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Macroeconomic Fluctuations in a Smal...

Yee, Liew San.

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Macroeconomic Fluctuations in a Small Open Economy of Malaysia.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Macroeconomic Fluctuations in a Small Open Economy of Malaysia./
作者:	Yee, Liew San.
出版者:	Ann Arbor : ProQuest Dissertations & Theses, : 2021,
面頁冊數:	119 p.
附註:	Source: Dissertations Abstracts International, Volume: 85-04, Section: A.
Contained By:	Dissertations Abstracts International85-04A.
標題:	Finance. -
電子資源:	https://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=30598489
ISBN:	9798380443838

Macroeconomic Fluctuations in a Small Open Economy of Malaysia.
Yee, Liew San.

Macroeconomic Fluctuations in a Small Open Economy of Malaysia. - Ann Arbor : ProQuest Dissertations & Theses, 2021 - 119 p.

Source: Dissertations Abstracts International, Volume: 85-04, Section: A.

Thesis (Ph.D.)--University of Malaya (Malaysia), 2021.

This item must not be sold to any third party vendors.

This thesis examines the sources of macroeconomic fluctuations in a small open economy of Malaysia by utilizing a dynamic stochastic general equilibrium model (DSGE) based on the New Keynesian framework. The model incorporates various features such as external habit formation, internal investment adjustment cost, variable capacity utilization, domestically produced goods prices and wages stickiness, incomplete exchange rate pass-through, and financial accelerator. The model is log-linearized, parameters are estimated with Bayesian techniques, calibrated, and simulated and subjected to several exogenous shocks. The dynamic movements of key macroeconomic variables in response to these disturbances are analyzed using the impulse response functions and the sources of macroeconomic fluctuations are examined through the variance decomposition. The results from the variance decomposition show analysis indicate that, both monetary policy shock and technology shock are the main driving forces of macroeconomic fluctuations of the real sector's variables (output, consumption, investment) and nominal variables (inflation, nominal interest rates, real exchange rate). The results also suggest that domestic shocks play a more significant role as sources of macroeconomic fluctuations in the model than do foreign shocks.

ISBN: 9798380443838Subjects--Topical Terms:

542899
Finance.

Macroeconomic Fluctuations in a Small Open Economy of Malaysia.
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