Long-Run and Short-Run Relationships Between Covid-19 and the Loss of Employment in Malaysia: Evidence Using GARCH-M, EGARCH-M and PGARCH-M Models = Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M

• Main Authors: Muzafar Shah, Habibullah, Evan, Lau, Badariah, Haji Din, Muhammad Daaniyall, Abd Rahman, Musalman Ahmad, Iskandar Shah
• Format: Article
• Language: English
• Published: Portuguese Association for Regional Development (APDR). 2022
• Subjects: HA Statistics; HB Economic Theory; HJ Public Finance
• Online Access: http://ir.unimas.my/id/eprint/38214/1/Cointegration1.pdf; http://ir.unimas.my/id/eprint/38214/; https://www.review-rper.com/index.php/rper; https://www.review-rper.com/index.php/rper/article/view/338/257

The purpose of the present paper is to investigate the long-run and short-run relationships between the loss of employment and the Covid-19 pandemic in Malaysia’s labour market. The Covid-19 measures in-clude the number of Covid-19 new cases, the number of Covid-19 new deaths, the number of total Co...