Asymmetric pass-through effects of oil price on economic growth in Malaysia

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Asymmetric pass-through effects of oil price on economic growth in Malaysia

This empirical analysis intends to examine the asymmetric response of economic growth when the oil price changes in Malaysia by applying threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) cointegration and asymmetric adjustment models. The results revealed that the oil price...

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Bibliographic Details
Main Authors:	Bala, Umar, Lee, Chin, Maijama’a, Rabiu
Format:	Article
Published:	Universiti Malaysia Sarawak 2021
Online Access:	http://psasir.upm.edu.my/id/eprint/96131/

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