This study examines the dynamic relationship among carbon dioxide (CO2) emissions, economic growth, energy consumption and foreign trade based on the environmental Kuznets curve (EKC) hypothesis for Indonesia during the period 1971–2007. The Auto regressive distributed lag (ARDL) methodology...

This study attempts to investigate the evolution of dynamic linkages and volatility spillover between the five countries of the Association of Southeast Asian Nations (ASEAN-5) stock markets and China's economic activities. By using the movements and structural breaks of the time-varying...

This study re-examines the savings-growth nexus in Malaysia by using the nonparametric methodology. Using quarterly data from March 1991 to September 2006, the result of the Bierens (1997) nonparametric cointegration test shows that savings and economic growth are cointegrated. Moreover, the...

This paper investigates the impact of monetary policy shocks on a wide range of macroeconomic variables in Malaysia. To achieve this, it uses the Factor Augmented Vector Auto-regression (FAVAR) approach that combines factor analysis and vector auto-regression. The information set consists of 78...