Details about Ahmad Zubaidi Baharumshah

Access statistics for papers by Ahmad Zubaidi Baharumshah.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pba411

Working Papers

2008

1. Monetary exchange rate model: supportive evidence from nonlinear testing procedures
   MPRA Paper, University Library of Munich, Germany

2007

2. Accounting for the Current Account Behavior in ASEAN-5
   MPRA Paper, University Library of Munich, Germany
3. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
   MPRA Paper, University Library of Munich, Germany View citations
   See also Journal Article in Global Economic Review (2007)
4. Financial Integration of East Asian Economies: Evidence from Real Interest Parity
   MPRA Paper, University Library of Munich, Germany
5. Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
   MPRA Paper, University Library of Munich, Germany View citations
6. The Changing Dynamics of the East Asian Real Exchange Rates after the Financial Crisis: Further Evidence on Mean Reversion
   MPRA Paper, University Library of Munich, Germany
7. The real interest rate differential: international evidence based on nonlinear unit root tests
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Bulletin of Economic Research (2009)

2006

8. Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Applied Financial Economics (2008)

2005

9. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES
   Macroeconomics, EconWPA
10. Budget and Current Account Deficits in SEACEN Countries: Evidence Based on the Panel Approach
    International Finance, EconWPA View citations
11. REGIME CHANGES AND THE SUSTAINABILITY OF FISCAL IMBALANCE IN EAST ASIAN COUNTRIES
    Macroeconomics, EconWPA
    See also Journal Article in Economic Modelling (2007)
12. THE EFFECT OF EXCHANGE RATE CHANGES ON TRADE BALANCES IN NORTH AFRICA: EVIDENCE
    International Trade and Finance Association Conference Papers, International Trade and Finance Association
13. Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition
    International Finance, EconWPA

2004

14. Are Asian Real Exchange Rates Stationary?
    International Finance, EconWPA View citations
    See also Journal Article in Economics Letters (2004)
15. Measuring Capital Mobility in the Asia Pacific Rim
    MPRA Paper, University Library of Munich, Germany
16. On Singaporean Dollar and Purchasing Power Parity
    International Finance, EconWPA
    Also in International Finance, EconWPA (2004)
17. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Trade, EconWPA
    Also in International Finance, EconWPA (2004)

2003

18. A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model
    GE, Growth, Math methods, EconWPA
19. Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity
    MPRA Paper, University Library of Munich, Germany View citations
20. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, EconWPA View citations
21. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
    GE, Growth, Math methods, EconWPA View citations
    Also in MPRA Paper, University Library of Munich, Germany (2002)
22. How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
    GE, Growth, Math methods, EconWPA View citations
23. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
    International Trade, EconWPA
24. The Predictability of ASEAN-5 Exchange Rates
    International Finance, EconWPA View citations

Journal Articles

2009

1. Assessing the mean reversion behaviour of fiscal policy: the perspective of Asian countries
   Applied Economics, 2009, 41, (15), 1939-1949
2. Foreign Direct Investment and Economic Growth in Malaysia: Interactions with Human Capital and Financial Deepening
   Emerging Markets Finance and Trade, 2009, 45, (1), 90-102
3. On the predictive power of monetary exchange rate model: the case of the Malaysian ringgit/US dollar rate
   Applied Economics, 2009, 41, (14), 1761-1770
4. Stock prices and demand for money in China: New evidence
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 171-187
5. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
   Bulletin of Economic Research, 2009, 61, (1), 83-94
   See also Working Paper (2007)
6. The stability of money demand in China: Evidence from the ARDL model
   Economic Systems, 2009, 33, (3), 231-244

2008

7. Malaysia’s current account deficits: an intertemporal optimization perspective
   Empirical Economics, 2008, 35, (3), 569-590
8. Monetary Conditions Index in Singapore
   Icfai University Journal of Applied Economics, 2008, VII, (4), 6-22
9. Purchasing power parity in Central and Eastern European countries
   Economics Bulletin, 2008, 6, (32), 1-8 View citations
10. Re-examining purchasing power parity for East-Asian currencies: 1976-2002
    Applied Financial Economics, 2008, 18, (1), 75-85
    See also Working Paper (2006)
11. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
    Applied Economics Letters, 2008, 15, (12), 955-958

2007

12. Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate
    Icfai University Journal of Applied Economics, 2007, VI, (1), 7-19
13. Dynamics of fiscal and current account deficits in Thailand: an empirical investigation
    Journal of Economic Studies, 2007, 34, (6), 454-475 View citations
14. ESTIMATING EXCHANGE RATE AND BILATERAL TRADE BALANCE RELATIONSHIPS: THE EXPERIENCE OF SUB-SAHARAN AFRICAN COUNTRIES
    South African Journal of Economics, 2007, 75, (1), 35-51
15. East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests
    Global Economic Review, 2007, 36, (2), 103-119 View citations
    See also Working Paper (2007)
16. Exchange Rate Volatility and the Asian Financial Crisis: Evidence from South Korea and ASEAN-5
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2007, 10, (02), 237-264
17. Is a regional trade bloc a prelude to multilateral trade liberalization?: Empirical evidence from the ASEAN-5 economies
    Journal of Asian Economics, 2007, 18, (2), 384-402
18. Regime changes and the sustainability of fiscal imbalance in East Asian countries
    Economic Modelling, 2007, 24, (6), 878-894
    See also Working Paper (2005)

2006

19. Current account: mean-reverting or random walk behavior?
    Japan and the World Economy, 2006, 18, (1), 90-107
20. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
    Open Economies Review, 2006, 17, (2), 235-251 View citations
21. Foreign capital flows and economic growth in East Asian countries
    China Economic Review, 2006, 17, (1), 70-83 View citations
22. Malaysia: from economic recovery to sustained economic growth
    Journal of Post Keynesian Economics, 2006, 28, (2), 295-315
23. Twin Deficits Hypothesis in SEACEN Countries: A Panel Data Analysis of Relationships between Public Budget and Current Account Deficits
    Applied Econometrics and International Development, 2006, 6, (2)

2005

24. A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era
    Global Finance Journal, 2005, 16, (1), 69-85 View citations
25. Current account, exchange rate dynamics and the predictability: the experience of Malaysia and Singapore
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (3), 255-270
26. Mean-reverting behavior of current account in Asian countries
    Economics Letters, 2005, 87, (3), 367-371 View citations
27. What happened to savings during the financial crisis—a dynamic panel analysis of Asian-5 countries
    Economic Change and Restructuring, 2005, 38, (3), 257-275

2004

28. Are Asian real exchange rates stationary?
    Economics Letters, 2004, 83, (3), 313-316 View citations
    See also Working Paper (2004)
29. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
    Icfai University Journal of Applied Economics, 2004, III, (6), 7-18 View citations
30. Stock prices and long-run demand for money: evidence from Malaysia
    International Economic Journal, 2004, 18, (3), 389-407

2003

31. On the sustainability of current account deficits: evidence from four ASEAN countries
    Journal of Asian Economics, 2003, 14, (3), 465-487 View citations
32. Saving dynamics in the Asian countries
    Journal of Asian Economics, 2003, 13, (6), 827-845 View citations
33. The road to recovery in Malaysia: a three-gap analysis
    Journal of Policy Modeling, 2003, 25, (8), 857-861

2002

34. The stock market and the ringgit exchange rate: a note
    Japan and the World Economy, 2002, 14, (4), 471-486 View citations

2001

35. Does PPP hold between Asian and Japanese economies? Evidence using panel unit root and panel cointegration
    Japan and the World Economy, 2001, 13, (1), 35-50 View citations

1999

36. Dynamic Causal Chain of Money, Output, Interest Rate and Prices in Malaysia: Evidence Based On Vector Error- Correction Modelling Analysis
    International Economic Journal, 1999, 13, (1), 103-120 View citations

1996

37. MONEY, OUTPUT AND STOCK PRICES IN MALAYSIA: AN APPLICATION OF THE COINTEGRATION TESTS
    International Economic Journal, 1996, 10, (2), 121-130 View citations