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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Main Author: Azizi, Alia Natasha
Format: Thesis
Language:English
Published: 2022
Online Access:https://ir.uitm.edu.my/id/eprint/99796/1/99796.pdf
https://ir.uitm.edu.my/id/eprint/99796/
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spelling 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.
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
description 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
spellingShingle 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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score 13.211869