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This paper examines empirically the nature of the impact of the exchange rate on import, export and economic growth in Malaysia from 2009 until 2018. The objective of this study is to investigate the long-term and short-term relationship between endogenous and exogenous variables and also to identify the effects of exchange rates on dependent variables including imports, exports and the Gross Domestic Product (DGP) that represent the productivity of the country. This study further focuses on investigating the impact or the role of export in drive the county economic growth. In achieving these objectives, the Augmented Dickey-Fuller (ADF) testing procedure is used to test the presence of unit root. In order to investigate the incidence of long run relationship between the data series, the Johansen Juselius Cointegration Vector is utilized. The Granger Causality in Vector Error Correction Model (VECM) framework is employed to differentiate between short run and long run causal effects in.....

1140 hits

The focal point of this study is the investigation of the dynamic relationship between selected macroeconomic variables, including unemployment, inflation, interest rate and economic growth, in Malaysia. In order to achieve the aims of thisstudy, quarterly time series data from the first quarter of 2001 until the fourth quarter of 2017 was utilised. The Johansen Juselius Co-integration test was used to investigate long run equilibrium in the equation system, and the Granger Causality test in Vector Error Correction framework was used to evaluate the long-term and short-term relationships between the study variables. The findings suggest that a relationship exists between the variables in the long term, including unemployment interest rate, inflation and economic growth across the system equations. The results further suggest that, in the short run, a two-way causality exists between unemployment and economic growth. Moreover, the results show that unemployment affects economic growth, .....

1162 hits

The  relationship  between  budget deficit  and  economic  growth  is  one  of  the  most important  issues debated by economists and policymakers in developed and developing countries. The purpose of this study is to examine the relationship  by concentrating on  theoretical  debates, empirical  studies and  econometric  models  to  obtain substantive  conclusions.   These   conclusions   are  beneficial   in   the  field  of   macroeconomics.  Construction or development of macroeconomic  models is used to analyze the impact of budget  deficit on Malaysia’s  economic  growth. The  effects of  the budget deficit formation would lead  to the formation of other macroeconomic variables, such as debt, rising   interest   rates   and    decreasing   government   spending,   productive  or   non- productive. This  study was conducted  using time series  data collected from 1985 to 2018 to fulfil three specific object.....

1184 hits

Insurance fraud claims have become a major problem in the insurance industry. Several investigations have been carried out to eliminate negative impacts on the insurance industry as this immoral act has caused the loss of billions of dollars. In this paper, a comparative study was carried out to assess the performance of various classification models, namely logistic regression, neural network (NN), support vector machine (SVM), tree augmented naïve Bayes (NB), decision tree (DT), random forest (RF) and AdaBoost with different model settings for predicting automobile insurance fraud claims. Results reveal that the tree augmented NB outperformed other models based on several performance metrics with accuracy (79.35%), sensitivity (44.70%), misclassification rate (20.65%), area under curve (0.81) and Gini (0.62). In addition, the result shows that the AdaBoost algorithm can improve the classification performance of the decision tree. These findings are useful for insurance professionals.....

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