Transportation dynamic behaviour of structural break and consumer price index

This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated...

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Main Authors:	Mhd. Ruslan, Siti Marsila, Mat Ghani, Gairuzazmi, Khalid, Haniza, Mokhtar, Kasypi
Format:	Article
Language:	English English
Published:	Blue Eyes Intelligence Engineering and Sciences Publication 2019
Subjects:	H Social Sciences (General)
Online Access:	http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf

id	iium-78545
recordtype	eprints
spelling	iium-785452020-02-17T07:35:35Z http://irep.iium.edu.my/78545/ Transportation dynamic behaviour of structural break and consumer price index Mhd. Ruslan, Siti Marsila Mat Ghani, Gairuzazmi Khalid, Haniza Mokhtar, Kasypi H Social Sciences (General) This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated that (i) both Zivot and Andrews unit root test and Perron unit root test provided fairly similar results; most of the break points occurred in 2008, (ii) the variables cointegrate in the Johansen cointegration test which indicates that there is a long-run relationship and (iii) the Gregory and Hansen test also demonstrated some form of cointegration with structural break(s), especially in 2008. Overall, this study intends to match the structural break points with the comparable critical economic events. Blue Eyes Intelligence Engineering and Sciences Publication 2019 Article PeerReviewed application/pdf en http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf application/pdf en http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf Mhd. Ruslan, Siti Marsila and Mat Ghani, Gairuzazmi and Khalid, Haniza and Mokhtar, Kasypi (2019) Transportation dynamic behaviour of structural break and consumer price index. International Journal of Recent Technology and Engineering, 8 (2). pp. 283-290. E-ISSN 2277-3878 https://www.ijrte.org/wp-content/uploads/papers/v8i2/A3521058119.pdf 10.35940/ijrte.A3521.078219
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English English
topic	H Social Sciences (General)
spellingShingle	H Social Sciences (General) Mhd. Ruslan, Siti Marsila Mat Ghani, Gairuzazmi Khalid, Haniza Mokhtar, Kasypi Transportation dynamic behaviour of structural break and consumer price index
description	This paper studies the dynamic behaviour of transportation price in Peninsular Malaysia and Sabah from 2004 to 2015 using disaggregated monthly price data of consumer price index (CPI). For that, unit root tests and cointegration tests with structural breaks are incorporated. The findings indicated that (i) both Zivot and Andrews unit root test and Perron unit root test provided fairly similar results; most of the break points occurred in 2008, (ii) the variables cointegrate in the Johansen cointegration test which indicates that there is a long-run relationship and (iii) the Gregory and Hansen test also demonstrated some form of cointegration with structural break(s), especially in 2008. Overall, this study intends to match the structural break points with the comparable critical economic events.
format	Article
author	Mhd. Ruslan, Siti Marsila Mat Ghani, Gairuzazmi Khalid, Haniza Mokhtar, Kasypi
author_facet	Mhd. Ruslan, Siti Marsila Mat Ghani, Gairuzazmi Khalid, Haniza Mokhtar, Kasypi
author_sort	Mhd. Ruslan, Siti Marsila
title	Transportation dynamic behaviour of structural break and consumer price index
title_short	Transportation dynamic behaviour of structural break and consumer price index
title_full	Transportation dynamic behaviour of structural break and consumer price index
title_fullStr	Transportation dynamic behaviour of structural break and consumer price index
title_full_unstemmed	Transportation dynamic behaviour of structural break and consumer price index
title_sort	transportation dynamic behaviour of structural break and consumer price index
publisher	Blue Eyes Intelligence Engineering and Sciences Publication
publishDate	2019
url	http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/ http://irep.iium.edu.my/78545/1/78545_Transportation%20Dynamic%20Behaviour_article.pdf http://irep.iium.edu.my/78545/2/78545_Transportation%20Dynamic%20Behaviour_scopus.pdf
first_indexed	2023-09-18T21:50:39Z
last_indexed	2023-09-18T21:50:39Z
_version_	1777413746540412928

Transportation dynamic behaviour of structural break and consumer price index

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