Asymmetric pass-through effects of oil price on economic growth in Malaysia
This empirical analysis intends to examine the asymmetric response of economic growth when the oil price changes in Malaysia by applying threshold autoregressive (TAR) and momentum threshold autoregressive (MTAR) cointegration and asymmetric adjustment models. The results revealed that the oil price...
Main Authors: | Bala, Umar, Lee, Chin, Maijama’a, Rabiu |
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Format: | Article |
Published: |
Universiti Malaysia Sarawak
2021
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