Food price dynamics in Malaysia: Testing for long memory

Research output: Contribution to conferenceAbstractResearch

Abstract

Food price dynamics in Malaysia: Testing for long memory
This study examines whether food price inflation in Malaysia is transitory or permanent. Parametric and non-parametric tests are used to examine the memory properties of four price inflation series over the period January 2000 to July 2016. We find that the four inflation series, namely food price inflation, non-food price inflation, general inflation, and global food price inflation all exhibit long memory. The study also shows that food price inflation in Malaysia co-moves with global food price inflation. The findings indicate that food price inflation is not transitory, yet it does in fact show a long memory. The results of this study have important implications for food, trade, and monetary policymakers.

Conference

ConferenceAustralian Conference of Economists (ACE 2018)
CountryAustralia
CityCanberra
Period10/07/1813/07/18

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Price dynamics
Malaysia
Long memory
Food prices
Inflation
Testing
Nonparametric test
Politicians
Food trade

Cite this

Mohamed Jaleel, F. (2018). Food price dynamics in Malaysia: Testing for long memory. Abstract from Australian Conference of Economists (ACE 2018), Canberra, Australia.
Mohamed Jaleel, Fazeel. / Food price dynamics in Malaysia : Testing for long memory. Abstract from Australian Conference of Economists (ACE 2018), Canberra, Australia.
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abstract = "Food price dynamics in Malaysia: Testing for long memoryThis study examines whether food price inflation in Malaysia is transitory or permanent. Parametric and non-parametric tests are used to examine the memory properties of four price inflation series over the period January 2000 to July 2016. We find that the four inflation series, namely food price inflation, non-food price inflation, general inflation, and global food price inflation all exhibit long memory. The study also shows that food price inflation in Malaysia co-moves with global food price inflation. The findings indicate that food price inflation is not transitory, yet it does in fact show a long memory. The results of this study have important implications for food, trade, and monetary policymakers.",
author = "{Mohamed Jaleel}, Fazeel",
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note = "Australian Conference of Economists (ACE 2018) ; Conference date: 10-07-2018 Through 13-07-2018",

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Mohamed Jaleel, F 2018, 'Food price dynamics in Malaysia: Testing for long memory' Australian Conference of Economists (ACE 2018), Canberra, Australia, 10/07/18 - 13/07/18, .

Food price dynamics in Malaysia : Testing for long memory. / Mohamed Jaleel, Fazeel.

2018. Abstract from Australian Conference of Economists (ACE 2018), Canberra, Australia.

Research output: Contribution to conferenceAbstractResearch

TY - CONF

T1 - Food price dynamics in Malaysia

T2 - Testing for long memory

AU - Mohamed Jaleel, Fazeel

PY - 2018/7/13

Y1 - 2018/7/13

N2 - Food price dynamics in Malaysia: Testing for long memoryThis study examines whether food price inflation in Malaysia is transitory or permanent. Parametric and non-parametric tests are used to examine the memory properties of four price inflation series over the period January 2000 to July 2016. We find that the four inflation series, namely food price inflation, non-food price inflation, general inflation, and global food price inflation all exhibit long memory. The study also shows that food price inflation in Malaysia co-moves with global food price inflation. The findings indicate that food price inflation is not transitory, yet it does in fact show a long memory. The results of this study have important implications for food, trade, and monetary policymakers.

AB - Food price dynamics in Malaysia: Testing for long memoryThis study examines whether food price inflation in Malaysia is transitory or permanent. Parametric and non-parametric tests are used to examine the memory properties of four price inflation series over the period January 2000 to July 2016. We find that the four inflation series, namely food price inflation, non-food price inflation, general inflation, and global food price inflation all exhibit long memory. The study also shows that food price inflation in Malaysia co-moves with global food price inflation. The findings indicate that food price inflation is not transitory, yet it does in fact show a long memory. The results of this study have important implications for food, trade, and monetary policymakers.

M3 - Abstract

ER -

Mohamed Jaleel F. Food price dynamics in Malaysia: Testing for long memory. 2018. Abstract from Australian Conference of Economists (ACE 2018), Canberra, Australia.