Citation
Murdipi, Rafiqa and Law, Siong Hook
(2014)
Dynamic linkages among price indices and type of inflation in Malaysia.
In: Ninth Malaysian National Economic Conference (PERKEM), 17-19 Oct. 2014, Kuala Terengganu, Terengganu. (pp. 249-256).
Abstract
This study examines the dynamic linkages among consumer price, producer price, industrial production and import price indices in Malaysia using monthly data from 2005 to 2011. The empirical results based on the 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 price are statistically significant determinants of consumer price index, which indicate the phenomenon of 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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Official URL or Download Paper: http://www.ukm.my/fep/perkem/contents/perkem2014-0...
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Additional Metadata
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Divisions: | Faculty of Economics and Management |
| Publisher: | School of Economics, Faculty of Economics and Management, Universiti Kebangsaan Malaysia |
| Keywords: | Inflation; Demand-pull inflation; Cost-push inflation; Imported inflation; International transmission of inflation |
| Depositing User: | Nabilah Mustapa |
| Date Deposited: | 01 Nov 2016 04:50 |
| Last Modified: | 01 Nov 2016 04:50 |
| URI: | http://psasir.upm.edu.my/id/eprint/48847 |
| Statistic Details: | View Download Statistic |
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