Cover Image

Money and inflation in Malaysia: an analysis of causality (1970-92)

This paper investigates the causal relationship between money supply and rate of inflation using Malaysian data for the period 1970-92. The Granger methodology was adopted and results generally indicate a bidirectional relationship between money supply and the rate of inflation. In specific, money s...

Full description

Saved in:
Bibliographic Details
Main Authors: Abdullah, Ahmad Zainuddin, Yusof, Zulkornain
Format: Conference or Workshop Item
Language:English
Published: Universiti Putra Malaysia 1994
Online Access:http://psasir.upm.edu.my/id/eprint/47454/1/Money%20and%20inflation%20in%20Malaysia%20an%20analysis%20of%20causality%20%281970-92%29.pdf
http://psasir.upm.edu.my/id/eprint/47454/
Tags: Add Tag
No Tags, Be the first to tag this record!
id my.upm.eprints.47454
record_format eprints
spelling my.upm.eprints.474542016-05-16T08:12:09Z http://psasir.upm.edu.my/id/eprint/47454/ Money and inflation in Malaysia: an analysis of causality (1970-92) Abdullah, Ahmad Zainuddin Yusof, Zulkornain This paper investigates the causal relationship between money supply and rate of inflation using Malaysian data for the period 1970-92. The Granger methodology was adopted and results generally indicate a bidirectional relationship between money supply and the rate of inflation. In specific, money supply causes inflation for all cases (MI, M2 and the various choices of lag-lengths of the independent variable) while inflation causes money supply for all cases except for M₂ at lag 12 and M1 at lag 8 for the equal lag-length analysis. Universiti Putra Malaysia 1994 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/47454/1/Money%20and%20inflation%20in%20Malaysia%20an%20analysis%20of%20causality%20%281970-92%29.pdf Abdullah, Ahmad Zainuddin and Yusof, Zulkornain (1994) Money and inflation in Malaysia: an analysis of causality (1970-92). In: Proceeding of the Seminar of Economics and Management, 18-19 Oct. 1994, Port Dickson, Malaysia. (pp. 1-15).
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description This paper investigates the causal relationship between money supply and rate of inflation using Malaysian data for the period 1970-92. The Granger methodology was adopted and results generally indicate a bidirectional relationship between money supply and the rate of inflation. In specific, money supply causes inflation for all cases (MI, M2 and the various choices of lag-lengths of the independent variable) while inflation causes money supply for all cases except for M₂ at lag 12 and M1 at lag 8 for the equal lag-length analysis.
format Conference or Workshop Item
author Abdullah, Ahmad Zainuddin
Yusof, Zulkornain
spellingShingle Abdullah, Ahmad Zainuddin
Yusof, Zulkornain
Money and inflation in Malaysia: an analysis of causality (1970-92)
author_facet Abdullah, Ahmad Zainuddin
Yusof, Zulkornain
author_sort Abdullah, Ahmad Zainuddin
title Money and inflation in Malaysia: an analysis of causality (1970-92)
title_short Money and inflation in Malaysia: an analysis of causality (1970-92)
title_full Money and inflation in Malaysia: an analysis of causality (1970-92)
title_fullStr Money and inflation in Malaysia: an analysis of causality (1970-92)
title_full_unstemmed Money and inflation in Malaysia: an analysis of causality (1970-92)
title_sort money and inflation in malaysia: an analysis of causality (1970-92)
publisher Universiti Putra Malaysia
publishDate 1994
url http://psasir.upm.edu.my/id/eprint/47454/1/Money%20and%20inflation%20in%20Malaysia%20an%20analysis%20of%20causality%20%281970-92%29.pdf
http://psasir.upm.edu.my/id/eprint/47454/
_version_ 1643833888632471552
score 13.211869

Similar Items