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

Amir Ruddin, Nadhirah (2021) 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. Degree thesis, UiTM Cawangan Johor.

Abstract

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.

Metadata

Item Type: Thesis (Degree)
Creators:
Creators
Email / ID Num.
Amir Ruddin, Nadhirah
2019717443
Contributors:
Contribution
Name
Email / ID Num.
Thesis advisor
Mohd Sali@Salleh, Kharuddin
UNSPECIFIED
Thesis advisor
Mohamad Shafi, Roslina
UNSPECIFIED
Subjects: H Social Sciences > HB Economic Theory. Demography > Macroeconomics
H Social Sciences > HG Finance > Money supply
H Social Sciences > HG Finance > Monetary policy > Malaysia
T Technology > TP Chemical technology > Oils, fats, and waxes > Palm oil
Divisions: Universiti Teknologi MARA, Johor > Segamat Campus > Faculty of Business and Management
Programme: Bachelor of Business Adminitration (HONS) Investment Management
Keywords: Econometrics; Monetary policy; Crude palm oil price; Palm oil production; Macroeconomic; Money supply
Date: 2021
URI: https://ir.uitm.edu.my/id/eprint/61405
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