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Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.

This study examines the usefulness of divisia money, relative to simple sum money, for exchange rate modelling in a period of rapid financial deregulation. This comparison is conducted using the monetary model of the exchange rate. In the long-run modelling, the divisia money is significantly superi...

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Main Authors: Lee, Chin, Habibullah, Muzafar Shah, Mohamed, Azali
Format: Article
Language:English
English
Published: Taylor & Francis (Routledge) 2009
Online Access:http://psasir.upm.edu.my/id/eprint/16999/1/Tests%20of%20different%20monetary%20aggregates%20for%20the%20monetary%20models%20of%20the%20exchange%20rate%20in%20five%20ASEAN%20countries.pdf
http://psasir.upm.edu.my/id/eprint/16999/
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spelling my.upm.eprints.169992015-10-05T07:29:44Z http://psasir.upm.edu.my/id/eprint/16999/ Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries. Lee, Chin Habibullah, Muzafar Shah Mohamed, Azali This study examines the usefulness of divisia money, relative to simple sum money, for exchange rate modelling in a period of rapid financial deregulation. This comparison is conducted using the monetary model of the exchange rate. In the long-run modelling, the divisia money is significantly superior to simple sum money in the case of Malaysia and the Philippines while indifferent for Indonesia, Singapore and Thailand. Taylor & Francis (Routledge) 2009 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/16999/1/Tests%20of%20different%20monetary%20aggregates%20for%20the%20monetary%20models%20of%20the%20exchange%20rate%20in%20five%20ASEAN%20countries.pdf Lee, Chin and Habibullah, Muzafar Shah and Mohamed, Azali (2009) Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries. Applied Economics, 41 (14). pp. 1771-1783. ISSN 0003-6846 10.1080/00036840902845517 English
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
description This study examines the usefulness of divisia money, relative to simple sum money, for exchange rate modelling in a period of rapid financial deregulation. This comparison is conducted using the monetary model of the exchange rate. In the long-run modelling, the divisia money is significantly superior to simple sum money in the case of Malaysia and the Philippines while indifferent for Indonesia, Singapore and Thailand.
format Article
author Lee, Chin
Habibullah, Muzafar Shah
Mohamed, Azali
spellingShingle Lee, Chin
Habibullah, Muzafar Shah
Mohamed, Azali
Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
author_facet Lee, Chin
Habibullah, Muzafar Shah
Mohamed, Azali
author_sort Lee, Chin
title Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
title_short Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
title_full Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
title_fullStr Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
title_full_unstemmed Tests of different monetary aggregates for the monetary models of the exchange rate in five ASEAN countries.
title_sort tests of different monetary aggregates for the monetary models of the exchange rate in five asean countries.
publisher Taylor & Francis (Routledge)
publishDate 2009
url http://psasir.upm.edu.my/id/eprint/16999/1/Tests%20of%20different%20monetary%20aggregates%20for%20the%20monetary%20models%20of%20the%20exchange%20rate%20in%20five%20ASEAN%20countries.pdf
http://psasir.upm.edu.my/id/eprint/16999/
_version_ 1643826382559510528
score 13.188404

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