Yip Chee-Yin
Biographic Data
| ID | 10935966 |
|---|---|
| NAME | Yip Chee-Yin |
| GIVEN NAMES | Yip |
| FAMILY NAME | Chee-Yin |
| SIGNATURE | CHEE-YIN Y |
| AFFILIATIONS | Universiti Tunku Abdul Rahman |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2018 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 0 |
Can oil prices predict the direction of exchange rate movements? An empirical and economic analysis for the case of India
This study investigates whether oil prices have enough predictive information to predict the direction of the movement of exchange rate by examining the type of cointegration relationship between exchange rate and oil prices in India between 1991Q1 and 2013Q1. Our findings suggest the existence of cointegration relationship between exchange rate and oil prices using both Engle–Granger two-step cointegration test and Johansen cointegration test. U…
Difference or not to difference an integrated time series? An empirical investigation
This paper uses the gross domestic product growth rates of Malaysia, Thailand, Indonesia and China in an empirical examination to determine whether an integrated time series should be differenced before it is used for forecasting. The results reveal that Mallows model combination (M.M.A.) of original and differenced series is a better choice than just differencing the series only if the perturbation instability measure is more than 1.25 for autor…
No prominent works on this page.
Difference or not to difference an integrated time series? An empirical investigation
This paper uses the gross domestic product growth rates of Malaysia, Thailand, Indonesia and China in an empirical examination to determine whether an integrated time series should be differenced before it is used for forecasting. The results reveal that Mallows model combination (M.M.A.) of original and differenced series is a better choice than just differencing the series only if the perturbation instability measure is more than 1.25 for autor…
Can oil prices predict the direction of exchange rate movements? An empirical and economic analysis for the case of India
This study investigates whether oil prices have enough predictive information to predict the direction of the movement of exchange rate by examining the type of cointegration relationship between exchange rate and oil prices in India between 1991Q1 and 2013Q1. Our findings suggest the existence of cointegration relationship between exchange rate and oil prices using both Engle–Granger two-step cointegration test and Johansen cointegration test. U…
Autoregressive model (2 works) · Econometrics (2 works) · Economics (2 works) · Market Dynamics and Volatility (2 works) · Monetary Policy and Economic Impact (2 works) · Actuarial science (1 work) · Applied Mathematics (1 work) · Autoregressive fractionally integrated moving average (1 work) · Autoregressive integrated moving average (1 work) · Cointegration (1 work)