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The yen-dollar rate and Malaysia-US bilateral trade: an empirical note

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dc.contributor.authorMansor H. Ibrahim
dc.date.accessioned2016-08-01T10:33:51Z
dc.date.available2016-08-01T10:33:51Z
dc.date.disclosure2016-07-22
dc.date.issued2009
dc.description.abstractWith much emphasis on the yen-dollar exchange rate in accounting for macroeconomic performance of a dollar-pegged country, the present paper estimates Malaysia-US bilateral trade incorporating the yen as a determinant. The presence of long-run bilateral exports and imports functions is validated via a bounds testing procedure. Estimating long-run exports and imports functions as well as their short-run dynamics using autoregressive distributed lag (ARDL) modeling, we find evidence for significant role played by yen in both the long run and the short run. Accordingly, in analyzing exports and imports performance of a dollar-pegged country, the yen-dollar exchange rate should not be ignored.
dc.identifier.citationIbrahim, M. H. (2009). The yen-dollar rate and Malaysia-US bilateral trade: an empirical note. International Journal of Economics, 3 (2), pp. 103-111.
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/1774
dc.languageEnglish
dc.language.isoeng
dc.publisherInderscience
dc.rights2009. Inderscience
dc.sourceCRP
dc.subjectUS-Malaysia bilateral trade
dc.subjectYen
dc.subjectBounds testing
dc.subjectARDL
dc.titleThe yen-dollar rate and Malaysia-US bilateral trade: an empirical note
dc.typeJournal Article
dlc.maintopicIslamic economics
dspace.entity.typePublication
ikr.doctypeScholarly Works
ikr.topic.maintopicIslamic economics
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