An investigation into the crude oil price pass-through to the macroeconomic activities of Malaysia

• Main Author: Alom, Fardous
• Format: Conference or Workshop Item
• Language: English; English; English
• Published: 2015
• Subjects: HB131 Methodology.Mathematical economics. Quantitative methods
• Online Access: http://irep.iium.edu.my/41519/1/bkk_conf.pdf; http://irep.iium.edu.my/41519/3/an_investigation_into_the_crude_oil.pdf; http://irep.iium.edu.my/41519/6/41519_An%20Investigation%20into%20the%20Crude%20Oil%20Price%20Pass_Scopus.pdf; http://irep.iium.edu.my/41519/; http://www.sci.tsu.ac.th/2015aedcee/

This study examines the pass-through of crude oil prices into economic activities of Malaysia including industrial production index (IP), consumer price index (CPI), real effective exchange rate (REER), interest rate (IR) and stock price index (SPI) within the framework of hidden cointegration techn...