Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi
The purpose of this research is to identify which macroeconomic variables influences the exchange rate fluctuation on Malaysia which will be performed by analyzing the relationship between Malaysia foreign exchange rate and macroeconomic factors, namely, inflation rate, interest rate, export value a...
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my.uitm.ir.997962024-09-25T09:20:40Z https://ir.uitm.edu.my/id/eprint/99796/ Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi Azizi, Alia Natasha The purpose of this research is to identify which macroeconomic variables influences the exchange rate fluctuation on Malaysia which will be performed by analyzing the relationship between Malaysia foreign exchange rate and macroeconomic factors, namely, inflation rate, interest rate, export value and gross domestic product. The data that was used in this research was annual secondary data depicted from The World Bank organization. Important to highlight, this study uses a time series analysis to examine the data that was collected from the past 30 years which is from year 1991 to 2020. To see which factors gives out a significant relationship with exchange rate, descriptive analysis, correlation analysis, regression analysis and a normality test was performed. As a result, from the test considerations that was performed, it is concluded that all the independent variable has a strong positive relationship with exchange rate and that the most influential factor is inflation rate. Besides that, from the study it also shows that inflation rate, export and gross domestic is has a significant relationship with exchange rate which is indifferent from interest rate as it recorded an insignificant relationship with exchange rate. Keywords: Exchange Rate, Inflation Rate, Export, Interest Rate, Gross Domestic Product, Malaysia 2022-02 Thesis NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/99796/1/99796.pdf Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi. (2022) Degree thesis, thesis, Universiti Teknologi MARA, Johor. |
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The purpose of this research is to identify which macroeconomic variables influences the exchange rate fluctuation on Malaysia which will be performed by analyzing the relationship between Malaysia foreign exchange rate and macroeconomic factors, namely, inflation rate, interest rate, export value and gross domestic product. The data that was used in this research was annual secondary data depicted from The World Bank organization. Important to highlight, this study uses a time series analysis to examine the data that was collected from the past 30 years which is from year 1991 to 2020. To see which factors gives out a significant relationship with exchange rate, descriptive analysis, correlation analysis, regression analysis and a normality test was performed. As a result, from the test considerations that was performed, it is concluded that all the independent variable has a strong positive relationship with exchange rate and that the most influential factor is inflation rate. Besides that, from the study it also shows that inflation rate, export and gross domestic is has a significant relationship with exchange rate which is indifferent from interest rate as it recorded an insignificant relationship with exchange rate.
Keywords: Exchange Rate, Inflation Rate, Export, Interest Rate, Gross Domestic Product, Malaysia |
format |
Thesis |
author |
Azizi, Alia Natasha |
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Azizi, Alia Natasha Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
author_facet |
Azizi, Alia Natasha |
author_sort |
Azizi, Alia Natasha |
title |
Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
title_short |
Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
title_full |
Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
title_fullStr |
Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
title_full_unstemmed |
Macroeconomic factors that impact exchange rate fluctuation in Malaysia / Alia Natasha Azizi |
title_sort |
macroeconomic factors that impact exchange rate fluctuation in malaysia / alia natasha azizi |
publishDate |
2022 |
url |
https://ir.uitm.edu.my/id/eprint/99796/1/99796.pdf https://ir.uitm.edu.my/id/eprint/99796/ |
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1811598128050077696 |
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13.211869 |