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Foreign Portfolio Investment Inflows and Economic PErformance in Malaysia: A Disaggregated Analysis

Gadjah Mada International Journal of Business (GamaIJB) · Vol. 10 No. 3 (2008) · pp. 313–330

DOI
10.22146/gamaijb.5560
ISSN
2338-7238, 1411-1128
Published
2008-09-12
Publisher
Master in Management, Faculty of Economics and Business, Universitas Gadjah Mada
Language
eng

Abstract

Based on disaggregated data, this study empirically examines the importance of foreign portfolio investment (FPI) to the Malaysian economic performance. The study adopts the vector error correction model to analyze the relationships between FPI inflows from major investing countries, namely the United States, the United Kingdom, Singapore and Hong Kong and Malaysia’s real GDP using quarterly data covering the period from Q1:1991 to Q3:2007. For further inferences, this study adopts an innovation accounting by simulating variance decompositions and impulse response functions. This study finds that there is a significant positive association between Malaysia’s GDP and U.K.’s FPI inflow, particularly in the long run.

Keywords

Collaboration network of the authors

6 authors · 8 co-authorship links

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  • International Islamic University Malaysia
  • Different organisations
  • Same organisation
  • Affiliation unknown
  • Thicker line = more joint articles · bigger circle = more articles
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Co-authorOrganisationJoint articles
M. Shabri Abd. MajidInternational Islamic University Malaysia1
Mohamed Asmy Mohd Thas ThakerInternational Islamic University Malaysia1
Mustafa Omar MohammedInternational Islamic University Malaysia1
Moha Asri AbdullahInternational Islamic University Malaysia1

Affiliations come from OpenAlex; journal OAI-PMH metadata carries none. Authors without an OpenAlex ID are matched by name, which can merge or split people.

Metadata source: OAI-PMH (metadata jurnal) https://journal.ugm.ac.id/gamaijb/oai, first harvested 28 Okt 2026, last seen 28 Okt 2026.
Original metadata (oai_dc) 
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	<dc:title xml:lang="en-US">Foreign Portfolio Investment Inflows and Economic PErformance in Malaysia: A Disaggregated Analysis</dc:title>
	<dc:creator>Duasa, Jarita</dc:creator>
	<dc:creator>Kassim, Salina</dc:creator>
	<dc:subject xml:lang="en-US">economic performance; foreign portfolio investment; impulse response function; variance decomposition; VECM</dc:subject>
	<dc:description xml:lang="en-US">Based on disaggregated data, this study empirically examines the importance of foreign portfolio investment (FPI) to the Malaysian economic performance. The study adopts the vector error correction model to analyze the relationships between FPI inflows from major investing countries, namely the United States, the United Kingdom, Singapore and Hong Kong and Malaysia’s real GDP using quarterly data covering the period from Q1:1991 to Q3:2007. For further inferences, this study adopts an innovation accounting by simulating variance decompositions and impulse response functions. This study finds that there is a significant positive association between Malaysia’s GDP and U.K.’s FPI inflow, particularly in the long run.</dc:description>
	<dc:publisher xml:lang="en-US">Master in Management, Faculty of Economics and Business, Universitas Gadjah Mada</dc:publisher>
	<dc:date>2008-09-12</dc:date>
	<dc:type>info:eu-repo/semantics/article</dc:type>
	<dc:type>info:eu-repo/semantics/publishedVersion</dc:type>
	<dc:type xml:lang="en-US">Peer-reviewed Article</dc:type>
	<dc:format>application/pdf</dc:format>
	<dc:identifier>https://journal.ugm.ac.id/gamaijb/article/view/5560</dc:identifier>
	<dc:identifier>10.22146/gamaijb.5560</dc:identifier>
	<dc:source xml:lang="en-US">Gadjah Mada International Journal of Business; Vol 10, No 3 (2008): September - December; 313 - 330</dc:source>
	<dc:source>2338-7238</dc:source>
	<dc:source>1411-1128</dc:source>
	<dc:language>eng</dc:language>
	<dc:relation>https://journal.ugm.ac.id/gamaijb/article/view/5560/4531</dc:relation>
</oai_dc:dc>