A cointegration tests on Malaysian Government Securities (MGS) spreads and inflation / Cheng Fan Fah and Annuar Nasir

• Main Authors: Fah, Cheng Fan, Nasir, Annuar
• Format: Article
• Language: English
• Published: 2012
• Subjects: Economics; Macroeconomics; Income. Income distribution. National income. Including gross national product, gross domestic product, and gross state product
• Online Access: https://ir.uitm.edu.my/id/eprint/59425/1/59425.pdf; https://ir.uitm.edu.my/id/eprint/59425/; http://myjms.mohe.gov.my/index.php/tifej
• Institution: Universiti Teknologi Mara

The purpose of this research is to study the relationship between yield spreads of Malaysian Government Securities (MGS) and inflation dynamics over the period of 1976 to 2008. The study used various statistical techniques to determine the predictive power of yield spreads between 1-year MGS and 10-...