References
- Athukorala, Prema-Chandra (2001), Crisis and Recovery in Malaysia: The Role of Capital Controls, Cheltenham, Edward Elgar.
- Bacha, Obiyathulla I. (1997), “The Asian currency crisis — A fait accompli?”, Malaysian Journal of Economic Studies 34 (Special Issue): 67–92.
- Bacha, Obiyathulla I. (1998), “Malaysia: From currency to banking crisis”, Malaysian Journal of Economic Studies 35: 73–94.
- Bank Negara Malaysia (various issues), Monthly Statistical Bulletin, Kuala Lumpur.
- Cheung, Yin-Wong and Kon S. Lai (1993), “Finite sample sizes of Johansen's likelihood ratio tests for cointegration”, Oxford Bulletin of Economics and Statistics 55: 313–328.
- Dale, Spencer, and Andrew G. Haldane (1995), “Interest rates and the channels of monetary transmission: Some sectoral estimates”, European Economic Review 39: 1611–1626.
- Edwards, Sebastian (1986), “Are devaluation contractionary?” Review of Economics and Statistics 68: 501–508.
- Engle, Robert F., and Clive W. J. Granger (1987), “Co-integration and error correction: Representation, estimation and testing”, Econometrica 55: 251–276.
- Granger, Clive W. J. (1988), “Some recent developments in a concept of causality”, Journal of Econometrics 39: 199–211.
- Hall, Stephen G. (1989), “Maximum likelihood estimation of cointegrating vectors: An example of Johansen's procedure”, Oxford Bulletin of Economics and Statistics 51: 213–218.
- Johansen, Soren (1992), “Testing weak exogeneity and the order of cointegration in UK money demand data”, Journal of Policy Modeling 14: 313–334.
- Johansen, Soren (1988), “Statistical analysis of cointegration vectors”, Journal of Economic Dynamics and Control 12: 231–254.
- Johansen, Soren, and Katarina Juselius (1990), “Maximum likelihood estimation and inference on cointegration: With applications to the dmand for money”, Oxford Bulletin of Economics and Statistics 52: 169–210.
- Kim, Sun B., and Ramon Moreno (1994), “Stock prices and bank lending behavior in Japan”, FRBSF Economic Review 1: 31–42.
- Koop, Gary, Hashem H. Pesaran, and Simon M. Potter (1996), “Impulse response analysis in nonlinear multivariate models”, Journal of Econometrics 74: 119–147.
- Lutkepohl, Helmut (1991), Introduction to Multiple Time Series Analysis, Berlin, Springer-Verlag.
- MacKinnon, James G. (1991), “Critical values for cointegration tests”, in R. F. Engle and C. W. J. Granger, eds., Long-run Economic Relationships: Readings in Cointegration, Oxford, Oxford University Press.
- Naka, Atsuyuki, and David R. Tufte, (1997), “Examining impulse response functions in cointegrated systems”, Applied Economics 29: 1593–1603.
- Narayanan, Suresh, Lai Y. Wah, Abdul R. Ibrahim, Soo C. Yean, and Chan H. Chiang (1997), “The East Asian economic crisis: Why was Malaysia vulnerable?”, Malaysian Journal of Economic Studies 34 (Special Issue): 93–112.
- Osterwald-Lenum, Michael (1992), “A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics”, Oxford Bulletin of Economics and Statistics 54: 461–472.
- Papadopoulos, Athanasios P., and George Zis (1997), “The demand for money in Greece: Further empirical results and policy implications”, The Manchester School 65: 71–89.
- Pesaran, Hashem M., and Yongcheol Shin (1998), “Generalized impulse response analysis in linear multivariate models”, Economics Letters 58: 17–29.
- Public Bank (1998) “Direction and impact of bank lending in Malaysia”, Economic Review January-February: 1–4.
- Ramaswamy, Ramana, and Torsten Slok (1998), “The real effects of monetary policy in the European Union: What are the differences?” IMF Staff Papers 45: 374–396.
- Reinsel, Gregory C., and Sung K. Ahn (1992), “Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test and forecasting”, Journal of Time Series Analysis 13: 353–75.
- Selover, David D., and David K. Round (1996), “Business cycle transmission and interdependence between Japan and Australia”, Journal of Asian Economics 7: 569–602.
- Sims, Christopher A. (1980), “Comparison of interwar and postwar business cycles: Monetarism reconsidered”, American Economic Review: Papers and Proceedings 70: 250–257.