Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali

Mohd Ali, Hazwani Haziyah (2016) Granger causality : exchange rate and macroeconomic variables movements in Singapore / Hazwani Haziyah Mohd Ali. [Student Project] (Submitted)

Abstract

The purpose of this study is to analyze the direction of causation between exchange rate and selected macroeconomics variables. In order to assess whether there is any potential impact between the variables, a Granger-causality analysis has been carried out to test the impact. It is to clarify how this variable factors and exchange rate movement impact each other.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Mohd Ali, Hazwani Haziyah UNSPECIFIED
Subjects:	H Social Sciences > HB Economic Theory. Demography > Macroeconomics
Divisions:	Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Keywords:	UiTM Cawangan Johor, Exchange rate, Singapore
Date:	June 2016
URI:	https://ir.uitm.edu.my/id/eprint/21996