Effects of palm oil price on exchange rate: A case study of Malaysia and Indonesia
This paper investigates the impact of palm oil prices on exchange rates in Malaysia and Indonesia using the Dynamic Ordinary Least Squares (DOLS) model. The paper uses real monthly data from 1983:1 to 2015:5 and follows three estimation steps: (i) determination of the integrational properties of the...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Faculty Economics & Administration, University of Malaya
2017
|
| Subjects: | |
| Online Access: | https://repo.uum.edu.my/id/eprint/27810/1/IE%209%204%202017%2071%2087.pdf |