian exports and imports cointegrated?
by: Choong, Chee Keong, et al.
Published: (2004)

Factors affecting the environment and their impact on public health outcomes in Africa
by: Aliyu, Alhaji Jibrilla
Published: (2016)

Import protection, capital flows, and real exchange rate dynamics
by: Sjaastad, L., et al.
Published: (2003)

Impact Of Interest Rate And Exchange Rate On The Stock Market Index In Malaysia: A Cointegration Analysis
by: Foo, Zor Thang
Published: (2009)

Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)

Asymmetric cointegration relationship between real exchange rate and trade variables: the case of Malaysia
by: Duasa, Jarita
Published: (2009)

Are Malaysian exports and imports cointegrated? A comment
by: Tang, Tuck Cheong
Published: (2005)

Export of agricultural raw materials, exchange rate and economic growth in Nigeria: an ARDL approach to cointegration
by: Waziri, Salisu Ibrahim, et al.
Published: (2017)

Is monetary variable a determinant in the Ringgit-Dollar exchange rates model?: a cointegration approach
by: Behrooz Gharleghi,, et al.
Published: (2012)

Analysing Malaysian exports, capital, exchange rate, and income growth through the balance of payments constrained growth model
by: Ramasamy, Kanageswary, et al.
Published: (2024)

Analysing Malaysian exports, capital, exchange rate, and income growth through the balance of payments constrained growth model
by: Ramasamy, Kanageswary, et al.
Published: (2024)

Examining relationship between Palestine stock exchange and Amman stock exchange-cointegration approach
by: Abdul Hadi, Abdul Razak, et al.
Published: (2013)

Exchange rate misalignment, volatility and import flows in Malaysia
by: Mohd Naseem, Niaz Ahmad, et al.
Published: (2009)

Growth and convergence in ASEAN: a dynamic panel approach
by: Ismail, Normaz Wana
Published: (2008)

The dynamics of Thailand's real exchange rate
by: Abdul Hamid, Baharom, et al.
Published: (2011)

Exchange rate pass-through import prices: sectoral analysis
by: Duasa, Jarita, et al.
Published: (2011)

Exchange rate stability and import penetration: The case of Malaysia and Singapore
by: Teo, Tyson Chih Soon
Published: (2013)

The effects of exchange rate change on imports and exports: the Sudanese case
by: Ibrahim, Ahmed Abd Allah, et al.
Published: (2003)

The palm oil import demand in selected European countries: a cointegration analysis
by: Hameed, Amna Awad Abdel, et al.
Published: (2012)

Exchange rate dynamics and asset price formation
by: Zarei, Alireza
Published: (2015)

The impact of food availability on food security in developing countries
by: Abdul Manap, Nur Marina, et al.
Published: (2016)

Exchange rate shock on Malaysian prices of imports and exports: An empirical analysis
by: Duasa, Jarita
Published: (2009)

Is The Exchange Rate The Most Important Determinants of China Trade Balance with United States?
by: Hong, Sheng
Published: (2010)

Food security and economic growth
by: Abdul Manap, Nur Marina, et al.
Published: (2019)

Price dynamics in relation to foreign exchange market and Kuala Lumpur composite index: a cointegration approach / Nik Muhammad Naziman Ab Rahman
by: Ab Rahman, Nik Muhammad Naziman, et al.
Published: (2004)

Dynamic Interaction between Oil Price, Stock Exchange and Exchange Rate: The Case of Kazakhstan
by: Urazov, Alibek
Published: (2010)

Energy consumption and real GDP nexus: a Malaysian case demonstrating the importance of trade openness
by: Poh, Paik Xuan, et al.
Published: (2018)

Asymmetric adjustment of commercial bank retail rates in Malaysia: a threshold cointegration analysis
by: Habibullah, Muzafar Shah, et al.
Published: (2009)

THE IMPACT OF DYNAMIC PRICING REFLECTING FOREIGN EXCHANGE RATE MOVEMENT
by: Nor Aripin, Adlan Zaidi
Published: (2017)

An Empirical Analysis of Money, Exchange Rate and Inflation Dynamics in Sudan
by: Yol, Marial Awou
Published: (2001)

Structural Modelling And Analysis Of The Behavioural Dynamics Of Foreign Exchange Rate
by: Yip, Chee Yin
Published: (2006)

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

The impact of food policy on food insecurity in developing countries
by: Abdul Manap, Nur Marina, et al.
Published: (2015)

The Dynamic Correlation Between Oil Price, Exchange Rate and Stock Market: Evidence from Major Emerging Oil-Importing and Oil-Exporting Countries
by: Yao, Jundai
Published: (2016)