Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin

Palm oil production had largely contributed to the GDP performance for decades in Malaysia. Macroeconomic variables can be extract in selected terms such as inflation, real output and employment which undertake by monetary policy to obtain a particular of objectives. Nonetheless, the policy transmis...

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Main Author:	Amir Ruddin, Nadhirah
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Macroeconomics Money supply Malaysia Palm oil
Online Access:	https://ir.uitm.edu.my/id/eprint/61405/1/61405.pdf
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id	my-uitm-ir.61405
record_format	uketd_dc
spelling	my-uitm-ir.614052022-08-22T03:16:25Z Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin 2021 Amir Ruddin, Nadhirah Macroeconomics Money supply Malaysia Palm oil Palm oil production had largely contributed to the GDP performance for decades in Malaysia. Macroeconomic variables can be extract in selected terms such as inflation, real output and employment which undertake by monetary policy to obtain a particular of objectives. Nonetheless, the policy transmission mechanism is involve by considerable lags whereby monetary policy actions such as amendment in discount rate of the central bank provides indirect effects (Ioannidis and Kontonikas, 2006). According to BNM (2019), broad-based monetary policy has supported global growth that mitigate low inflation's environment. Furthermore, stock market can be constrained by the government using diverse monetary, fiscal approach or other regulations (Wang, 2010). Hence, this research will evaluate the unique relationship between commodity price and monetary policy, which consist of inflation, dollar exchange rate, interest rate, domestic credit to private sector as a proxy for financial innovation and broad money as a proxy for money supply. 2021 Thesis https://ir.uitm.edu.my/id/eprint/61405/ https://ir.uitm.edu.my/id/eprint/61405/1/61405.pdf text en public degree UiTM Cawangan Johor Faculty of Business Management Mohd Sali@Salleh, Kharuddin Mohamad Shafi, Roslina
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Sali@Salleh, Kharuddin Mohamad Shafi, Roslina
topic	Macroeconomics Money supply Malaysia Palm oil
spellingShingle	Macroeconomics Money supply Malaysia Palm oil Amir Ruddin, Nadhirah Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
description	Palm oil production had largely contributed to the GDP performance for decades in Malaysia. Macroeconomic variables can be extract in selected terms such as inflation, real output and employment which undertake by monetary policy to obtain a particular of objectives. Nonetheless, the policy transmission mechanism is involve by considerable lags whereby monetary policy actions such as amendment in discount rate of the central bank provides indirect effects (Ioannidis and Kontonikas, 2006). According to BNM (2019), broad-based monetary policy has supported global growth that mitigate low inflation's environment. Furthermore, stock market can be constrained by the government using diverse monetary, fiscal approach or other regulations (Wang, 2010). Hence, this research will evaluate the unique relationship between commodity price and monetary policy, which consist of inflation, dollar exchange rate, interest rate, domestic credit to private sector as a proxy for financial innovation and broad money as a proxy for money supply.
format	Thesis
qualification_level	Bachelor degree
author	Amir Ruddin, Nadhirah
author_facet	Amir Ruddin, Nadhirah
author_sort	Amir Ruddin, Nadhirah
title	Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
title_short	Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
title_full	Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
title_fullStr	Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
title_full_unstemmed	Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin
title_sort	econometrics conditional on monetary policy shocks in malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / nadhirah amir ruddin
granting_institution	UiTM Cawangan Johor
granting_department	Faculty of Business Management
publishDate	2021
url	https://ir.uitm.edu.my/id/eprint/61405/1/61405.pdf
_version_	1783735231497371648

Econometrics conditional on monetary policy shocks in Malaysia: an evaluation of the co-integration along the parameters and crude palm oil price / Nadhirah Amir Ruddin

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