Variabiliti Harga Relatif dan Inflasi: Bukti Empirikal Di Semenanjung Malaysia, Sabah Dan Sarawak

Authors

  • Zulkefly Abdul Karim Fakulti Ekonomi dan Perniagaan Universiti Kebangsaan Malaysia, Malaysia
  • Mohd. Azlan Shah Zaidi Fakulti Ekonomi dan Perniagaan Universiti Kebangsaan Malaysia, Malaysia
  • Mansor Jusoh Fakulti Ekonomi dan Perniagaan Universiti Kebangsaan Malaysia, Malaysia

DOI:

https://doi.org/10.32890/ijms2008.15.2.9

Keywords:

Inflation, Monetary Policy, Non-linear time series. Smooth Transition Autoregressive (STAR) Models

Abstract

Kajian ini bertujuan untuk mengkaji hubungan antara variabiliti harga relative (VHR) dengan inflasi di tiga buah wilayah Malaysia iaitu Semenanjung Malaysia, Sabah dan Sarawak dengan menggunakan data siri masa bulanan iaitu dari Januari 1970 hingga Mac 2005. Kajian ini menggunakan kaedah siri masa tidak linear iaitu model STAR dan LSTAR. Dapatan kajian menunjukkan variabiliti harga relatif mempunyai ciri tidak linear LSTAR bagi ketiga-tiga kes wilayah Malaysia. Selain itu, didapati pengaruh inflasi adalah signifikan dan berhubungan positif dengan variabiliti harga relative di Semenanjung Malaysia, Sabah dan Sarawak. Hasil kajian juga mendapati hubungan antara pemboleh ubah variabiliti harga relatif dengain inflasi adalah dalam bentuk tidak linear. Kcputusan kajian ini menyokong teori kos menu yang menyatakan bahawa variabiliti harga akan meningkat apabila berlakunya kenaikan dalam harga umum. Selain itu juga, didapati komponen stokastik bagi variabiliti harga relatifi mempunyai kelangsungan (persistence) dalam ketiga-tiga wilayah dalam tempoh kajian. Penemuan kajian ini memberikan implikasi bahawa dasar kawalan harga dan perlaksanaan dasar kewangan perlulah memfokuskan usaha mengawal kestabilan harga relatif dalam kalangan kumpulan barang.

 

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Published

18-12-2008

Issue

Vol. 15 No. 2 (2008): International Journal of Management Studies (IJMS) Vol. 15, No. 2 December 2008

Section

Articles

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Harvested 2026-09-08
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Identifiers DOI 10.32890/ijms2008.15.2.9 OpenAlex W1817910061 Semantic Scholar CorpusID 210854165

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