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

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...

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Main Author:	Mohd Azmy, Fify Farahana
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2018
Subjects:	HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc.
Online Access:	http://ir.uitm.edu.my/id/eprint/20806/ http://ir.uitm.edu.my/id/eprint/20806/1/PPb_FIFY%20FARAHANA%20MOHD%20AZMY%20M%20BM%2018_5.pdf

id	uitm-20806
recordtype	eprints
spelling	uitm-208062018-08-14T02:54:44Z http://ir.uitm.edu.my/id/eprint/20806/ The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy Mohd Azmy, Fify Farahana HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc. 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. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/20806/1/PPb_FIFY%20FARAHANA%20MOHD%20AZMY%20M%20BM%2018_5.pdf Mohd Azmy, Fify Farahana (2018) The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy. [Student Project] (Unpublished)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Teknologi MARA
building	UiTM Institutional Repository
collection	Online Access
language	English
topic	HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc.
spellingShingle	HB Economic Theory. Demography Foreign exchange. Foreign exchange rates Local finance. Municipal finance. Including county, borough, commune, etc. Mohd Azmy, Fify Farahana The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
description	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.
format	Student Project
author	Mohd Azmy, Fify Farahana
author_facet	Mohd Azmy, Fify Farahana
author_sort	Mohd Azmy, Fify Farahana
title	The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
title_short	The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
title_full	The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
title_fullStr	The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
title_full_unstemmed	The determinants of Malaysia’s exchange rate / Fify Farahana Mohd Azmy
title_sort	determinants of malaysia’s exchange rate / fify farahana mohd azmy
publisher	Faculty of Business and Management
publishDate	2018
url	http://ir.uitm.edu.my/id/eprint/20806/ http://ir.uitm.edu.my/id/eprint/20806/1/PPb_FIFY%20FARAHANA%20MOHD%20AZMY%20M%20BM%2018_5.pdf
first_indexed	2023-09-18T23:05:14Z
last_indexed	2023-09-18T23:05:14Z
_version_	1777418438892847104

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

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