Relative price effects of monetary policy shock in Malaysia: a SVAR study

QR Code

Relative price effects of monetary policy shock in Malaysia: a SVAR study

Studies on Malaysia monetary policy mostly examine the effect of monetary policy change on output and inflation in aggregate terms. While sectoral output effects of monetary policy have also been investigated, there is however a lack in the study on the effect of policy change on disaggregated infla...

Full description

Bibliographic Details
Main Authors:	Zaidi, Mohd. Azlan Shah, Abdul Karim, Zulkefly, Wan Ngah, Wan Azman Saini
Format:	Article
Language:	English
Published:	Faculty of Economics and Business, Universiti Malaysia Sarawak 2016
Online Access:	http://psasir.upm.edu.my/id/eprint/53765/ http://psasir.upm.edu.my/id/eprint/53765/1/Relative%20price%20effects%20of%20monetary%20policy%20shock%20in%20Malaysia.pdf

Similar Items

Foreign Shocks, Monetary Policy, and Macroeconomic Fluctuations in a Small Open Economy: A SVAR Study of Malaysia
by: Zulkefly, Abdul Karim, et al.
Published: (2016)

Impact of Singapore, US and Japanese macroeconomic shocks on Malaysian economy: a sign-restricted SVAR analysis
by: Mohd Azlan Shah Zaidi,, et al.
Published: (2014)

Monetary and fiscal policy shocks on the stock market performance in the United States: evidence from the SVAR framework
by: Emamian, Aref, et al.
Published: (2021)

Monetary policy shocks, financial constraints and firm-level equity return: panel evidence
by: Zulkefly Abdul Karim,, et al.
Published: (2013)

Does firm-level equity return respond to domestic and international monetary policy shocks? a panel data study of Malaysia.
by: Zulkefly Abdul Karim,, et al.
Published: (2011)

Bank lending channel of monetary policy : dynamic panel data study of Malaysia
by: Abdul Karim, Zulkefly, et al.
Published: (2011)

Firm-level investment and monetary policy in Malaysia: do the interest rate and broad credit channels matter?
by: Abdul Karim, Zulkefly, et al.
Published: (2013)

Foreign and domestic shocks: macroeconomic responses of ASEAN-3 countries
by: Shah Zaidi, Mohd Azlan, et al.
Published: (2013)

Macroeconomic effects of world oil and food price shocks in Asia and Pacific economies: application of SVAR models
by: Alom, Md. Fardous, et al.
Published: (2013)

Monetary policy shocks, financial constraints and firm- level equity return: Panel evidence
by: Zulkefly, Abdul Karim, et al.
Published: (2013)

Dasar fiskal terhadap perbelanjaan swasta: analisis SVAR di Malaysia
by: Iszan Hana Kaharudin,, et al.
Published: (2017)

How does monetary policy affect economic vulnerability to oil price shock as against US economy shock?
by: Razmi, Fatemeh, et al.
Published: (2017)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2013)

Monetary policy effectiveness and stock market cycles in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2014)

The effect of twin-shock on monetary and fiscal policies in Indonesia
by: Utama, Chandra
Published: (2020)

Monetary Policy, Firm Size And Equity Returns In An Emerging Market: Panel Evidence Of Malaysia
by: Abdul Karim, Zulkefly, et al.
Published: (2015)

The asymmetric effects of monetary policy with respect to stock market conditions in ASEAN-5
by: Zare, Roohollah, et al.
Published: (2012)

The asymmetric effects of monetary policy on real output over stock market conditions in the ASEAN 5.
by: Zare, Roohollah, et al.
Published: (2013)

Fiscal policy dynamics under a consolidation constraint: evidence from a sign-restricted SVAR with orthogonalized business cycle and monetary policy for Australia
by: Inchauspe, Julian
Published: (2021)

Impacts of monetary policy shocks on the domestic and foreign banks in Malaysia
by: Kassim, Salina, et al.
Published: (2009)

The macroeconomic effects of oil price shock under different monetary policy rules on euro area and selected Asian countries
by: Chau, Pui Fui, et al.
Published: (2013)

The real effects of monetary shocks in sticky price models: A sufficient statistic approach
by: Alvarez, F., et al.
Published: (2016)

The role of monetary policy in macroeconomic volatility of association of Southeast Asian nations-4 countries against oil price shock over time
by: Razmi, Fatemeh, et al.
Published: (2015)

Kesan kejutan luaran terhadap sub-sektor ekonomi di Malaysia: suatu analisis vektor autoregresi berstruktur (SVAR)
by: Yusri Yahya,, et al.
Published: (2020)

The impact of European Monetary Union on finance-growth Nexus
by: Armin, Saeed, et al.
Published: (2013)

The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN - 4 countries during pre- and post - global financial crisis
by: Razmi, Fatemeh, et al.
Published: (2016)

Financial liberalization, innovation and the response of Malaysian commercial banks’ portfolios to monetary shocks
by: Noor Azlan Ghazali,
Published: (1999)

Stock prices and monetary policy : evidence from Malaysia case
by: Chin, Nyuk Fui
Published: (2011)

The impact of European Monetary Union on the relationship between financial development and growth
by: Armin, Saeed, et al.
Published: (2012)

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

State-dependent pricing of monetary policy nonlinearities and inflation at risk for China
by: Xiao, Q., et al.
Published: (2025)

International Spillovers of Monetary Policy
by: Wan, Ann Jian, et al.
Published: (2017)

Kejutan monetari, lencongan pariti faedah tak terlindung dan akaun semasa: pengaruh peletakan harga antarabangsa (Monetary shock, uncovered interest parity deviation and current Account: the influence of international pricing)
by: Noreha Halid,, et al.
Published: (2011)

Impact of monetary policy shocks on the conventional and Islamic banks in a dual banking system: evidence from Malaysia
by: Kassim, Salina, et al.
Published: (2009)

Testing a non linear model of monetary policy reaction function: evidence from Malaysia
by: Norlin Khalid,, et al.
Published: (2014)

The asymmetric effects of monetary policy in four Asian economies.
by: Tan, Siow Hooi, et al.
Published: (2008)

Asymmetric effects of monetary policy in ASEAN-4 economies
by: Tan, Siow Hooi, et al.
Published: (2010)

The relationship between monetary policy and stock prices based on the Shanghai Stock Exchange
by: Wang, Zeyao
Published: (2020)

Is there any link between commodity price and monetary policy? Evidence from Australia
by: Hassan, A., et al.
Published: (2011)

Monetary policy shocks and Islamic banks' deposits in a dual banking system: empirical evidence from Malaysia and Bahrain
by: Mohd Yusof, Rosylin, et al.
Published: (2009)