Dynamic linkages between price indices and inflation in Malaysia

This study examines the dynamic linkages among consumer price, producer price, industrial production and import price indices in Malaysia by using monthly data from 2005 to 2013. The empirical results based on Johansen multivariate cointegration test reveal that there is a long-run relationship am...

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Bibliographic Details
Main Authors: Rafiqa Murdipi, Siong, Hook Law
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia 2016
Online Access:http://journalarticle.ukm.my/10768/
http://journalarticle.ukm.my/10768/
http://journalarticle.ukm.my/10768/1/jeko_50%281%29-4.pdf