A dynamic relationship between Malasia and Singapur economies, an econometric study.

Authors

  • P Agustin Alonso Rodriguez RCU Escorial-María Cristina

DOI:

https://doi.org/10.54571/ajee.728

Keywords:

Keywords: VAR models, GDP, Granger causality, dynamic relationship.

Abstract

Abstract: With the help of a vector autoregressive model for time series analysis, the GDP of these two countries, are compared in order to discover if the differences of character, both physical and political, have an impact in the GDP of these economies, during the period:1960 - 2023.

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References

Datosmacro.com. Base de datos del periódico de información económica Expansión

FRED, Federal Reserve Bank of Saint Louis. Base de datos.

GRANGER, C.W.J., Investigating causal relations by econometric models and crossspectral methods, Econometrica 37:424-438, 1969. DOI: https://doi.org/10.2307/1912791

HAMILTON, J. D., Time Series Analysis, Princeton University Press, Princeton, 1994.

HYNDMAN, R.J., y ATHANASOPOULOS, G., Forecasting Principles and Practice, segunda ed., OTexts, 2018.

LÜTKEPOHL, H., New Introduction to Multiple Time Series Analysis, Springer Verlag, New York, 2007.

LÜTKEPOHL, H., y KRÄTZIG, M. (edits.), Applied Time Series Econometrics, Cambridge University Press, Cambridge, 2004. DOI: https://doi.org/10.1017/CBO9780511606885

MTS, software para compañar: TSAY, R. S., Multivariate Time Series Analysis, with R and Financial Applications, Wiley, Hobokeen, New Jersey, 2014.

PFAFF, Bernhard Pfaf, autor del paquete vars en R para el análisis de series de tiempo multiples, https://www.pfaffikus.de

SHIN, Y., Time Series Analysis in the Social Sciences. The Fundamentals, University of California Press, Okland, 2017. DOI: https://doi.org/10.1525/california/9780520293168.001.0001

TSAY, R. S., Multivariate Time Series Analysis, with R and Financial Applications, Wiley, Hobokeen, New Jersey, 2014.

VARS, https://www.pfaffikus.de

Published

2026-02-26

How to Cite

Alonso Rodriguez, P. A. (2026). A dynamic relationship between Malasia and Singapur economies, an econometric study. Anuario Jurídico Y Económico Escurialense, (59). https://doi.org/10.54571/ajee.728

Issue

Section

ECONOMÍA