Fathin Faizah Said

Fathin Faizah Said
Universiti Kebangsaan Malaysia | ukm · Center for Sustainable and Inclusive Development, Faculty of Economics and Management

Doctor of Philosophy

About

36
Publications
9,787
Reads
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237
Citations
Citations since 2016
25 Research Items
221 Citations
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20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
20162017201820192020202120220102030405060
Introduction
Fathin Faizah Said currently works as Associate Professor of Economics at the Centre for Sustainable and Inclusive Development, Faculty of Economics and Management, Universiti Kebangsaan Malaysia. Fathin does research in Econometrics, Agent-Based Computational Economics and Financial Economics. Their current project is 'BASEL III Requirement On Capital Risk Weighted Assets : An Overview of Banking System Post Crisis'.
Additional affiliations
January 2002 - August 2019
Universiti Kebangsaan Malaysia
Position
  • Professor (Associate)

Publications

Publications (36)
Article
Full-text available
Wind is a renewable energy source. Overall, using wind to produce energy has fewer effects on the environment than many other energy sources. Wind and solar energy provide public health and environmental benefits to the social. Wind turbines may also reduce the amount of electricity generation from fossil fuels, which results in lower total air pol...
Chapter
Full-text available
Unemployment is a crucial issue in the economy around the world. The Middle East and North Africa (MENA) region experience higher rates of unemployment than other regions. For that reason, this study extends the determinants of unemployment rates in the MENA region for a panel of 20 countries for the period (1996–2017), using a dynamic heterogeneou...
Article
Full-text available
This study provides new evidence regarding the nonlinear relationship between energy consumption and economic growth in the Middle East and North Africa (MENA) region for the 1990–2014 period. The empirical estimation is conducted using a dynamic panel threshold model. We found one threshold in the relationship between energy consumption and econom...
Article
Full-text available
A ban on palm oil imports by the European Union has become a problematic issue, especially for palm oil producers’ countries. Oil palm has been widely used in many sub-sectors, and any changes in the production side may affect many sectors that use oil palm as an input factor in their productions. This study explores the chain of the oil palm secto...
Article
One of the negative environmental consequences of natural gas subsidy (NGS) is that it stimulates the substitution from low carbon generating technologies to natural gas, and thus hinders the timely electricity decarbonisation. To manage Malaysia’s energy consumption and consequently reduce its energy-related carbon dioxide (CO2) emission, there ha...
Article
Purpose This study aims to investigate Malaysian stock market efficiency from the view of Sharīʿah-compliant and conventional stocks based on the effectiveness of technical trading strategies. Design/methodology/approach This study uses unconventional trading strategies that mix buy recommendations of Bursa Malaysia analysts with sell signals gene...
Article
This paper investigates the impact of financial innovations on the demand for money using a dynamic panel data for 10 ASEAN member states from 2004 to 2012 and attempt to forecast the demand for money during 2013 – 2016 to compare between forecasting performance of the fixed effects model with that of random effects model and also to compare the fo...
Article
Rubber industry has always been vulnerable to the price volatility of standard rubber, which subverts the benefits of rubber production to the local economy. The objectives of this article are to study the volatility of rubber prices and its causality in three countries of main rubber producer namely Malaysia, Thailand and Indonesia as well as synt...
Article
This article is particularly concentrated on measuring systemic risk based on network topology of bilateral exposures and obligations specifically for the global banking systems in 2013. Financial network models based on financial exposures are models that aim to depict causal chains of exposures and obligations of counterparties for financial inst...
Article
In this paper we apply two different estimation methods, namely DOLS and FMOLS to estimate real demand for money in Australia with the inclusion of financial innovations. We use a conventional money demand function that was enriched with a proxy for financial innovations. This sum of the number of cheques, credit cards, charge cards, ATM and direct...
Article
This paper estimates the relationship between financial innovation and money demand in world countries with a focus on the number of automated teller machines (ATMs) using the ARDL approach to cointegration. In this study, we estimated a conventional money demand model with currency in circulation (M2) as dependent variable and gross domestic produ...
Article
Full-text available
Purpose The purpose of this paper is to investigate the nonlinear relationship between shadow economy and income inequality and determine whether the size of shadow economy can influence the level of income inequality. Design/methodology/approach Both parametric (panel OLS) and nonparametric/semiparametric regression suggested by Robinson (1988) w...
Article
With the growing literature related to climate change mitigation measures and policy interventions, a systematic review of the application of computable general equilibrium (CGE) model is inevitable. Therefore, this article aims to characterise the relevant studies, define a comparative framework to identify the current state-of-the-art and the gap...
Article
Full-text available
Literature on the estimation of the size of shadow economy at national level is well studied. However, estimation of the size of shadow economy at state level is still scarce. This study attempts to estimate the size of shadow economy to state GDP ratio for the states of Malaysia by employing the Multiple - Indicators - Multiple - Causes (MIMIC) mo...
Article
We analyse how the financing of R&D investment in corporate entities in Malaysia has been affected by the implementation of Basel II. We show the results by disaggregating into three sub sectors: (1) firms with large investments in capital, (2) those not as intensive, (3) and all firms for which we have data on default rates. Our results show that...
Article
Money demand function plays a vital role in monetary policy formulation. Over the years, several countries have experienced growth in financial innovation which has implications for monetary policy. This paper estimates the relationship between financial innovation and money demand in Malaysia with a focus on payment instruments (PI), payment syste...
Article
The banking system has experienced rapid and significant technological changes in recent years, including automated teller machines (ATMs), automated clearing houses, point of sale systems, telephone transfers, automatic bill payer accounts, and credit cards. The total effect of these innovations on money demand has been the subject of some empiric...
Article
Full-text available
This article is particularly concentrated on measuring systemic risk based on network topology of bilateral exposures and obligations specifically for the sectoral level of global banking systems in 2010. Financial network models based on financial exposures are models that aim to depict causal chains of exposures and obligations of counterparties...
Article
This research examines whether structural parameters of new keynesian models are stable in Malaysia. We imposed the structural restrictions as in DSGE models suggested by Smets and Wouters (2003) and Wickens (2011). We then estimated whether the 2007 financial crisis changes structural parameters by using structural VAR estimation. Our parameters e...
Article
Full-text available
This paper predicts the dynamic model of the bank lending channel under Basel II regulatory constraints with monopolistic competition. The two-period model is chosen in order to demonstrate the effects of new Basel capital constraints on the risks of banks assets during both periods; and the amount of equity in the second period. The prediction of...
Article
This paper aims to investigate the relevance of bank lending channel in Indonesia by using bank level data set for a period from 1990 to 2010. A static panel data method namely fixed effects and random effects model are used in estimating the banks' loan supply function. Besides monetary policy variable, several macroeconomic variables (real GDP an...
Article
This article analyzes the impact of monetary policy on bank behavior under the Basel I regulatory framework using a dynamic model with monopolistic competition. There are two main objectives. First, we theoretically predict the dynamic model of bank lending channels under the Basel I regulatory constraint. Second, we empirically analyze the situati...
Article
This study aims to examine the relevance of the transmission mechanism of monetary policy through the bank lending channel in Thailand by using bank level data. The banks' loan supply function is estimated using a static panel data framework (fixed effect and random effect model). In addition to monetary policy variables (the overnight interest rat...
Article
Full-text available
This paper investigates the transmission mechanism of monetary policy and inflation targeting in a small open-economy by using backward-looking of aggregate supply (AS) and aggregate demand (AD) framework. Since September 1998 until July 2005, Malaysia has implemented a currency pegged to the U.S dollar in responding to the Asian financial crisis....
Article
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This paper tries to analyze the role of Islamic banks in the transmission of monetary policy and business cycle. This study will only analyse the Islamic banking in Malaysia. Previous studies such as, Keynes (1936) found that money plays an important role to economic growth. Furthermore, Gurley and Shaw (1995) began to redirect attention toward the...
Article
Full-text available
This paper tries to examine the effect of the volatility that might arises as a result of capital flows according to market opening prior to December 1985 Malaysia case. There-fore, many economists and policy makers concern about the risks associated with the open-ing and globalizing of the markets. Our findings show that stock return becomes less...
Article
Full-text available
This paper tries to analyse the role of Islamic banks in the transmission of monetary policy and business cycle. This study will only analyse the Islamic banking in Malaysia. The changes in the monetary policy channel give an idea to regulate and strengthen the banking industry. Thus, several questions can be highlighted: how do the changes in the...
Article
This paper attempts to prove the role of asset size and capital strength to the monetary shock on bank lending channel in Malaysia. Basically, undercapitalized banks (of any size) tend to respond more to change in policy rather than well capitalized. Besides that, some smaller banks hold less liquid assets which they can't use to offset monetary sh...

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Projects

Projects (4)
Project
Extension of research done by Zhou, Chen/ 2013 on The impact of imposing capital requirements on systemic risk/ Journal of Financial Stability by implementing dynamic model instead of static model by the previous research
Project
To investigate the effects of capital requirement regulation in solving systemic risk between conventional and islamic banking system