Since 2014
Dynamic Linkages among Price Indices and Type of Inflation in Malaysia
Jurnal Ekonomi Malaysia
View Archive Info| Field | Value | |
| Title |
Dynamic Linkages among Price Indices and Type of Inflation in Malaysia
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| Creator |
Siong Hook, Law
Murdipi, Rafiqa |
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| Subject |
inflation, demand-pull inflation, cost-push inflation, imported inflation, international transmission of inflation
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| Description |
This study examines the dynamic linkages among consumer price, producer price, industrial production and import price indices in Malaysia by using monthly data from 2005 to 2013. The empirical results based on Johansen multivariate cointegration test reveal that there is a long-run relationship among these indices. The long-run estimations indicate that industrial production and import prices are statistically significant determinants of consumer price index, which indicates that Malaysian inflation is due to demand-pull and international transmission, or imported inflation in the long-run. However, the higher producer price is associated with higher inflation or cost-push inflation in the short-run.
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| Publisher |
Universiti Kebangsaan Malaysia
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| Contributor |
—
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| Date |
2016-06-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://ejournal.ukm.my/jem/article/view/10427
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| Source |
Jurnal Ekonomi Malaysia; Vol 50, No 1 (2016): Jurnal Ekonomi Malaysia; 41-51
0126-1962 |
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| Language |
eng
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| Relation |
http://ejournal.ukm.my/jem/article/view/10427/4742
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