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 variab...

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Bibliographic Details
Main Authors: Mohd Azlan Shah Zaidi,, Zulkefly Abdul Karim,
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2014
Online Access:http://journalarticle.ukm.my/8374/1/7771-20206-1-SM.pdf
http://journalarticle.ukm.my/8374/
http://ejournal.ukm.my/pengurusan/index
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