Impact of Singapore, US and Japanese macroeconomic shocks on Malaysian economy: a sign-restricted SVAR analysis
This paper examines the relative importance of Singapore, US and Japanese macroeconomic shocks on Malaysian economy. Employing structural vector auto regression (SVAR) model with a sign restriction approach, the study estimates four models. Each model consists of four domestic macroeconomic variable...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia,
2014.
|
| Online Access: | Get fulltext |