Browsing by Topic Conventional finance::Economics

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 44 to 53 of 97
  • house_prices_bank_credits_Malaysia_aggregate_disaggregate_analysis_mansor_siong.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Siong, Hook Law (2014)

  • The paper investigates the long run behavior of house prices and their dynamic interactions with bank credits, real output and interest rate for the case of Malaysia. Apart from the aggregate house prices, the analysis also covers various house price sub-indices, namely, the terraced house price index, the semi-detached house price index, the detached house price index and the high-rise price index. From the aggregate perspective, we note the presence of a long run relation among the variables. Moreover, the findings suggest the long run causality that runs from the included variables to both the aggregate house prices and bank credits. Dynamic interactions between house prices and ba...

  • house_price‐stock_price_relations_thailand_empirical_analysis_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H. (2010)

  • The purpose of this paper is to empirically evaluate the wealth and credit-price effects in the relations between housing prices and stock prices for Thailand using quarterly data from 1995 to 2006. The analysis relies on a four-variable vector autoregression (VAR) framework consisting of house prices, stock prices, real output and consumer prices. Granger causality tests, impulse-response functions and variance decompositions simulated from the estimated VAR systems are adopted as bases for inferences. The results obtained from Granger causality tests, impulse response functions and variance decompositions all suggest a unidirectional causality that runs from stock prices to house pr...

  • how_inflationary_oil_price_hikes_disaggregated _bok_Thailand_using_symmetric_asymmetric_cointegration_models_mansor_kanokwan.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Chancharoenchai, Kanokwan (2014)

  • The present paper analyzes the inflationary effects of oil prices at the aggregate and disaggregated levels for Thailand using symmetric and asymmetric cointegration and error-correction modeling approaches. The cointegration test results suggest the presence of long-run relations between oil prices and the following price indices: aggregate consumer price index, non-food and beverage price index, housing and furnishing price index, energy price index, non-raw food and energy price index and transportation and communication price index. Meanwhile, food and beverage price index and raw food price index are not cointegrated with the oil prices. From the dynamic analyses, we uncover evid...

  • Human Capital and Economic Growth_Does Gender Matter_baharom.PDF.jpg
  • Academic Proceeding


  • Authors: N., Shalini; Abdul Hamid, Baharom; Kaur, Harpaljit (2012)

  • This study is set out to investigate the linkages between Economic Growth and Human Capital by Gender and Level of Education. The panel data was averaged at 7 points based on a sample of 62 countries spanning over the years 1970 to 1999. The Dynamic Panel System Generalized Method of Moments (SGMM) was employed on an Autoregressive Distributed Lag Model (ARDL) to analyze the effect of gender on the economic growth, which is the best method given the short time period and large cross sectional characteristic. Control variables such as gross capital formation, export volume, population and year effects were also decoded in order to obtain a more accurate and robust result trend. The dat...

  • human_capital_and_economic_growth_baharom_et_al.pdf.jpg
  • Journal Article


  • Authors: Abdul Hamid, Baharom; N., Shalini; Kaur, Harpaljit; Habibullah, Muzafar Shah; Mohd. Yunus, Rossita (2013)

  • This study sets out to investigate the linkages between economic growth and human capital by employing the dynamic panel system GMM estimator with the focus being on secondary school and higher school education as the human capital proxy. The data was averaged to 7 points based on a sample of 62 countries spanning from year 1970 to 1999. Control variables such as gross capital formation, export and population were also decoded in order to obtain more accurate and robust results. Further desegregration of human capital was also done based on the development of the countries. The data was extracted from the World Development Index 2007 and a study by Barro & Lee (1993). The selection of...

  • institutional_quality_thresholds_finance_growth_nexus_mansor.pdf.jpg
  • Journal Article


  • Authors: Siong, Hook Law; W. Azman-Saini, W.N.; Ibrahim, Mansor H. (2013)

  • Using an innovative threshold estimation technique, this study examines whether the growth effect of financial development in countries with distinct levels of institutional development differs. The results demonstrate that there is a threshold effect in the finance-growth relationship. Specifically, we found that the impact of finance on growth is positive and significant only after a certain threshold level of institutional development has been attained. Until then, the effect of finance on growth is nonexistent. This finding suggests that the financial development-growth nexus is contingent on the level of institutional quality, thus supporting the idea that better finance (i.e., f...

  • international trade and trade policy.pdf.jpg
  • Chapter in Book


  • Authors: Abdul Kareem, Mohamed Ariff; Nambiar, Shankaran (2011)

  • Malaysia's trade policy has always beem prompted by pragmatic considerations. In the pre-Independence period, when the country had scant human resources and little capital accumulation, there was little interest in the export of manufactured products. Instead, the country concentrated on the export of agricultural commodities and minerals.

  • intertemporal_changes_antecedents_migration_1990_2000_period_case_malaysia_asia_pacific_countries_baharom.pdf.jpg
  • Journal Article


  • Authors: Chee, Seong Ow; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The purpose of paper is to investigate and determine the intertemporal changes in linkages between migration (both emigration and immigration) and economic conditions in during 1990-2000 period. The paper employed cross-sectional analysis to investigate the relationship by employing data on immigration and emigration and as for economic condition the paper employed macro-variables such as real income differential (real gross domestic per capita), price level differential (consumer price index) and distance among the countries. Two different points of time were regressed cross-sectionally, with White standard being employed to remove traces of heterogeneity, albeit, 1990 and 2000. Resu...

  • intertemporal_changes_influence_environmental_degradation_migration_case_between_Malaysia_Asia-Pacific_countries_baharom.pdf.jpg
  • Journal Article


  • Authors: Ow, Wilson Chee Seong; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2015)

  • The purpose of this study is to determine the intertemporal changes that occurred in 1990 and 2000 in the link between migration and environmental degradation in the Asia Pacific region. The study used carbon dioxide emission index, gross domestic per capita income, consumer price index and distance among the countries to conduct a cross-sectional analysis to investigate this relationship. Two different points of time were regressed cross-sectionally and White standard was employed to remove traces of heterogeneity. Results clearly indicated that intertemporal effects between 1990 and 2000 were negligible. Overall, the study found that in the case...

  • level_volatility_stock_prices_aggregate_investment_case_thailand_ibrahim.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H. (2011)

  • The present paper analyzes the aggregate investment behaviour for Thailand and its relations to real stock prices and stock market volatility. In the analysis, we focus on their long run relations as well as their dynamic causal interactions by means of time series techniques of cointegration and vector autoregression (VAR). Our basic framework consists of real aggregate investment, real output, lending rate, real stock prices and stock market volatility. We obtain evidence for their long run relation and that, in the long run, real aggregate investment is positively related to real stock prices and negatively related to the stock market volatility.The generalized impulse-response fun...

Browsing by Topic Conventional finance::Economics

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 44 to 53 of 97
  • house_prices_bank_credits_Malaysia_aggregate_disaggregate_analysis_mansor_siong.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Siong, Hook Law (2014)

  • The paper investigates the long run behavior of house prices and their dynamic interactions with bank credits, real output and interest rate for the case of Malaysia. Apart from the aggregate house prices, the analysis also covers various house price sub-indices, namely, the terraced house price index, the semi-detached house price index, the detached house price index and the high-rise price index. From the aggregate perspective, we note the presence of a long run relation among the variables. Moreover, the findings suggest the long run causality that runs from the included variables to both the aggregate house prices and bank credits. Dynamic interactions between house prices and ba...

  • house_price‐stock_price_relations_thailand_empirical_analysis_mansor.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H. (2010)

  • The purpose of this paper is to empirically evaluate the wealth and credit-price effects in the relations between housing prices and stock prices for Thailand using quarterly data from 1995 to 2006. The analysis relies on a four-variable vector autoregression (VAR) framework consisting of house prices, stock prices, real output and consumer prices. Granger causality tests, impulse-response functions and variance decompositions simulated from the estimated VAR systems are adopted as bases for inferences. The results obtained from Granger causality tests, impulse response functions and variance decompositions all suggest a unidirectional causality that runs from stock prices to house pr...

  • how_inflationary_oil_price_hikes_disaggregated _bok_Thailand_using_symmetric_asymmetric_cointegration_models_mansor_kanokwan.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H.; Chancharoenchai, Kanokwan (2014)

  • The present paper analyzes the inflationary effects of oil prices at the aggregate and disaggregated levels for Thailand using symmetric and asymmetric cointegration and error-correction modeling approaches. The cointegration test results suggest the presence of long-run relations between oil prices and the following price indices: aggregate consumer price index, non-food and beverage price index, housing and furnishing price index, energy price index, non-raw food and energy price index and transportation and communication price index. Meanwhile, food and beverage price index and raw food price index are not cointegrated with the oil prices. From the dynamic analyses, we uncover evid...

  • Human Capital and Economic Growth_Does Gender Matter_baharom.PDF.jpg
  • Academic Proceeding


  • Authors: N., Shalini; Abdul Hamid, Baharom; Kaur, Harpaljit (2012)

  • This study is set out to investigate the linkages between Economic Growth and Human Capital by Gender and Level of Education. The panel data was averaged at 7 points based on a sample of 62 countries spanning over the years 1970 to 1999. The Dynamic Panel System Generalized Method of Moments (SGMM) was employed on an Autoregressive Distributed Lag Model (ARDL) to analyze the effect of gender on the economic growth, which is the best method given the short time period and large cross sectional characteristic. Control variables such as gross capital formation, export volume, population and year effects were also decoded in order to obtain a more accurate and robust result trend. The dat...

  • human_capital_and_economic_growth_baharom_et_al.pdf.jpg
  • Journal Article


  • Authors: Abdul Hamid, Baharom; N., Shalini; Kaur, Harpaljit; Habibullah, Muzafar Shah; Mohd. Yunus, Rossita (2013)

  • This study sets out to investigate the linkages between economic growth and human capital by employing the dynamic panel system GMM estimator with the focus being on secondary school and higher school education as the human capital proxy. The data was averaged to 7 points based on a sample of 62 countries spanning from year 1970 to 1999. Control variables such as gross capital formation, export and population were also decoded in order to obtain more accurate and robust results. Further desegregration of human capital was also done based on the development of the countries. The data was extracted from the World Development Index 2007 and a study by Barro & Lee (1993). The selection of...

  • institutional_quality_thresholds_finance_growth_nexus_mansor.pdf.jpg
  • Journal Article


  • Authors: Siong, Hook Law; W. Azman-Saini, W.N.; Ibrahim, Mansor H. (2013)

  • Using an innovative threshold estimation technique, this study examines whether the growth effect of financial development in countries with distinct levels of institutional development differs. The results demonstrate that there is a threshold effect in the finance-growth relationship. Specifically, we found that the impact of finance on growth is positive and significant only after a certain threshold level of institutional development has been attained. Until then, the effect of finance on growth is nonexistent. This finding suggests that the financial development-growth nexus is contingent on the level of institutional quality, thus supporting the idea that better finance (i.e., f...

  • international trade and trade policy.pdf.jpg
  • Chapter in Book


  • Authors: Abdul Kareem, Mohamed Ariff; Nambiar, Shankaran (2011)

  • Malaysia's trade policy has always beem prompted by pragmatic considerations. In the pre-Independence period, when the country had scant human resources and little capital accumulation, there was little interest in the export of manufactured products. Instead, the country concentrated on the export of agricultural commodities and minerals.

  • intertemporal_changes_antecedents_migration_1990_2000_period_case_malaysia_asia_pacific_countries_baharom.pdf.jpg
  • Journal Article


  • Authors: Chee, Seong Ow; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2014)

  • The purpose of paper is to investigate and determine the intertemporal changes in linkages between migration (both emigration and immigration) and economic conditions in during 1990-2000 period. The paper employed cross-sectional analysis to investigate the relationship by employing data on immigration and emigration and as for economic condition the paper employed macro-variables such as real income differential (real gross domestic per capita), price level differential (consumer price index) and distance among the countries. Two different points of time were regressed cross-sectionally, with White standard being employed to remove traces of heterogeneity, albeit, 1990 and 2000. Resu...

  • intertemporal_changes_influence_environmental_degradation_migration_case_between_Malaysia_Asia-Pacific_countries_baharom.pdf.jpg
  • Journal Article


  • Authors: Ow, Wilson Chee Seong; Abdul Hamid, Baharom; Habibullah, Muzafar Shah (2015)

  • The purpose of this study is to determine the intertemporal changes that occurred in 1990 and 2000 in the link between migration and environmental degradation in the Asia Pacific region. The study used carbon dioxide emission index, gross domestic per capita income, consumer price index and distance among the countries to conduct a cross-sectional analysis to investigate this relationship. Two different points of time were regressed cross-sectionally and White standard was employed to remove traces of heterogeneity. Results clearly indicated that intertemporal effects between 1990 and 2000 were negligible. Overall, the study found that in the case...

  • level_volatility_stock_prices_aggregate_investment_case_thailand_ibrahim.pdf.jpg
  • Journal Article


  • Authors: Ibrahim, Mansor H. (2011)

  • The present paper analyzes the aggregate investment behaviour for Thailand and its relations to real stock prices and stock market volatility. In the analysis, we focus on their long run relations as well as their dynamic causal interactions by means of time series techniques of cointegration and vector autoregression (VAR). Our basic framework consists of real aggregate investment, real output, lending rate, real stock prices and stock market volatility. We obtain evidence for their long run relation and that, in the long run, real aggregate investment is positively related to real stock prices and negatively related to the stock market volatility.The generalized impulse-response fun...