Effects of palm oil price on exchange rate: A case study of Malaysia and Indonesia

This paper investigates the impact of palm oil prices on exchange rates in Malaysia and Indonesia using the Dynamic Ordinary Least Squares (DOLS) model. The paper uses real monthly data from 1983:1 to 2015:5 and follows three estimation steps: (i) determination of the integrational properties of the...

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Bibliographic Details
Main Authors: Azman Aziz, Mukhriz Izraf, Applanaidu, Shri Dewi
Format: Article
Language:English
Published: Faculty Economics & Administration, University of Malaya 2017
Subjects:
Online Access:http://repo.uum.edu.my/27810/1/IE%209%204%202017%2071%2087.pdf
http://repo.uum.edu.my/27810/
https://ijie.um.edu.my/article/view/6257
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