Are structural parameters stable in Malaysia? Pre- and post-crisis analysis

This research examines whether structural parameters of new keynesian models are stable in Malaysia. We imposed the structural restrictions as in DSGE models suggested by Smets and Wouters (2003) and Wickens (2011). We then estimated whether the 2007 financial crisis changes structural parameters...

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Bibliographic Details
Main Authors: Fathin Faizah Said, Zulkefly Abdul Karim
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2016
Online Access:http://journalarticle.ukm.my/10790/
http://journalarticle.ukm.my/10790/
http://journalarticle.ukm.my/10790/1/jeko_50%282%29-16.pdf