Please use this identifier to cite or link to this item: http://dspace.unimap.edu.my:80/xmlui/handle/123456789/29857
Title: The effects of oil price shocks on inflation in Malaysia
Authors: Mohd Shahidan, Shaari
Nor Ermawati, Hussain
Hussin, Abdullah
shahidanshaari@unimap.edu.my
iema86_wawa@yahoo.com.my
hussin2141@uum.edu.my
Keywords: Oil price shock
Real exchange rate
Inflation
Granger causality
Issue Date: 18-Jun-2012
Publisher: Universiti Malaysia Perlis (UniMAP)
Citation: p. 1192 - 1200
Series/Report no.: Proceedings of the The 2nd International Malaysia-Ireland Joint Symposium on Engineering, Science and Business 2012 (IMiEJS2012);
Abstract: The objective of this study is to examine the effect of oil price shock on inflation in Malaysia using monthly data from 2005 until 2011. The data on exchange rate, consumer price index and oil price were collected. Granger Causality model was employed to analyze the data. This study found out that there was Granger Causality effect of oil price and inflation. The exchange rate also influenced the inflation but inflation was more largely affected by the oil price.
Description: The 2nd International Malaysia-Ireland Joint Symposium on Engineering, Science and Business 2012 (IMiEJS2012) jointly organized by Universiti Malaysia Perlis and Athlone Institute of Technology in collaboration with The Ministry of Higher Education (MOHE) Malaysia, Education Malaysia and Malaysia Postgraduates Student Association Ireland (MyPSI), 18th - 19th June 2012 at Putra World Trade Center (PWTC), Kuala Lumpur, Malaysia.
URI: http://dspace.unimap.edu.my/123456789/29857
ISBN: 978-967-5760-11-2
Appears in Collections:Conference Papers

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