Are Malaysian exports and imports cointegrated? A comment

Tang, Tuck Cheong (2005) Are Malaysian exports and imports cointegrated? A comment. Sunway Academic Journal, 2. pp. 101-107.

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Abstract

This commentary aims to provide an insight on the work by Choong, Soo and Zulkornain Yusop (2004), which appeared in the inaugural issue of this journal. The study has found a long-run relationship (cointegration) between Malaysian imports and exports for the annual period 1959?2000. An empirical illustration in this commentary reveals that a cointegration between Malaysian exports and imports as documented by CSZ requires further investigation before it can be generalized.

Item Type: Article
Additional Information: Author is affiliated with Monash University Malaysia.
Uncontrolled Keywords: cointegrated exports; exports; imports; lag length, vector autoregression (VAR)
Subjects: H Social Sciences > HF Commerce
Divisions: Others > Non Sunway Academics
Depositing User: Administrator Admin
Date Deposited: 15 Oct 2012 03:14
Last Modified: 15 Oct 2012 03:14
URI: http://eprints.sunway.edu.my/id/eprint/22

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