The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases

Citation

Erlambang, Tanza (1999) The emperical analysis of monetary model to the exchange rate determination : Remainder of title Malaysia ringgit, Singapore dollar and Indonesia rupiah cases. Masters thesis, Universiti Putra Malaysia.

Abstract

This study concerned with an empirical analysis and validation of monetary model to determine exchange rate of 3 ASEAN countries (Malaysia, Indonesia and Singapore) against major developed country currencies, namely USA, Japan, Germany and United Kingdom. Based on 3 different statistic test results ( aunit root test, Johansen cointegration test and single equation diagnostic test), it is could be concluded that monetary model is a valid framework to analyze movement of Malaysia Ringgit to Japan Yen, and Movement of Singapore Dollar to British Pound, Germany Mark, US Dollar and Japan Yen.

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Additional Metadata

Item Type:	Thesis (Masters)
Subject:	Money
Subject:	Foreign exchange rates
Call Number:	FEP 1999 13
Chairman Supervisor:	Dr. Ahmad Zubaidi Baharumshah
Divisions:	Faculty of Economics and Management
Depositing User:	Haridan Mohd Jais
Date Deposited:	03 May 2017 09:08
Last Modified:	03 May 2017 09:08
URI:	http://psasir.upm.edu.my/id/eprint/51129
Statistic Details:	View Download Statistic

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