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Type :article
ISSN :1752-5055
Main Author :Phoong Seuk Yen
Title :The time series modelling on exchange rate and inflation rate: finite normal mixture model
Place of Production :Tanjung Malim
Publisher :Fakulti Sains dan Matematik
Year of Publication :2023
Notes :International Journal of Computing Science and Mathematics
Corporate Name :Universiti Pendidikan Sultan Idris
HTTP Link :Click to view web link

Abstract : Universiti Pendidikan Sultan Idris
The economic growth of developing countries always a central issue concerned by all countries because any changes in global events might influence the performance of these countries. However, there are many debates on the relations between exchange rate and inflation rate in developing countries. In present study, finite mixture model is introduced to address the nexus between exchange rate and inflation rate among Malaysia, Thailand and the Philippines. With this, the monthly data with 182 observations are analysed using maximum likelihood estimation. The results reveal that negative relationship existed during growth situation while no interaction exhibited when a country is trapped into crisis period. Since this study presented the financial interaction among macroeconomic variables during different situations of country, hence, it is believed that statisticians and investors can get to know more details of these variables on these developing countries. Copyright 2023 Inderscience Enterprises Ltd.
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