The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases

This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results...

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Main Author: Erlambang, Tanza
Format: Thesis
Language:English
Published: 1999
Online Access:http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf
http://psasir.upm.edu.my/id/eprint/51129/
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spelling my.upm.eprints.511292017-05-03T09:08:30Z http://psasir.upm.edu.my/id/eprint/51129/ The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases Erlambang, Tanza This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen. 1999-11 Thesis NonPeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf Erlambang, Tanza (1999) The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases. Masters thesis, Universiti Putra Malaysia.
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
description This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen.
format Thesis
author Erlambang, Tanza
spellingShingle Erlambang, Tanza
The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
author_facet Erlambang, Tanza
author_sort Erlambang, Tanza
title The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_short The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_full The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_fullStr The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_full_unstemmed The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases
title_sort emperical analysis of monetary model to the exchange rate determination : remainder of title malaysia ringgit, singapore dollar and indonesia rupiah cases
publishDate 1999
url http://psasir.upm.edu.my/id/eprint/51129/1/FEP%201999%2013RR.pdf
http://psasir.upm.edu.my/id/eprint/51129/
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