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Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach

Citations

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Cited by:

  1. Eugene Kouassi & Bernard Decaluwe & Crispin Kapombe & Dale Colyer, 1999. "Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes: further evidence from Ivorian time series," Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 89-96.
  2. Masih, Abul M. M. & Masih, Rumi, 1999. "Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 7(3-4), pages 251-282, August.
  3. Inder Sekhar Yadav & M.A. Lagesh, 2011. "Macroeconomic Relationship in India: ARDL Evidence on Cointegration and Causality," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 156-168.
  4. Hesse, Heiko, 2007. "Monetary policy, structural break and the monetary transmission mechanism in Thailand," Journal of Asian Economics, Elsevier, vol. 18(4), pages 649-669, August.
  5. Jiranyakul, Komain, 2009. "Relationship among Money, Prices and Aggregate Output in Thailand," MPRA Paper 46963, University Library of Munich, Germany.
  6. Pradhan, Rudra P. & Arvin, Mak B. & Ghoshray, Atanu, 2015. "The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables: Evidence from the G-20 countries," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 84-95.
  7. Hondroyiannis, George & Lolos, Sarantis & Papapetrou, Evangelia, 2005. "Financial markets and economic growth in Greece, 1986-1999," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(2), pages 173-188, April.
  8. Chee Loong, Lee & Chun Hao, Laiu & Nur Hidayah, Ramli & Nur Sabrina, Mohd Palel, 2018. "Dynamic Interactions in Macroeconomic Activities," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 26(3), pages 1651-1672.
  9. George Hondroyiannis & Sarantis Lolos & Evangelia Papapetrou, 2004. "Financial Markets and Economic Growth in Greece," Working Papers 17, Bank of Greece.
  10. Claude Diebolt & Cédric Doliger, 2005. "Becker vs. Easterlin. Education, Fertility and Growth in France after World War II," Working Papers 05-03, Association Française de Cliométrie (AFC).
  11. Olanrewaju, Akanbi Michael & Temitope, Dada James, 2018. "Monetary Policy Shocks and Industrial Output in Nigeria: A Dynamic Effect," African Journal of Economic Review, African Journal of Economic Review, vol. 6(01), January.
  12. Chan Swee Lean, 2001. "Empirical tests to discern linkages between construction and other economic sectors in Singapore," Construction Management and Economics, Taylor & Francis Journals, vol. 19(4), pages 355-363.
  13. Orawan Ratanapakorn & Subhash Sharma, 2007. "Dynamic analysis between the US stock returns and the macroeconomic variables," Applied Financial Economics, Taylor & Francis Journals, vol. 17(5), pages 369-377.
  14. Haghshenas, Mohammad & Kasimin, Hasmiah & Berma, Madeline, 2013. "Information and Communication Technology (ICT) and Economic Growth in Iran: Causality Analysis," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 47(2), pages 55-68.
  15. Hasan, Mohammad S., 1999. "Monetary Growth and Inflation in China: A Reexamination," Journal of Comparative Economics, Elsevier, vol. 27(4), pages 669-685, December.
  16. Hasnul, Al Gifari & Masih, Mansur, 2016. "Role of instability in affecting capital flight magnitude: An ARDL bounds testing approach," MPRA Paper 72086, University Library of Munich, Germany.
  17. George Hondroyiannis, 2001. "The Wage Growth And Inflation Nexus In A Dynamic Multivariate Context: New Evidence From Greece," International Economic Journal, Taylor & Francis Journals, vol. 17(1), pages 121-138.
  18. Mitra Lal Devkota, 2019. "Testing The Causality And Cointegration Between Exports, Imports, And Exchange Rates: Evidence From India," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 5-13, February.
  19. Baharumshah, Ahmad Zubaidi & Thanoon, Marwan A. & Rashid, Salim, 2003. "Saving dynamics in the Asian countries," Journal of Asian Economics, Elsevier, vol. 13(6), pages 827-845, January.
  20. Mansor H. Ibrahim, 2005. "Sectoral Effects of Monetary Policy: Evidence from Malaysia," Asian Economic Journal, East Asian Economic Association, vol. 19(1), pages 83-102, March.
  21. Omar, Kamal & Masih, Mansur, 2016. "Granger-causal direction between crude oil and islamic deposits: Malaysian evidence," MPRA Paper 108522, University Library of Munich, Germany.
  22. Ms. Evridiki Tsounta, 2008. "What Attracts Tourists to Paradise?," IMF Working Papers 2008/277, International Monetary Fund.
  23. Ubaidillah, Nur Zaimah & Ab. Rahim, Rossazana, 2012. "A Multivariate Cointegration Analysis Of The Role Of Exports To Main Trading Partners In The Malaysian Macroeconomics," MPRA Paper 39706, University Library of Munich, Germany.
  24. Su Zhou, 2001. "The Power of Cointegration Tests Versus Data Frequency and Time Spans," Southern Economic Journal, John Wiley & Sons, vol. 67(4), pages 906-921, April.
  25. Fariastuti Djafar, 2012. "Dynamics of Push and Pull Factors of Migrant Workers in Developing Countries: The Case of Indonesian Workers in Malaysia," Journal of Economics and Behavioral Studies, AMH International, vol. 4(12), pages 703-711.
  26. Wai-Ching Poon & Gee-Kok Tong, 2009. "The feasibility of inflation targeting in Malaysia," Economics Bulletin, AccessEcon, vol. 29(2), pages 1035-1045.
  27. Mitra Lal Devkota, 2018. "The Dynamic Causality Between Stock Prices And Macroeconomic Variables: Evidence From Nepal," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 5-14, December.
  28. Masih, Mansur & AbdulKarim, Fatima, 2014. "Dynamic causal chain of money, output, interest rate, exchange rate and prices: Nigeria as a case study," MPRA Paper 58240, University Library of Munich, Germany.
  29. Mansor Ibrahim & Abdullahi Ahmed, 2013. "Stock Market and Aggregate Investment Behavior in Malaysia: An Empirical Analysis," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 20(2), pages 265-284, October.
  30. Tan, Anthony C.K. & Goh, Kim-Leng, 2009. "Financial Disintermediation in the 1990s : Implications on Monetary Policy in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 50(1), pages 1-27, June.
  31. Devanthran, Haritharan, 2009. "Interdependence of SAARC-7 countries: an empirical study of business cycles," MPRA Paper 32798, University Library of Munich, Germany.
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