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The effects of oil price shocks on inflation in Malaysia

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 Po...

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Main Authors: Mohd Shahidan, Shaari, Nor Ermawati, Hussain, Hussin, Abdullah
Other Authors: shahidanshaari@unimap.edu.my
Format: Working Paper
Language:English
Published: Universiti Malaysia Perlis (UniMAP) 2013
Subjects:
Oil price shock
Real exchange rate
Inflation
Granger causality
Online Access:http://dspace.unimap.edu.my/xmlui/handle/123456789/29857
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spelling my.unimap-298572013-11-18T01:22:11Z The effects of oil price shocks on inflation in Malaysia Mohd Shahidan, Shaari Nor Ermawati, Hussain Hussin, Abdullah shahidanshaari@unimap.edu.my iema86_wawa@yahoo.com.my hussin2141@uum.edu.my Oil price shock Real exchange rate Inflation Granger causality 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. 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. 2013-11-18T01:22:11Z 2013-11-18T01:22:11Z 2012-06-18 Working Paper p. 1192 - 1200 978-967-5760-11-2 http://hdl.handle.net/123456789/29857 en Proceedings of the The 2nd International Malaysia-Ireland Joint Symposium on Engineering, Science and Business 2012 (IMiEJS2012); Universiti Malaysia Perlis (UniMAP)
institution Universiti Malaysia Perlis
building UniMAP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Perlis
content_source UniMAP Library Digital Repository
url_provider http://dspace.unimap.edu.my/
language English
topic Oil price shock
Real exchange rate
Inflation
Granger causality
spellingShingle Oil price shock
Real exchange rate
Inflation
Granger causality
Mohd Shahidan, Shaari
Nor Ermawati, Hussain
Hussin, Abdullah
The effects of oil price shocks on inflation in Malaysia
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.
author2 shahidanshaari@unimap.edu.my
author_facet shahidanshaari@unimap.edu.my
Mohd Shahidan, Shaari
Nor Ermawati, Hussain
Hussin, Abdullah
format Working Paper
author Mohd Shahidan, Shaari
Nor Ermawati, Hussain
Hussin, Abdullah
author_sort Mohd Shahidan, Shaari
title The effects of oil price shocks on inflation in Malaysia
title_short The effects of oil price shocks on inflation in Malaysia
title_full The effects of oil price shocks on inflation in Malaysia
title_fullStr The effects of oil price shocks on inflation in Malaysia
title_full_unstemmed The effects of oil price shocks on inflation in Malaysia
title_sort effects of oil price shocks on inflation in malaysia
publisher Universiti Malaysia Perlis (UniMAP)
publishDate 2013
url http://dspace.unimap.edu.my/xmlui/handle/123456789/29857
_version_ 1643795655479525376
score 13.226497

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