A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani

This study uses secondary data which stands of time series type of data involving several economic indicators. By using the seemingly related regression approach, it is critical to investigate the factors affecting inflation rate in Malaysia over the period of 2006 until 2009. The study tests the re...

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Main Author:	Mohd Sani, Mohd Shaffiq
Format:	Thesis
Language:	English
Published:	2010
Subjects:	Money and prices Inflation Deflation Purchasing power
Online Access:	https://ir.uitm.edu.my/id/eprint/93710/1/93710.pdf
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id	my-uitm-ir.93710
record_format	uketd_dc
spelling	my-uitm-ir.937102024-04-11T23:42:55Z A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani 2010 Mohd Sani, Mohd Shaffiq Money and prices. Inflation. Deflation. Purchasing power This study uses secondary data which stands of time series type of data involving several economic indicators. By using the seemingly related regression approach, it is critical to investigate the factors affecting inflation rate in Malaysia over the period of 2006 until 2009. The study tests the relationships between the inflation rate and various macroeconomic variables in Malaysia. The study applies regression tests using E-views program in order to establish the possible causal relations between these variables. Upon performing Augmented-Dickey Fuller and Phillip-Peron unit root tests, it indicates the variables are significance at 1st difference. To prove the long or short term relationship, lag 1 chosen in Vector Auto Regression (VAR) model including testing Johansen Cointegration and Engle-Granger Causality tests. The findings do not indicates any long term relationship as there is no cointegration incurred but the Granger causality did occurs in every variables but in one direction only which means indicates short run relationship. VAR analysis chosen instead of Vector Error Correction Model (VECM) to analyze the dynamic short run relationship due to no cointegration of the model. The model generated from Ordinary Lease Square (OLS) shows significances of t-statistics for every variable and the positive and negative relations between independent and dependent variable. 2010 Thesis https://ir.uitm.edu.my/id/eprint/93710/ https://ir.uitm.edu.my/id/eprint/93710/1/93710.pdf text en public degree Universiti Teknologi MARA, Terengganu Faculty Of Business Management Mohd Noor, Zamri
institution	Universiti Teknologi MARA
collection	UiTM Institutional Repository
language	English
advisor	Mohd Noor, Zamri
topic	Money and prices Inflation Deflation Purchasing power
spellingShingle	Money and prices Inflation Deflation Purchasing power Mohd Sani, Mohd Shaffiq A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
description	This study uses secondary data which stands of time series type of data involving several economic indicators. By using the seemingly related regression approach, it is critical to investigate the factors affecting inflation rate in Malaysia over the period of 2006 until 2009. The study tests the relationships between the inflation rate and various macroeconomic variables in Malaysia. The study applies regression tests using E-views program in order to establish the possible causal relations between these variables. Upon performing Augmented-Dickey Fuller and Phillip-Peron unit root tests, it indicates the variables are significance at 1st difference. To prove the long or short term relationship, lag 1 chosen in Vector Auto Regression (VAR) model including testing Johansen Cointegration and Engle-Granger Causality tests. The findings do not indicates any long term relationship as there is no cointegration incurred but the Granger causality did occurs in every variables but in one direction only which means indicates short run relationship. VAR analysis chosen instead of Vector Error Correction Model (VECM) to analyze the dynamic short run relationship due to no cointegration of the model. The model generated from Ordinary Lease Square (OLS) shows significances of t-statistics for every variable and the positive and negative relations between independent and dependent variable.
format	Thesis
qualification_level	Bachelor degree
author	Mohd Sani, Mohd Shaffiq
author_facet	Mohd Sani, Mohd Shaffiq
author_sort	Mohd Sani, Mohd Shaffiq
title	A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
title_short	A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
title_full	A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
title_fullStr	A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
title_full_unstemmed	A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani
title_sort	study of factors influencing inflation rate in malaysia / mohd shaffiq mohd sani
granting_institution	Universiti Teknologi MARA, Terengganu
granting_department	Faculty Of Business Management
publishDate	2010
url	https://ir.uitm.edu.my/id/eprint/93710/1/93710.pdf
_version_	1804889891696279552

A study of factors influencing inflation rate in Malaysia / Mohd Shaffiq Mohd Sani

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