{"id":12834,"date":"2015-04-06T11:45:41","date_gmt":"2015-04-06T08:15:41","guid":{"rendered":"http:\/\/www.irantahgig.ir\/?p=12834"},"modified":"2015-04-06T11:45:41","modified_gmt":"2015-04-06T08:15:41","slug":"%d8%a8%d8%b1%d8%b1%d8%b3%db%8c-%d8%b1%d8%a7%d8%a8%d8%b7%d9%87-%d8%aa%d8%b9%d8%a7%d8%af%d9%84-%d8%a8%db%8c%d9%86-%d9%85%d8%aa%d8%ba%db%8c%d8%b1%d9%87%d8%a7%db%8c-%d8%a7%d9%82%d8%aa%d8%b5%d8%a7%d8%af","status":"publish","type":"post","link":"http:\/\/www.irantahgig.ir\/?p=12834","title":{"rendered":"\u0628\u0631\u0631\u0633\u06cc \u0631\u0627\u0628\u0637\u0647 \u062a\u0639\u0627\u062f\u0644 \u0628\u06cc\u0646 \u0645\u062a\u063a\u06cc\u0631\u0647\u0627\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u06a9\u0644\u0627\u0646 \u0648 \u0634\u0627\u062e\u0635 \u0628\u0627\u0632\u0627\u0631 \u0633\u0647\u0627\u0645 \u0645\u0627\u0644\u0632\u06cc \u0628\u0627 \u0627\u0633\u062a\u0641\u0627\u062f\u0647 \u0627\u0632 \u0631\u0648\u0634 \u0622\u0632\u0645\u0648\u0646 \u0647\u0627\u06cc \u0645\u0642\u0627\u062f\u06cc\u0631 \u06a9\u0631\u0627\u0646\u0647 \u0627\u06cc"},"content":{"rendered":"

Investigating equilibrium relationship between macroeconomic variables and Malaysian stock market index through bounds tests approach<\/span><\/p>\n

\u062a\u0627\u0631\u06cc\u062e:<\/strong> \u06f2\u06f0\u06f1\u06f2<\/span><\/p>\n

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\"OK\"<\/p>\n

\t

\n\n\t\t\n\t\t
\n\t\t\t200,000 \u0631\u06cc\u0627\u0644 – \u067e\u0631\u062f\u0627\u062e\u062a \u0648 \u062f\u0627\u0646\u0644\u0648\u062f \u0645\u0642\u0627\u0644\u0647 \u0628\u0647 \u0647\u0645\u0631\u0627\u0647 \u062a\u0631\u062c\u0645\u0647<\/span> <\/span><\/a>\u0646\u0647\u0627\u06cc\u06cc \u06a9\u0631\u062f\u0646 \u062e\u0631\u06cc\u062f<\/a>\n\t\t\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\t\n\t\t\t\t\t\t<\/svg>\n\t\t\t\t\t\t\u0645\u0648\u0631\u062f \u0628\u0647 \u0633\u0628\u062f \u062e\u0631\u06cc\u062f \u0627\u0636\u0627\u0641\u0647 \u0634\u062f\t\t\t\t\t<\/span>\n\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\n\t\t

<\/span><\/p>\n

\u0646\u0627\u0645 \u0645\u062c\u0644\u0647:<\/strong> International Journal of Economics and Finance<\/span><\/span><\/p>\n

\u0642\u06cc\u0645\u062a:<\/strong> \u06f2\u06f0\u06f0,\u06f0\u06f0\u06f0 \u0631\u06cc\u0627\u0644<\/span><\/p>\n

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\u06a9\u062f:<\/strong> <\/strong>\u06f1\u06f0\u06f0\u06f5\u06f3<\/span><\/p>\n

\u0686\u06a9\u06cc\u062f\u0647 \u0641\u0627\u0631\u0633\u06cc<\/span><\/h3>\n

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\u0686\u06a9\u06cc\u062f\u0647 \u0627\u0646\u06af\u0644\u06cc\u0633\u06cc<\/span><\/h3>\n

The current paper conducts an empirical examination into the long-run and short-run equilibrium relationships between macroeconomic variables and the Malaysian stock market index (SMI) for the 1977-2011 period. Specifically, it employs Ng and Perron (NP) bounds statistics test to detect the boundaries of variables stationarity. Subsequently, the co-integrating relationships among variables are tested using the bounds F-statistic test. Eventually, the long-run and short-run equilibrium relationships are analyzed using Pesaran, Shin, and Smith (PSS) bounds tests Approach. The results indicate that all macroeconomic variables are co-integrated with SMI. Besides, understanding the long-run and short-run equilibrium relationships between macroeconomic variables and SMI could be highly appreciable from the perspectives of policymakers, financial economists, domestic and international investors dealing with Malaysian stock market<\/span><\/p>\n

\u0645\u0634\u062e\u0635\u0627\u062a \u0627\u0633\u062a\u0646\u0627\u062f\u06cc<\/strong><\/span><\/h3>\n
Bekhet, H. A., & Mugableh, M. I. (2012). Investigating equilibrium relationship between macroeconomic variables and Malaysian stock market index through bounds tests approach. International Journal of Economics and Finance, 4(10), p69<\/span><\/div>\n

\u062f\u0627\u0646\u0644\u0648\u062f \u0627\u0635\u0644 \u0645\u0642\u0627\u0644\u0647<\/span><\/h3>\n

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\u0645\u0642\u0627\u0644\u0647 ” \u0628\u0631\u0631\u0633\u06cc \u0631\u0627\u0628\u0637\u0647 \u062a\u0639\u0627\u062f\u0644 \u0628\u06cc\u0646 \u0645\u062a\u063a\u06cc\u0631\u0647\u0627\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u06a9\u0644\u0627\u0646 \u0648 \u0634\u0627\u062e\u0635 \u0628\u0627\u0632\u0627\u0631 \u0633\u0647\u0627\u0645 \u0645\u0627\u0644\u0632\u06cc \u0628\u0627 \u0627\u0633\u062a\u0641\u0627\u062f\u0647 \u0627\u0632 \u0631\u0648\u0634 \u0622\u0632\u0645\u0648\u0646 \u0647\u0627\u06cc \u0645\u0642\u0627\u062f\u06cc\u0631 \u06a9\u0631\u0627\u0646\u0647 \u0627\u06cc ” \u062f\u0631 \u0633\u0627\u0644 \u06f2\u06f0\u06f1\u06f2 \u062f\u0631 \u0645\u062c\u0644\u0647\u00a0International Journal of Economics and Finance<\/span> \u0686\u0627\u067e \u0634\u062f\u0647 \u0648 \u062f\u0631 \u067e\u0627\u06cc\u06af\u0627\u0647 \u0627\u0637\u0644\u0627\u0639\u0627\u062a\u06cc \u06af\u0648\u06af\u0644 \u0627\u0633\u06a9\u0648\u0644\u0627\u0631 \u0646\u0645\u0627\u06cc\u0647 \u0634\u062f\u0647 \u0627\u0633\u062a. \u0627\u06cc\u0646 \u0645\u0642\u0627\u0644\u0647\u00a0\u0631\u0648\u0627\u0628\u0637 \u0628\u0644\u0646\u062f\u0645\u062f\u062a \u0648 \u06a9\u0648\u062a\u0627\u0647 \u0645\u062f\u062a \u062a\u0639\u0627\u062f\u0644 \u0628\u06cc\u0646 \u0645\u062a\u063a\u06cc\u0631\u0647\u0627\u06cc \u0627\u0642\u062a\u0635\u0627\u062f \u06a9\u0644\u0627\u0646 \u0648 \u0634\u0627\u062e\u0635 \u0628\u0627\u0632\u0627\u0631 \u0633\u0647\u0627\u0645 \u0648\u00a0\u0622\u0632\u0645\u0648\u0646 \u0622\u0645\u0627\u0631\u06cc \u06a9\u0631\u0627\u0646\u0647\u200c\u0647\u0627\u06cc NG , PERRON \u06cc\u0627 (NP) \u0631\u0627 \u0645\u0648\u0631\u062f \u0628\u0631\u0631\u0633\u06cc \u0642\u0631\u0627\u0631 \u062f\u0627\u062f\u0647 \u0627\u0633\u062a. \u0647\u0645\u0686\u0646\u06cc\u0646 \u0628\u0631\u0627\u0633\u0627\u0633 \u0627\u0637\u0644\u0627\u0639\u0627\u062a \u067e\u0627\u06cc\u06af\u0627\u0647 \u0627\u0637\u0644\u0627\u0639\u0627\u062a\u06cc \u06af\u0648\u06af\u0644 \u0627\u0633\u06a9\u0648\u0644\u0627\u0631 \u0627\u06cc\u0646 \u0645\u0642\u0627\u0644\u0647 \u06f1\u06f0 \u0628\u0627\u0631 \u0645\u0648\u0631\u062f \u0627\u0633\u062a\u0646\u0627\u062f \u0642\u0631\u0627\u0631 \u06af\u0631\u0641\u062a\u0647 \u0627\u0633\u062a.<\/span><\/p>\n

\t\n\n\t\t\n\t\t

\n\t\t\t200,000 \u0631\u06cc\u0627\u0644 – \u067e\u0631\u062f\u0627\u062e\u062a \u0648 \u062f\u0627\u0646\u0644\u0648\u062f \u0645\u0642\u0627\u0644\u0647 \u0628\u0647 \u0647\u0645\u0631\u0627\u0647 \u062a\u0631\u062c\u0645\u0647<\/span> <\/span><\/a>\u0646\u0647\u0627\u06cc\u06cc \u06a9\u0631\u062f\u0646 \u062e\u0631\u06cc\u062f<\/a>\n\t\t\t\t\t\t\t\n\t\t\t\t\t\n\t\t\t\t\t\t\n\t\t\t\t\t\t\t\n\t\t\t\t\t\t<\/svg>\n\t\t\t\t\t\t\u0645\u0648\u0631\u062f \u0628\u0647 \u0633\u0628\u062f \u062e\u0631\u06cc\u062f \u0627\u0636\u0627\u0641\u0647 \u0634\u062f\t\t\t\t\t<\/span>\n\t\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t\t\t\t\t\t\t<\/div>\n\n\t\t

Investigating equilibrium relationship between macroeconomic variables and Malaysian stock market index through bounds tests approach \u062a\u0627\u0631\u06cc\u062e: \u06f2\u06f0\u06f1\u06f2 \u067e\u0627\u06cc\u06af\u0627\u0647: \u06af\u0648\u06af\u0644 \u0627\u0633\u06a9\u0648\u0644\u0627\u0631 \u0644\u06cc\u0646\u06a9 \u062f\u0627\u0646\u0644\u0648\u062f \u0627\u0635\u0644 \u0645\u0642\u0627\u0644\u0647<\/p>\n","protected":false},"author":5,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[84,127,128,189,190],"tags":[],"_links":{"self":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/12834"}],"collection":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=12834"}],"version-history":[{"count":3,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/12834\/revisions"}],"predecessor-version":[{"id":13974,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=\/wp\/v2\/posts\/12834\/revisions\/13974"}],"wp:attachment":[{"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=12834"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=12834"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/www.irantahgig.ir\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=12834"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}