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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 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| pg 1192 - 1200.pdf | Access is limited to UniMAP community | 365.1 kB | Adobe PDF | View/Open |
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