Long-Run and Short-Run Relationships Between Covid-19 and the Loss of Employment in Malaysia: Evidence Using GARCH-M, EGARCH-M and PGARCH-M Models = Relações de Longo e Curto Prazo Entre Covid-19 e Perda de Empregos na Malásia: Evidência Usando Modelos GARCH-M, EGARCH-M e PGARCH-M
The purpose of the present paper is to investigate the long-run and short-run relationships between the loss of employment and the Covid-19 pandemic in Malaysia’s labour market. The Covid-19 measures in-clude the number of Covid-19 new cases, the number of Covid-19 new deaths, the number of total Co...
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Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
Portuguese Association for Regional Development (APDR).
2022
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Subjects: | |
Online Access: | http://ir.unimas.my/id/eprint/38214/1/Cointegration1.pdf http://ir.unimas.my/id/eprint/38214/ https://www.review-rper.com/index.php/rper https://www.review-rper.com/index.php/rper/article/view/338/257 |
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Institution: | Universiti Malaysia Sarawak |
Language: | English |