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Alternative Approach to Determination of Malaysian Economic Behaviour

This study documents significant findings on the determination of Malaysian economic behaviour in relation to its close trading partners. The data series for this study were from Malaysia, the USA, and China, over a 25-year period. The test procedure incorporated a fully specified Auto Regressive Di...

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Main Authors: Zarei, Alireza, Lee, Ruenn Huah, Sia, Jye Ying, Ho, Chee Kit
Format: Article
Language:English
Published: Universiti Utara Malaysia Press 2016
Subjects:
HC Economic History and Conditions
Online Access:http://repo.uum.edu.my/24966/1/IJBF%2012%202%202016%2077%2097.pdf
http://repo.uum.edu.my/24966/
http://ijbf.uum.edu.my/index.php/previous-issues/153-the-international-journal-of-banking-and-finance-ijbf-volume-12-no-2-2016
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spelling my.uum.repo.249662018-10-17T03:04:25Z http://repo.uum.edu.my/24966/ Alternative Approach to Determination of Malaysian Economic Behaviour Zarei, Alireza Lee, Ruenn Huah Sia, Jye Ying Ho, Chee Kit HC Economic History and Conditions This study documents significant findings on the determination of Malaysian economic behaviour in relation to its close trading partners. The data series for this study were from Malaysia, the USA, and China, over a 25-year period. The test procedure incorporated a fully specified Auto Regressive Distributed Lag (ARDL) model with optimum lags being identified from high R-Squared value and the absence of serial correlation. The gross domestic product and industrial production indices were accounted for to re-examine a macroeconomic modelling approach to determination of the Malaysian economy. The results affirmed evidence of significant explanatory role of American and Chinese lagged GDP and IPI in determining the Malaysian economy. Our test results further identified a significant long-run interdependence between Malaysian economy and its major trading partners. In our view, these findings, given the appropriate econometric methodology, suggested significant policy implications concerning the timing and accuracy of risk management practices in preventing economic crisis to occur in Malaysia. Universiti Utara Malaysia Press 2016 Article PeerReviewed application/pdf en http://repo.uum.edu.my/24966/1/IJBF%2012%202%202016%2077%2097.pdf Zarei, Alireza and Lee, Ruenn Huah and Sia, Jye Ying and Ho, Chee Kit (2016) Alternative Approach to Determination of Malaysian Economic Behaviour. International Journal of Banking and Finance (IJBF), 12 (2). pp. 77-94. ISSN 1675-7227 http://ijbf.uum.edu.my/index.php/previous-issues/153-the-international-journal-of-banking-and-finance-ijbf-volume-12-no-2-2016
institution Universiti Utara Malaysia
building UUM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Utara Malaysia
content_source UUM Institutionali Repository
url_provider http://repo.uum.edu.my/
language English
topic HC Economic History and Conditions
spellingShingle HC Economic History and Conditions
Zarei, Alireza
Lee, Ruenn Huah
Sia, Jye Ying
Ho, Chee Kit
Alternative Approach to Determination of Malaysian Economic Behaviour
description This study documents significant findings on the determination of Malaysian economic behaviour in relation to its close trading partners. The data series for this study were from Malaysia, the USA, and China, over a 25-year period. The test procedure incorporated a fully specified Auto Regressive Distributed Lag (ARDL) model with optimum lags being identified from high R-Squared value and the absence of serial correlation. The gross domestic product and industrial production indices were accounted for to re-examine a macroeconomic modelling approach to determination of the Malaysian economy. The results affirmed evidence of significant explanatory role of American and Chinese lagged GDP and IPI in determining the Malaysian economy. Our test results further identified a significant long-run interdependence between Malaysian economy and its major trading partners. In our view, these findings, given the appropriate econometric methodology, suggested significant policy implications concerning the timing and accuracy of risk management practices in preventing economic crisis to occur in Malaysia.
format Article
author Zarei, Alireza
Lee, Ruenn Huah
Sia, Jye Ying
Ho, Chee Kit
author_facet Zarei, Alireza
Lee, Ruenn Huah
Sia, Jye Ying
Ho, Chee Kit
author_sort Zarei, Alireza
title Alternative Approach to Determination of Malaysian Economic Behaviour
title_short Alternative Approach to Determination of Malaysian Economic Behaviour
title_full Alternative Approach to Determination of Malaysian Economic Behaviour
title_fullStr Alternative Approach to Determination of Malaysian Economic Behaviour
title_full_unstemmed Alternative Approach to Determination of Malaysian Economic Behaviour
title_sort alternative approach to determination of malaysian economic behaviour
publisher Universiti Utara Malaysia Press
publishDate 2016
url http://repo.uum.edu.my/24966/1/IJBF%2012%202%202016%2077%2097.pdf
http://repo.uum.edu.my/24966/
http://ijbf.uum.edu.my/index.php/previous-issues/153-the-international-journal-of-banking-and-finance-ijbf-volume-12-no-2-2016
_version_ 1644284190656561152
score 13.211869

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