Exchange Rate Determinants: Is Crude Palm Oil Price One of Them in Malaysia and Indonesia?

• Main Authors: Azman Aziz, Mukhriz Izraf, Applanaidu, Shri Dewi
• 格式: Conference or Workshop Item
• 語言: English
• 出版: 2016
• 主題: HB Economic Theory
• 在線閱讀: http://repo.uum.edu.my/25211/1/ECoFI%202016%20260-269_1.PDF; http://repo.uum.edu.my/25211/

This paper studies the relationship between palm oil prices, Malaysia Ringgit and Indonesia Rupiah exchange rates using Dynamic OLS method. The paper employs unit root with structural break tests and Pesaran (2001) bound cointegration technique based on real monthly prices ranging 6om January 1983 t...