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Transportation dynamic behaviour of structural break and consumer price index

This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated...

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Main Authors: Mhd. Ruslan, Siti Marsila, Mat Ghani, Gairuzazmi, Khalid, Haniza, Mokhtar, Kasypi
Format: Article
Language:English
English
Published: Blue Eyes Intelligence Engineering and Sciences Publication 2019
Subjects:
H Social Sciences (General)
Online Access:http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf
http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf
http://irep.iium.edu.my/78545/
https://www.ijrte.org/wp-content/uploads/papers/v8i2/A3521058119.pdf
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spelling my.iium.irep.785452020-02-17T07:35:35Z http://irep.iium.edu.my/78545/ Transportation dynamic behaviour of structural break and consumer price index Mhd. Ruslan, Siti Marsila Mat Ghani, Gairuzazmi Khalid, Haniza Mokhtar, Kasypi H Social Sciences (General) This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated that (i) both Zivot and Andrews unit root test and Perron unit root test provided fairly similar results; most of the break points occurred in 2008, (ii) the variables cointegrate in the Johansen cointegration test which indicates that there is a long-run relationship and (iii) the Gregory and Hansen test also demonstrated some form of cointegration with structural break(s), especially in 2008. Overall, this study intends to match the structural break points with the comparable critical economic events. Blue Eyes Intelligence Engineering and Sciences Publication 2019 Article PeerReviewed application/pdf en http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf application/pdf en http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf Mhd. Ruslan, Siti Marsila and Mat Ghani, Gairuzazmi and Khalid, Haniza and Mokhtar, Kasypi (2019) Transportation dynamic behaviour of structural break and consumer price index. International Journal of Recent Technology and Engineering, 8 (2). pp. 283-290. E-ISSN 2277-3878 https://www.ijrte.org/wp-content/uploads/papers/v8i2/A3521058119.pdf 10.35940/ijrte.A3521.078219
institution Universiti Islam Antarabangsa Malaysia
building IIUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider International Islamic University Malaysia
content_source IIUM Repository (IREP)
url_provider http://irep.iium.edu.my/
language English
English
topic H Social Sciences (General)
spellingShingle H Social Sciences (General)
Mhd. Ruslan, Siti Marsila
Mat Ghani, Gairuzazmi
Khalid, Haniza
Mokhtar, Kasypi
Transportation dynamic behaviour of structural break and consumer price index
description This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated that (i) both Zivot and Andrews unit root test and Perron unit root test provided fairly similar results; most of the break points occurred in 2008, (ii) the variables cointegrate in the Johansen cointegration test which indicates that there is a long-run relationship and (iii) the Gregory and Hansen test also demonstrated some form of cointegration with structural break(s), especially in 2008. Overall, this study intends to match the structural break points with the comparable critical economic events.
format Article
author Mhd. Ruslan, Siti Marsila
Mat Ghani, Gairuzazmi
Khalid, Haniza
Mokhtar, Kasypi
author_facet Mhd. Ruslan, Siti Marsila
Mat Ghani, Gairuzazmi
Khalid, Haniza
Mokhtar, Kasypi
author_sort Mhd. Ruslan, Siti Marsila
title Transportation dynamic behaviour of structural break and consumer price index
title_short Transportation dynamic behaviour of structural break and consumer price index
title_full Transportation dynamic behaviour of structural break and consumer price index
title_fullStr Transportation dynamic behaviour of structural break and consumer price index
title_full_unstemmed Transportation dynamic behaviour of structural break and consumer price index
title_sort transportation dynamic behaviour of structural break and consumer price index
publisher Blue Eyes Intelligence Engineering and Sciences Publication
publishDate 2019
url http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf
http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf
http://irep.iium.edu.my/78545/
https://www.ijrte.org/wp-content/uploads/papers/v8i2/A3521058119.pdf
_version_ 1662753825702805504
score 13.211869

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