The study of exchange rates behavior in Malaysia by using NATREX model

• Main Authors: Johari, Mohamad Shukri, Habibullah, Muzafar Shah, Yusop, Zulkornain, Lee, Chin
• Format: Article
• Language: English
• Published: Faculty of Science and Technology, University of El Oued 2017
• Online Access: http://psasir.upm.edu.my/id/eprint/63533/1/The%20study%20of%20exchange%20rates%20behavior%20in%20Malaysia%20by%20using%20NATREX%20model.pdf; http://psasir.upm.edu.my/id/eprint/63533/; https://www.ajol.info/index.php/jfas/article/view/165596/155055

This paper aims to estimate equilibrium exchange rates and identify the determinants of macroeconomics fundamentals affecting exchange rates in Malaysia. By using Natural Real Exchange Rates (NATREX) model, this study adopts the Autoregressive Distributed Lag (ARDL) model to examine the long run rel...