CFGB 6302 Money and Banking MASTER OF BUSINESS ADMINISTRATION GRADUATE SCHOOL OF BUSINESS FACULTY OF BUSINESS AND ACCOUNTANCY UNIVERSITY OF MALAYA KUALA LUMPUR‚ MALAYSIA Exploring the Nexus: Exchange rate‚ Inflation‚ Interest and Economic Growth in Malaysia LECTURER: DR CHAN SOK GEE Semester 2‚ 2012/2013 Group Members: No. 1 2 3 4 5 Name Ijaz Ur Rehman Rene Tan Nor Hamizan Bt Mohamad Ishar Dk Hjh Faizahanim Noor Faraliza Mohamad Noor Matrix No. CHA 120013 CGA 120061 CGA 120071 CGA 110120
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CHAPTER ONE INTRODUCTION 1.1 Background of the Study The significance of agriculture in bringing about economic growth and development of a nation cannot be underestimated‚ the reason why a nation possesses sustainable food security‚ is because it produces enough food to feed her citizens and even export these goods to other needy countries thereby generating foreign exchange which in turn increases the national income in the long-run. The agricultural sector serves all other sectors in the
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natural gas prices. The results of the forecasting exercise‚ carried out using the US Natural Gas 3 Months Strips series‚ suggest that the forecasting approach can be used to obtain a performance measure for the price. Key words: ARMA; ECM; Cointegration; Forecasting; Natural Gas Prices; Oil Prices. JEL Classification: G17 Index 1- Introduction – The Natural Gas ............................................................................................................... 3 2- Theoretical
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do the VARs mean? Measuring the output effects of monetary policy. Journal of Monetary Economics. 41: 277-300. Enders‚ Walter. (1995). Applied Econometric Time Series. New York: John Wiley & Sons‚ Inc. Engle‚ R. F. and Granger‚ C.W.J. (1987). Cointegration and error correction regression: estimation and testing. Econometrica. 55(2): 251-76. Garretsen‚ Harry and Job Swank Gelos‚ R. Gaston and Alejandro M. Werner. (2002). Financial liberalization‚ credit constraints and collateral: investment in the
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Indices: Cointegration Evidence from Stock Exchange of Singapore’s All-S Sector Indices” 10 11. A.Hussain‚ I.Lal & M.Mubin (2009): “Short run and Long run Dynamics of Macroeconomics Variables and Stock prices: Case Study of KSE (Karachi Stock Exchange)” 12 13. Sohail and Hussain (2009): “Long run and short run relationship between macroeconomic variables and stock prices in Pakistan: The case for Lahore stock exchange.” 14 15. Johansen (1991): “Estimation and Hypothesis of Cointegration Vectors in
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Earning of Malaysian Palm Oil. Oil Palm Industry Economic Journal. Abdullah‚ R.‚ & Lazim‚ M. A. (2006). Production and Price Forecast for Malaysian Palm Oil. OIL PALM INDUSTRY ECONOMIC JOURNAL (VOL. 6(1)/2006). Alias‚ M. H.‚ & Othman‚ J. (1998). Cointegration Between Palm Oil Price and Soybean Oil Price: A Study on Market Integration. iurnal Ekonomi Malaysia 32 (1998) 39·50. Alias‚ M.‚ & Tang‚ T. C. (2005). Supply Response of Malaysian Palm oil Producer:Impacts of interst rate variations. OIL PALM INDUSTRY
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& Ajayi‚ S. O. (2010). The Nexus Between Human Capital Investment and Economic Growth in Nigeria Babatunde‚ M. A.‚ & Adefabi‚ R. A. (2005). Long Run Relationship Between Education and Economic Growth in Nigeria: Evidence From the Johansen ’s Cointegration Approach Becker‚ G. (1994). Human Capital: A Theoretical and Empirical Analysis with Special Reference to Education. Bhutoria‚ N. (2000). Valuation of Human Capital. HR folks. COLI. (2001). Building Capacity to Deliver Distance Education in Nigeria
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stationary series of the variables. The stationarity of the variables were tested using the Augmented Dickey Fuller (ADF) unit root test and found that variables are in the same order of integration. Long run relationships are tested with Johansen cointegration and it was revealed that variables were not cointegrated at 5% significance. The result suggests that the price of the fund and exchange rates do not interact significantly. Keywords: Mutual Funds‚ Exchange Rates‚ Inflation‚ Augmented Dickey
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Causes and Consequences of Global Imbalances: Perspective from Developing Asia CHARLES ADAMS AND DONGHYUN PARK Global current account imbalances are one of the key macroeconomic imbalances that underlie the global financial crisis. The central objective of this paper is to analyze the causes and consequences of global imbalances from the perspective of developing Asia. More specifically‚ the paper examines the root causes of the large and persistent current account surpluses that have emerged
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Journal of Social and Economic Policy‚ Vol. 6‚ No. 2‚ (2009) : 1-6 .fOOD PRICES AND MONEY SUPPLY: A CASUSALITY ANALYSIS .OR BANGLADESH ECONOMY QAZI MUHAMMAD ADNAN HYE*‚ KASHI. IMRAN & SABEEN ANWAR The impact of monetary shock on the food prices has been the hot issue in these days. This research attempts to investigate the direction of causality between the food prices and money supply in Bangladesh‚ using ARDL causality test. Empirical results show unidirectional causality from money supply
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