The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy

Mohd Azmy, Fify Farahana (2018) The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy. Student Project. Faculty of Business and Management, Bandaraya Melaka. (Unpublished)

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Abstract

The study examines the relationships that between exchange rate (ER) and the determinants inflation rate (INF), gross domestic product (GDP), interest rate (IR), import (IMP) and export (EXP) in the recent years in Malaysia over the period of 1987- 2015 which contains yearly data. The data collected from World Development Indicator. After examined the time series characteristics of the data with Augmented Dickey-Fuller (ADF) unit roots test of stationarity and Philipp Perron (PP) test, this paper applies Autoregressive Distributed Lag Model (ARDL) as main method in order to define the statistical relationship among the variables. In Diagnostic Checking, some tests done to check the significant presents of autocorrelation, heteroscedasticity, the normality of data distribution and model specification. The result of this study show that there is significant for long run relationship between exchange rate and three explanatory variables which are gross domestic product, inflation rate and export while interest rate and import did not have any relationship with the ER.

Item Type: Monograph (Student Project)
Creators:
CreatorsEmail
Mohd Azmy, Fify FarahanaUNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography
H Social Sciences > HG Finance > International finance > Foreign exchange. Foreign exchange rates
H Social Sciences > HJ Public Finance > Local finance. Municipal finance. Including county, borough, commune, etc.
Divisions: Universiti Teknologi MARA, Melaka > Bandaraya Melaka Campus > Faculty of Business and Management
Item ID: 20806
Uncontrolled Keywords: Exchange rate; Inflation rate; Gross domestic product; Import and export
Last Modified: 14 Aug 2018 02:54
Depositing User: Perpustakaan UiTM Cawangan Melaka UiTM Cawangan Melaka
URI: http://ir.uitm.edu.my/id/eprint/20806

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