Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali

This study examines the relationships that between exchange rate index (ERI) and the determinants exchange rate changes, economic growth rate (GDP), money supply (BM), total reserve (TR), current account balance (CAB) and inflation rate (INF) from the year of 1974 to 2015 which contains yearly data....

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Main Author:	Ali, Muhammad Naim
Format:	Student Project
Language:	English
Published:	Faculty of Business and Management 2018
Subjects:	Malaysia Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Foreign exchange. Foreign exchange rates
Online Access:	http://ir.uitm.edu.my/id/eprint/20975/ http://ir.uitm.edu.my/id/eprint/20975/1/PPb_MUHAMMAD%20NAIM%20ALI%20M%20BM%2018_5.pdf

id	uitm-20975
recordtype	eprints
spelling	uitm-209752018-09-08T07:07:32Z http://ir.uitm.edu.my/id/eprint/20975/ Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali Ali, Muhammad Naim Malaysia Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Foreign exchange. Foreign exchange rates Malaysia This study examines the relationships that between exchange rate index (ERI) and the determinants exchange rate changes, economic growth rate (GDP), money supply (BM), total reserve (TR), current account balance (CAB) and inflation rate (INF) from the year of 1974 to 2015 which contains yearly data. This paper applies Autoregressive Distributed Lag (ARDL) methods in order to define the statistical relationship among the variables. Besides, there are steps involved in the study begin with Autoregressive Distributed Lag (ARDL) methods and proceed with Unit Root test, ARDL Cointergration, Diagnostic Test, ARDL short run and long run elasticities. In Diagnostic Tests, some tests done to check the significant presents of autocorrelation, the normality of data distribution, model specification and heteroscedasticity. The result of this study show that there are significant relationships between the Exchange Rate Index (ERI) and the economic growth (GDP), current account balance (CAB) and inflation rate (INF) while money supply (BM) and total reserve (TR) did not have any relationship with the ERI. The conclusion for the studies shows that the GDP, CAB and INF become the factors that affecting the ER changes in Malaysia. Faculty of Business and Management 2018 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/20975/1/PPb_MUHAMMAD%20NAIM%20ALI%20M%20BM%2018_5.pdf Ali, Muhammad Naim (2018) Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali. [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	Malaysia Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Foreign exchange. Foreign exchange rates Malaysia
spellingShingle	Malaysia Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product Foreign exchange. Foreign exchange rates Malaysia Ali, Muhammad Naim Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
description	This study examines the relationships that between exchange rate index (ERI) and the determinants exchange rate changes, economic growth rate (GDP), money supply (BM), total reserve (TR), current account balance (CAB) and inflation rate (INF) from the year of 1974 to 2015 which contains yearly data. This paper applies Autoregressive Distributed Lag (ARDL) methods in order to define the statistical relationship among the variables. Besides, there are steps involved in the study begin with Autoregressive Distributed Lag (ARDL) methods and proceed with Unit Root test, ARDL Cointergration, Diagnostic Test, ARDL short run and long run elasticities. In Diagnostic Tests, some tests done to check the significant presents of autocorrelation, the normality of data distribution, model specification and heteroscedasticity. The result of this study show that there are significant relationships between the Exchange Rate Index (ERI) and the economic growth (GDP), current account balance (CAB) and inflation rate (INF) while money supply (BM) and total reserve (TR) did not have any relationship with the ERI. The conclusion for the studies shows that the GDP, CAB and INF become the factors that affecting the ER changes in Malaysia.
format	Student Project
author	Ali, Muhammad Naim
author_facet	Ali, Muhammad Naim
author_sort	Ali, Muhammad Naim
title	Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
title_short	Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
title_full	Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
title_fullStr	Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
title_full_unstemmed	Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali
title_sort	determinants of exchange rate changes in malaysia / muhammad naim ali
publisher	Faculty of Business and Management
publishDate	2018
url	http://ir.uitm.edu.my/id/eprint/20975/ http://ir.uitm.edu.my/id/eprint/20975/1/PPb_MUHAMMAD%20NAIM%20ALI%20M%20BM%2018_5.pdf
first_indexed	2023-09-18T23:05:36Z
last_indexed	2023-09-18T23:05:36Z
_version_	1777418461794795520

Determinants of exchange rate changes in Malaysia / Muhammad Naim Ali

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