This paper applies cointegration and VAR modeling to evaluate the long-run relationship and dynamic interactions between the Malaysian equity market, various economic variables, and major equity markets of the US and Japan.(...) (J Asia Pacific Econ/DÜI)

The present paper analyses the relations between food and oil prices for Malaysia using a nonlinear autoregressive distributed lags (NARDL) model. The bounds test of the NARDL specification suggests the presence of cointegration among the variables, which include the food price, oil price and...

The paper empirically analyzes the inflationary effects of exchange rate changes for the case of a small open economy, Malaysia, using recent econometric techniques of cointegration and vector error correction modeling. To evaluate the dynamic interactions among the variables in the model, we...