The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha
This study was conducted to analyze the impact of interest rate, inflation, government debt and private investment on budget deficit in Malaysia. Besides that the researcher explores if there is long-run or short-run relation exists between variables. Econometric methodology involving vector error c...
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my-uitm-ir.946492024-05-07T04:19:52Z The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha 2012 Wan Azha, Wan Nor Amira Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product This study was conducted to analyze the impact of interest rate, inflation, government debt and private investment on budget deficit in Malaysia. Besides that the researcher explores if there is long-run or short-run relation exists between variables. Econometric methodology involving vector error correction (VEC) model was employed by using annual data for the period 1978 - 2008. The test for stationarity of variables is carried out using Dickey-Fuller in levels and first difference. The Johansen cointegration test and Granger causality technique is employed to determine the long-run and short-run relationship between variables. The estimated results indicate that government debt, inflation and private investment could have an impact on budget deficit in Malaysia through VEC model. However, interest rate does not affect budget deficit in estimated coefficient. Thus, it can be concluded that macroeconomic variables do give impact on the Malaysian economy. It is suggested for researcher to focus on the main variable which influence budget deficit mostly. 2012 Thesis https://ir.uitm.edu.my/id/eprint/94649/ https://ir.uitm.edu.my/id/eprint/94649/1/94649.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Affandi, Salwani |
institution |
Universiti Teknologi MARA |
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UiTM Institutional Repository |
language |
English |
advisor |
Affandi, Salwani |
topic |
Income Income distribution National income Including gross national product, gross domestic product, and gross state product |
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Income Income distribution National income Including gross national product, gross domestic product, and gross state product Wan Azha, Wan Nor Amira The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
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This study was conducted to analyze the impact of interest rate, inflation, government debt and private investment on budget deficit in Malaysia. Besides that the researcher explores if there is long-run or short-run relation exists between variables. Econometric methodology involving vector error correction (VEC) model was employed by using annual data for the period 1978 - 2008. The test for stationarity of variables is carried out using Dickey-Fuller in levels and first difference. The Johansen cointegration test and Granger causality technique is employed to determine the long-run and short-run relationship between variables. The estimated results indicate that government debt, inflation and private investment could have an impact on budget deficit in Malaysia through VEC model. However, interest rate does not affect budget deficit in estimated coefficient. Thus, it can be concluded that macroeconomic variables do give impact on the Malaysian economy. It is suggested for researcher to focus on the main variable which influence budget deficit mostly. |
format |
Thesis |
qualification_level |
Bachelor degree |
author |
Wan Azha, Wan Nor Amira |
author_facet |
Wan Azha, Wan Nor Amira |
author_sort |
Wan Azha, Wan Nor Amira |
title |
The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
title_short |
The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
title_full |
The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
title_fullStr |
The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
title_full_unstemmed |
The impact of government debt, inflation, interest rate and private investment on budget deficit / Wan Nor Amira Wan Azha |
title_sort |
impact of government debt, inflation, interest rate and private investment on budget deficit / wan nor amira wan azha |
granting_institution |
Universiti Teknologi MARA, Terengganu |
granting_department |
Faculty Of Business Management |
publishDate |
2012 |
url |
https://ir.uitm.edu.my/id/eprint/94649/1/94649.pdf |
_version_ |
1804889936273342464 |