Dynamic linkages among price indices and type of inflation in Malaysia

This study examines the dynamic linkages among consumer price, producer price, industrial production and import price indices in Malaysia using monthly data from 2005 to 2011. The empirical results based on the Johansen multivariate cointegration test reveal that there is a long-run relationship amo...

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Bibliographic Details
Main Authors: Murdipi, Rafiqa, Law, Siong Hook
Format: Conference or Workshop Item
Language:English
Published: School of Economics, Faculty of Economics and Management, Universiti Kebangsaan Malaysia 2014
Online Access:http://psasir.upm.edu.my/id/eprint/48847/1/Dynamic%20linkages%20among%20price%20indices%20and%20type%20of%20inflation%20in%20Malaysia.pdf