Impact of Singapore, US and Japanese Macroeconomic Shocks on Malaysian Economy: A Sign-Restricted SVAR Analysis
2022-10-09
This paper examines the relative importance of Singapore, US and Japanese macroeconomic shocks on Malaysian economy. Employing structural vector auto regression (SVAR) model with a sign restriction approach, the study estimates four models. Each model consists of four domestic macroeconomic variables (output, inflation, interest rate and exchange rate) and threeContinue Reading