Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman

This study attempts to investigate the relationship between exchange rate and the independent variables, which are, inflation, government expenditure, foreign direct investment and export trade in Malaysia. Secondary data was sourced within the period 1986 to 2016, which was collected from the World...

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Main Author: Yusri Kamaruzaman, Syahirah
Format: Thesis
Language:English
Published: 2017
Subjects:
Online Access:https://ir.uitm.edu.my/id/eprint/92017/1/92017.pdf
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spelling my-uitm-ir.920172024-05-28T14:44:12Z Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman 2017 Yusri Kamaruzaman, Syahirah Monetary policy This study attempts to investigate the relationship between exchange rate and the independent variables, which are, inflation, government expenditure, foreign direct investment and export trade in Malaysia. Secondary data was sourced within the period 1986 to 2016, which was collected from the World Bank Dara. On the other hand, the technique implemented to estimate the model was Autoregressive Distributed Lag (ARDL). The results showed that the determinant factors of exchange rate through government expenditure and export trade are capable of influencing the exchange rate and negatively related and statistically significant to the exchange rate. However, the result showed insignificant impact and negative correlation between inflation and foreign direct investment, and exchange rate. Although this study experienced few limitations, thence the recommendations have been suggested to the future researchers. 2017 Thesis https://ir.uitm.edu.my/id/eprint/92017/ https://ir.uitm.edu.my/id/eprint/92017/1/92017.pdf text en public Universiti Teknologi MARA, Melaka Faculty of Business and Management
institution Universiti Teknologi MARA
collection UiTM Institutional Repository
language English
topic Monetary policy
spellingShingle Monetary policy
Yusri Kamaruzaman, Syahirah
Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
description This study attempts to investigate the relationship between exchange rate and the independent variables, which are, inflation, government expenditure, foreign direct investment and export trade in Malaysia. Secondary data was sourced within the period 1986 to 2016, which was collected from the World Bank Dara. On the other hand, the technique implemented to estimate the model was Autoregressive Distributed Lag (ARDL). The results showed that the determinant factors of exchange rate through government expenditure and export trade are capable of influencing the exchange rate and negatively related and statistically significant to the exchange rate. However, the result showed insignificant impact and negative correlation between inflation and foreign direct investment, and exchange rate. Although this study experienced few limitations, thence the recommendations have been suggested to the future researchers.
format Thesis
author Yusri Kamaruzaman, Syahirah
author_facet Yusri Kamaruzaman, Syahirah
author_sort Yusri Kamaruzaman, Syahirah
title Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
title_short Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
title_full Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
title_fullStr Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
title_full_unstemmed Factors affecting the exchange rate in Malaysia / Syahirah Yusri Kamaruzaman
title_sort factors affecting the exchange rate in malaysia / syahirah yusri kamaruzaman
granting_institution Universiti Teknologi MARA, Melaka
granting_department Faculty of Business and Management
publishDate 2017
url https://ir.uitm.edu.my/id/eprint/92017/1/92017.pdf
_version_ 1804889841787207680