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Details about Ahmad Zubaidi Baharumshah

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Postal address:Faculty of Economics & Management Universiti Putra Malaysia 43400 UPM Serdang Selangor, Malaysia
Workplace:Fakulti Ekonomi Dan Pengurusan (Faculty of Economics and Management), Universiti Putra Malaysia (UPM) (University of Agriculture Malaysia), (more information at EDIRC)

Access statistics for papers by Ahmad Zubaidi Baharumshah.

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Short-id: pba411


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Working Papers

2016

  1. US-China trade and exchange rate dilemma: The role of trade data discrepancy
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads
  2. US-China trade: Who is telling the truth?
    Working Paper Series, Victoria University of Wellington, School of Economics and Finance Downloads

2015

  1. EXTERNAL DEBT AND ECONOMIC GROWTH NEXUS: EVIDENCE FROM MALAYSIA, THAILAND AND PHILIPPINES
    Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences Downloads

2014

  1. The persistence of real exchange rates in the Central and Eastern European countries
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads

2012

  1. Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Inflation, Inflation Uncertainty and Output Growth: Recent Evidence from ASEAN-5 Countries
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads
    See also Journal Article in The Singapore Economic Review (SER) (2013)

2011

  1. EXCHANGE RATE RISK AND TRADE FLOWS: A GRAVITY EQUATION APPROACH
    2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding, Conference Master Resources Downloads
  2. Inflation and inflation uncertainty: Evidence from two Transition Economies
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (2)

2009

  1. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Global Economic Review (2009)

2008

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

2007

  1. Accounting for the Current Account Behavior in ASEAN-5
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. East Asian Real Exchange Rates and PPP: New Evidence from panel-data tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Global Economic Review (2007)
  3. Financial Integration of East Asian Economies: Evidence from Real Interest Parity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Applied Economics (2011)
  4. Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Capital Markets Review (2007)
  5. 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 Downloads
  6. The real interest rate differential: international evidence based on nonlinear unit root tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Bulletin of Economic Research (2009)

2006

  1. Re-examining Purchasing Power Parity for East-Asian Currencies: 1976-2002
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in Applied Financial Economics (2007)

2005

  1. ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES
    Macroeconomics, University Library of Munich, Germany Downloads View citations (1)
  2. Budget and Current Account Deficits in SEACEN Countries: Evidence Based on the Panel Approach
    International Finance, University Library of Munich, Germany Downloads View citations (2)
  3. REGIME CHANGES AND THE SUSTAINABILITY OF FISCAL IMBALANCE IN EAST ASIAN COUNTRIES
    Macroeconomics, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Modelling (2007)
  4. 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 View citations (1)
  5. Testing Twin Deficits Hypothesis: Using VARs and Variance Decomposition
    International Finance, University Library of Munich, Germany Downloads View citations (15)
    See also Journal Article in Journal of the Asia Pacific Economy (2006)

2004

  1. Are Asian Real Exchange Rates Stationary?
    International Finance, University Library of Munich, Germany Downloads View citations (75)
    See also Journal Article in Economics Letters (2004)
  2. Current Account Deficit Sustainability: A Panel Approach
    Working Papers, National University of Ireland Galway, Department of Economics Downloads View citations (1)
    See also Journal Article in Journal of Economic Integration (2005)
  3. Measuring Capital Mobility in the Asia Pacific Rim
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  4. On Singaporean Dollar and Purchasing Power Parity
    International Finance, University Library of Munich, Germany Downloads
    Also in International Finance, University Library of Munich, Germany (2004) Downloads
  5. On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity
    International Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in International Trade, University Library of Munich, Germany (2004) Downloads View citations (1)

    See also Journal Article in The Singapore Economic Review (SER) (2004)

2003

  1. A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model
    GE, Growth, Math methods, University Library of Munich, Germany Downloads
  2. Dynamic Financial Linkages of Japan and ASEAN Economies: An Application of Real Interest Parity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Capital Markets Review (2003)
  3. Exchange Rates Forecasting Model: An Alternative Estimation Procedure
    International Finance, University Library of Munich, Germany Downloads View citations (1)
  4. Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2002) Downloads View citations (1)
  5. How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models
    GE, Growth, Math methods, University Library of Munich, Germany Downloads View citations (1)
  6. Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5
    International Trade, University Library of Munich, Germany Downloads View citations (1)
  7. The Predictability of ASEAN-5 Exchange Rates
    International Finance, University Library of Munich, Germany Downloads View citations (1)

2002

  1. On the Sustainability of Current Account Deficits: Evidence from Four ASEAN Countries
    Working Papers, National University of Ireland Galway, Department of Economics Downloads
    See also Journal Article in Journal of Asian Economics (2003)

Journal Articles

2019

  1. Fiscal stance, foreign capital inflows and the behavior of current account in the Asian countries
    Empirical Economics, 2019, 56, (2), 523-549 Downloads

2018

  1. Exchange rate pass-through in the Asian countries: does inflation volatility matter?
    Applied Economics Letters, 2018, 25, (5), 309-312 Downloads

2017

  1. Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?
    African Development Review, 2017, 29, (3), 446-457 Downloads
  2. Asymmetric exchange rate pass-through in an emerging market economy: The case of Mexico
    Research in International Business and Finance, 2017, 41, (C), 247-259 Downloads View citations (4)
  3. Exchange Rate Pass-through (ERPT) into Domestic Prices: Evidence from a Nonlinear Perspective
    Economics Bulletin, 2017, 37, (2), 1160-1167 Downloads
  4. Fiscal sustainability in an emerging market economy: When does public debt turn bad?
    Journal of Policy Modeling, 2017, 39, (1), 99-113 Downloads View citations (6)
  5. Markov-switching analysis of exchange rate pass-through: Perspective from Asian countries
    International Review of Economics & Finance, 2017, 51, (C), 245-257 Downloads
  6. Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy
    Research in International Business and Finance, 2017, 42, (C), 75-93 Downloads
  7. The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh
    International Journal of Economics and Financial Issues, 2017, 7, (1), 377-386 Downloads View citations (1)
  8. The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?
    Journal of International Financial Markets, Institutions and Money, 2017, 50, (C), 36-51 Downloads
  9. Types of Foreign Capital Inflows and Economic Growth: New Evidence on Role of Financial Markets
    Journal of International Development, 2017, 29, (6), 768-789 Downloads View citations (2)

2016

  1. Does Poverty Influence Prevalence of Child Labor in Developing Countries?
    International Journal of Economics and Financial Issues, 2016, 6, (1), 7-12 Downloads View citations (1)
  2. Inflation, inflation uncertainty, and economic growth in emerging and developing countries: Panel data evidence
    Economic Systems, 2016, 40, (4), 638-657 Downloads View citations (3)
  3. Persistence of Real Exchange Rates in the Central and Eastern European Countries
    Journal of Business Economics and Management, 2016, 17, (3), 381-396 Downloads
  4. Public Revenue-Expenditure Nexus in South Africa: Are there Asymmetries?
    South African Journal of Economics, 2016, 84, (4), 520-537 Downloads View citations (7)

2015

  1. Capital Inflows and Economic Growth: Does the Role of Institutions Matter?
    International Journal of Finance & Economics, 2015, 20, (3), 253-275 Downloads View citations (7)
  2. Demand for broad money in Singapore: does wealth matter?
    Journal of Economics and Finance, 2015, 39, (3), 557-573 Downloads View citations (1)
  3. Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC)
    Economic Modelling, 2015, 51, (C), 214-226 Downloads View citations (6)
  4. Parity reversion in the Asian real exchange rates: new evidence from the local-persistent model
    Applied Economics, 2015, 47, (59), 6395-6408 Downloads View citations (1)
  5. Real Exchange Rate Dynamics in the Asian Economies: Can Regime Shifts Explain Purchasing Power Parity Puzzles?
    Global Economic Review, 2015, 44, (2), 219-236 Downloads View citations (1)

2014

  1. Exchange-Rate Risk and Exports
    Problems of Economic Transition, 2014, 57, (1), 80-101 Downloads
  2. Inflation, inflation uncertainty and output growth: what does the data say for Malaysia?
    Journal of Economic Studies, 2014, 41, (3), 370-386 Downloads View citations (4)

2013

  1. INFLATION, INFLATION UNCERTAINTY AND OUTPUT GROWTH: RECENT EVIDENCE FROM ASEAN-5 COUNTRIES
    The Singapore Economic Review (SER), 2013, 58, (04), 1-17 Downloads View citations (4)
    See also Working Paper (2012)
  2. Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model
    Economic Modelling, 2013, 35, (C), 634-642 Downloads View citations (5)
  3. Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets
    Journal of International Financial Markets, Institutions and Money, 2013, 25, (C), 163-180 Downloads View citations (7)
  4. The behavior of external debt in Asian countries: evidence based on panel unit root tests
    Journal of Business Economics and Management, 2013, 14, (sup1), S377-S394 Downloads View citations (1)

2012

  1. A structural VARX modelling of international parities between China and Japan in the liberalization era
    Economics Bulletin, 2012, 32, (1), 730-736 Downloads View citations (2)
  2. Are we getting closer to purchasing power parity in Central and Eastern European economies?
    Applied Economics Letters, 2012, 19, (1), 87-91 Downloads View citations (2)
  3. Comparing Savings Behavior in Asia and Latin America: The Role of Capital Inflows and Economic Growth
    Journal of Developing Areas, 2012, 46, (1), 113-131 Downloads View citations (4)
  4. Mean reversion in bilateral real exchange rates: evidence from the Malaysian ringgit
    Applied Economics, 2012, 44, (22), 2921-2933 Downloads View citations (1)
  5. The present value model and Thailand's current account balance
    Journal of Economic Studies, 2012, 39, (3), 337-355 Downloads

2011

  1. Financial integration of East Asian economies: evidence from real interest parity
    Applied Economics, 2011, 43, (16), 1979-1990 Downloads View citations (11)
    See also Working Paper (2007)
  2. Inflation uncertainty and economic growth: evidence from the LAD ARCH model
    Journal of Applied Statistics, 2011, 38, (1), 195-206 Downloads View citations (4)
  3. Purchasing Power Parity and Efficiency of Black Market Exchange Rate in African Countries
    Emerging Markets Finance and Trade, 2011, 47, (5), 52-70 Downloads
  4. UNEMPLOYMENT AND SPEED OF ADJUSTMENT IN ASEAN-3 ECONOMIES: A COINTEGRATION ANALYSIS
    The Singapore Economic Review (SER), 2011, 56, (03), 327-347 Downloads

2010

  1. Asymmetry dynamics in real exchange rates: New results on East Asian currencies
    International Review of Economics & Finance, 2010, 19, (4), 648-661 Downloads View citations (7)
  2. Foreign direct investment, economic freedom and economic growth: International evidence
    Economic Modelling, 2010, 27, (5), 1079-1089 Downloads View citations (74)
  3. MEAN REVERSION OF THE FISCAL CONDUCT IN 24 DEVELOPING COUNTRIES
    Manchester School, 2010, 78, (4), 302-325 Downloads View citations (2)
  4. Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies
    Global Economic Review, 2010, 39, (4), 351-364 Downloads View citations (1)
  5. PURCHASING POWER PARITY IN AFRICAN COUNTRIES: EVIDENCE FROM PANEL SURADF TEST
    South African Journal of Economics, 2010, 78, (1), 40-56 Downloads View citations (6)
  6. Private capital flows, stock market and economic growth in developed and developing countries: A comparative analysis
    Japan and the World Economy, 2010, 22, (2), 107-117 Downloads View citations (34)

2009

  1. Assessing the mean reversion behaviour of fiscal policy: the perspective of Asian countries
    Applied Economics, 2009, 41, (15), 1939-1949 Downloads View citations (9)
  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 Downloads View citations (6)
  3. Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions
    Global Economic Review, 2009, 38, (4), 385-395 Downloads View citations (6)
    See also Working Paper (2009)
  4. 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 Downloads View citations (4)
  5. Stock prices and demand for money in China: New evidence
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (1), 171-187 Downloads View citations (11)
  6. Structural breaks and the twin deficits hypothesis: Evidence from East Asian countries
    Economics Bulletin, 2009, 29, (4), 2517-2524 Downloads View citations (7)
  7. THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS
    Bulletin of Economic Research, 2009, 61, (1), 83-94 Downloads View citations (11)
    See also Working Paper (2007)
  8. Testing Stationarity of Budgetary Position in Developing Countries
    International Econometric Review (IER), 2009, 1, (2), 77-87 Downloads
  9. The stability of money demand in China: Evidence from the ARDL model
    Economic Systems, 2009, 33, (3), 231-244 Downloads View citations (26)

2008

  1. Malaysia’s current account deficits: an intertemporal optimization perspective
    Empirical Economics, 2008, 35, (3), 569-590 Downloads View citations (10)
  2. Monetary Conditions Index in Singapore
    The IUP Journal of Applied Economics, 2008, VII, (4), 6-22
  3. Purchasing power parity in Central and Eastern European countries
    Economics Bulletin, 2008, 6, (32), 1-8 Downloads View citations (6)
  4. Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective
    Applied Economics Letters, 2008, 15, (12), 955-958 Downloads View citations (7)

2007

  1. Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate
    The IUP Journal of Applied Economics, 2007, VI, (1), 7-19
  2. Dynamics of fiscal and current account deficits in Thailand: an empirical investigation
    Journal of Economic Studies, 2007, 34, (6), 454-475 Downloads View citations (15)
  3. 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 Downloads View citations (5)
  4. East Asian Real Exchange Rates and PPP: New Evidence from Panel-data Tests
    Global Economic Review, 2007, 36, (2), 103-119 Downloads View citations (14)
    See also Working Paper (2007)
  5. 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 Downloads
  6. 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 Downloads View citations (1)
  7. Re-examining purchasing power parity for East-Asian currencies: 1976-2002
    Applied Financial Economics, 2007, 18, (1), 75-85 Downloads View citations (3)
    See also Working Paper (2006)
  8. Real Financial Integration among the East Asian Economies: A SURADF Panel Approach
    Capital Markets Review, 2007, 15, (1&2), 53-71 Downloads View citations (1)
    See also Working Paper (2007)
  9. Regime changes and the sustainability of fiscal imbalance in East Asian countries
    Economic Modelling, 2007, 24, (6), 878-894 Downloads View citations (12)
    See also Working Paper (2005)

2006

  1. Current account: mean-reverting or random walk behavior?
    Japan and the World Economy, 2006, 18, (1), 90-107 Downloads View citations (24)
  2. Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models
    Open Economies Review, 2006, 17, (2), 235-251 Downloads View citations (9)
  3. Foreign capital flows and economic growth in East Asian countries
    China Economic Review, 2006, 17, (1), 70-83 Downloads View citations (30)
  4. Testing Twin Deficits Hypothesis using VARs and Variance Decomposition
    Journal of the Asia Pacific Economy, 2006, 11, (3), 331-354 Downloads View citations (4)
    See also Working Paper (2005)
  5. 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) Downloads View citations (5)

2005

  1. 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 Downloads View citations (36)
  2. Current Account Deficit Sustainability: a Panel Approach
    Journal of Economic Integration, 2005, 20, 514-529 View citations (7)
    See also Working Paper (2004)
  3. 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 Downloads View citations (6)
  4. Malaysia: from economic recovery to sustained economic growth
    Journal of Post Keynesian Economics, 2005, 28, (2), 295-315 Downloads
  5. Mean-reverting behavior of current account in Asian countries
    Economics Letters, 2005, 87, (3), 367-371 Downloads View citations (20)
  6. 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 Downloads View citations (4)

2004

  1. Are Asian real exchange rates stationary?
    Economics Letters, 2004, 83, (3), 313-316 Downloads View citations (69)
    See also Working Paper (2004)
  2. Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates
    The IUP Journal of Applied Economics, 2004, III, (6), 7-18 View citations (11)
  3. ON SINGAPORE DOLLAR–U.S. DOLLAR AND PURCHASING POWER PARITY
    The Singapore Economic Review (SER), 2004, 49, (01), 71-84 Downloads
    See also Working Paper (2004)

2003

  1. DYNAMIC LINKAGES OF ASIAN STOCK MARKETS
    Journal of the Asia Pacific Economy, 2003, 8, (2), 180-209 Downloads View citations (1)
  2. Dynamic Financial Linkages of Japan And Asean Economies: An Application of Real Interest Parity
    Capital Markets Review, 2003, 11, (1&2), 23-40 Downloads View citations (3)
    See also Working Paper (2003)
  3. On the sustainability of current account deficits: evidence from four ASEAN countries
    Journal of Asian Economics, 2003, 14, (3), 465-487 Downloads View citations (52)
    See also Working Paper (2002)
  4. Saving dynamics in the Asian countries
    Journal of Asian Economics, 2003, 13, (6), 827-845 Downloads View citations (24)
  5. Sustainability of External Imbalances: The Case of Malaysia
    The Singapore Economic Review (SER), 2003, 48, (01), 61-80 Downloads
  6. The Purchasing Power Parity Puzzle in Indonesia: Insights from ESTAR Model
    Economics and Finance in Indonesia, 2003, 51, 253-269 Downloads
  7. The road to recovery in Malaysia: a three-gap analysis
    Journal of Policy Modeling, 2003, 25, (8), 857-861 Downloads

2002

  1. The stock market and the ringgit exchange rate: a note
    Japan and the World Economy, 2002, 14, (4), 471-486 Downloads View citations (11)

2001

  1. 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 Downloads View citations (35)
  2. Stock prices and long-run demand for money: evidence from Malaysia
    International Economic Journal, 2001, 18, (3), 389-407 Downloads View citations (5)

1999

  1. 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 Downloads View citations (10)

1997

  1. Divisia Monetary Aggregates and Stock Prices in Malaysia: An Empirical Note
    Capital Markets Review, 1997, 5, (1), 53-65 Downloads

1996

  1. Is the Malaysian Inter-Bank Foreign Exchange Market Efficienct? Some Recent Evidence Using the Cointegration Technique
    Capital Markets Review, 1996, 4, (1), 1-19 Downloads

1995

  1. Are the Main and Second Board on the KLSE Integrated? Some Empirical Evidence
    Capital Markets Review, 1995, 3, (2), 71-90 Downloads

1994

  1. Price Efficiency in Pepper Markets in Malaysia: A Cointegration Analysis
    Indian Journal of Agricultural Economics, 1994, 49, (2) Downloads

Chapters

2007

  1. Malaysia
    Chapter 6 in Handbook on the Northeast and Southeast Asian Economies, 2007 Downloads

Editor

  1. Applied Economics Letters
    Taylor & Francis Journals
 
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