The determinants of money demand of selected Asian-Pacifics countries / Nisa Falisa Saraman

Saraman, Nisa Falisa (2014) The determinants of money demand of selected Asian-Pacifics countries / Nisa Falisa Saraman. [Student Project] (Submitted)

Abstract

This study examines the determinants of money demand of selected Asian-Pacifies' countries. The study used trend analysis of the study with the scope of panel data method in 1995 to 2011. The study adopted Panel Least Squares method of analysis. In examining panel data stationary using the Augmented Dicker Fuller (ADF) and Phillips Perron (PP). The analysis showed that money demand, income, GDP deflator, Real Effective Interest Rate(REER) and US Real Interest Rate (USRR) are not stationary on the level difference and significance of the first difference for all the variables. This paper also applied Hausman Test to identify whether to use Random Effects or Fixed Effects model.

Metadata

Item Type:	Student Project
Creators:	Creators Email / ID Num. Saraman, Nisa Falisa 2010909041
Contributors:	Contribution Name Email / ID Num. Advisor Ismail @ Reduan, Wahi wahi@uitm.edu.my Advisor Matahir, Hylmee hylme703@uitm.edu.my
Subjects:	H Social Sciences > HG Finance > Money > Money market
Divisions:	Universiti Teknologi MARA, Sabah > Kota Kinabalu Campus > Faculty of Business and Management
Programme:	Bachelor of Business Administration (Hons) Business Economics
Keywords:	Money demand; Income; Interest rate spread; GDP deflator
Date:	2014
URI:	https://ir.uitm.edu.my/id/eprint/96271