The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors

The purpose of this dissertation is to investigate the impact of monetary policy on commercial bank lending in Malaysia from 1970-2000.This dissertation, is intended to answer two research questions: 1) Will a tightening of monetary policy in Malaysia affects commercial bank lending at the aggregate...

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Main Authors: Mohd Harif, Mohd Amy Azhar, Abd Karim, Mohd Zaini, Abdul Adzis, Azira
Format: Conference or Workshop Item
Language:English
Published: 2005
Subjects:
Online Access:https://repo.uum.edu.my/id/eprint/11768/1/Mohd%20Amy.pdf
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author Mohd Harif, Mohd Amy Azhar
Abd Karim, Mohd Zaini
Abdul Adzis, Azira
author_facet Mohd Harif, Mohd Amy Azhar
Abd Karim, Mohd Zaini
Abdul Adzis, Azira
author_sort Mohd Harif, Mohd Amy Azhar
collection UUM
description The purpose of this dissertation is to investigate the impact of monetary policy on commercial bank lending in Malaysia from 1970-2000.This dissertation, is intended to answer two research questions: 1) Will a tightening of monetary policy in Malaysia affects commercial bank lending at the aggregate level? 2) Will a tightening of monetary policy in Malaysia affects commercial bank lending to agriculture, construction, and manufacturing sector? The objectives of this dissertation is to determine the impact of monetary policy tightening on commercial bank lending at aggregate level and sectoral level namely, agriculture, construction, and manufacturing loan.To achieve the objective, this dissertation employs the vector autoregression (VAR) technique.From the VAR analysis, the results suggested that a monetary policy tightening in Malaysia gives significant impact on commercial bank lending at both the aggregate level and sectoral level from 1970-2000.The results also suggest that a monetary policy tightening in Malaysia gives larger impact on agriculture loan during the period of 1970-1996, while during the period of 1970-2000 (including the period of financial crisis), a monetary policy tightening in Malaysia gives larger impact on construction loan.
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spelling uum-117682014-08-12T03:08:04Z https://repo.uum.edu.my/id/eprint/11768/ The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors Mohd Harif, Mohd Amy Azhar Abd Karim, Mohd Zaini Abdul Adzis, Azira HG Finance The purpose of this dissertation is to investigate the impact of monetary policy on commercial bank lending in Malaysia from 1970-2000.This dissertation, is intended to answer two research questions: 1) Will a tightening of monetary policy in Malaysia affects commercial bank lending at the aggregate level? 2) Will a tightening of monetary policy in Malaysia affects commercial bank lending to agriculture, construction, and manufacturing sector? The objectives of this dissertation is to determine the impact of monetary policy tightening on commercial bank lending at aggregate level and sectoral level namely, agriculture, construction, and manufacturing loan.To achieve the objective, this dissertation employs the vector autoregression (VAR) technique.From the VAR analysis, the results suggested that a monetary policy tightening in Malaysia gives significant impact on commercial bank lending at both the aggregate level and sectoral level from 1970-2000.The results also suggest that a monetary policy tightening in Malaysia gives larger impact on agriculture loan during the period of 1970-1996, while during the period of 1970-2000 (including the period of financial crisis), a monetary policy tightening in Malaysia gives larger impact on construction loan. 2005-09-05 Conference or Workshop Item NonPeerReviewed application/pdf en https://repo.uum.edu.my/id/eprint/11768/1/Mohd%20Amy.pdf Mohd Harif, Mohd Amy Azhar and Abd Karim, Mohd Zaini and Abdul Adzis, Azira (2005) The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors. In: International Conference on Governance Accountability & Taxation, 05-06 September 2005, Crown Princess Hotel, Kuala Lumpur. (Unpublished)
spellingShingle HG Finance
Mohd Harif, Mohd Amy Azhar
Abd Karim, Mohd Zaini
Abdul Adzis, Azira
The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title_full The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title_fullStr The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title_full_unstemmed The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title_short The impact of monetary policy on commercial bank lending in Malaysia: The investigation on agriculture, construction & manufacturing sectors
title_sort impact of monetary policy on commercial bank lending in malaysia the investigation on agriculture construction manufacturing sectors
topic HG Finance
url https://repo.uum.edu.my/id/eprint/11768/1/Mohd%20Amy.pdf
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