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Record W4392716955 · doi:10.3390/jrfm17030116

Macroeconomic Shocks and Economic Performance in Malaysia: A Sectoral Analysis

2024· article· en· W4392716955 on OpenAlexvenueno aff
Willem Thorbecke

Bibliographic record

VenueJournal of risk and financial management · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsMonetary policyEconomicsStock (firearms)Monetary economicsOil priceCommodityPandemicCoronavirus disease 2019 (COVID-19)Inflation (cosmology)Finance

Abstract

fetched live from OpenAlex

Many shocks, including COVID-19, wars, inflation, contractionary U.S. monetary policy, and oil price hikes, have recently buffeted the world economy. The literature has reported mixed results concerning how these shocks impact Malaysian stock returns. Some studies found that U.S. monetary policy mattered for Malaysia, while others reported that it did not. This paper, employing two U.S. monetary policy measures over the 2001–2019 period, finds that U.S. policy matters little for Malaysian equities. Some studies found that oil price hikes increased Malaysian stock returns while others reported that they did not. This paper, employing updated data, reports that oil price increases, driven by both world demand shocks and oil supply shocks, raise Malaysian stock returns. The paper also compares the performance of Malaysian equities since the pandemic began, with returns forecasted based on macroeconomic variables. The period since the pandemic started has been labeled the megacrisis era. Interconnected crises, including the pandemic, wars, rising commodity prices, and climate events, all overlapped. The results indicate that industrial metals and banks have performed well since the pandemic began. Food producers, healthcare providers, medical equipment suppliers, tourist-related companies, and semiconductor firms have suffered. This paper considers several steps that could help these sectors to recover.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.017
Threshold uncertainty score0.034

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0020.003
Science and technology studies0.0000.000
Scholarly communication0.0010.001
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.007
GPT teacher head0.200
Teacher spread0.193 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2024
Admission routes1
Has abstractyes

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