Sek Siok Kun

SSK  Sek Siok Kun
B.Sc., M.Sc. UKM, Ph.D. University of Kiel, Germany
Room no: L10-05, Ext: 5285 


Main research areas

  1. Monetary policy analysis/ DSGE modeling
  2. Panel data analysis
  3. Econometrics and macroeconometrics
  4. Financial time series

Post-grad students graduated under main supervision:

  1. Bootstrap panel data unit root test with application to real exchange rate
  2. The formation of optimal monetary policy rule for ASEAN5  using numerical simulation approach
  3. Investigating the relationship between inflation and output using the optimization and econometric approaches
  4. Marshall-Lerner hypothesis: a panel approach
  5. Spillover effects of oil price across stock markets

Short Biodata (< 100 words)

Dr. Sek Siok Kun is a Senior Lecturer in the School of Mathematical Sciences, Universiti Sains Malaysia. She was graduated from University of Kiel, Germany in Quantitative Economics. Her main research areas include panel data analysis, econometrics, monetary policy analysis using DSGE modelling and financial time series. Currently, she is working in two research grants on monetary policy formation analysis and exogenous versus endogenous growth.

Sample publications within the last 5 years:

  1. Sek, S.K. and Har, W.M. 2012. Does inflation targeting work in emerging East-Asian economies? Panoeconomicus, vol 59(5): 609-623.
  2. Sek, S.K., Ooi, C.P. and Tahir, Mohd Tahir Ismail. 2012. Investigating the relationship between exchange rate and inflation targeting. Applied Mathematical Sciences.vol 6(32): 1571-1583.
  3. Sek, S.K. 2013. Testing for inflation convergence: a panel unit-root approach. International Journal of Business and Globalisation, vol 10(1): 72-85.
  4. Lim, C.M. and Sek, S.K. 2013. Comparing the performances of GARCH-type models in capturing the stock market volatility in Malaysia. Procedia Economics and Finance vol. 5: 478-487.
  5. Isa, Zaidi, Al Sayed, Ahmed R.M. and Sek, S.K. 2015. Does the Paritculate Matter PM10 have significant effect in the relationship between economic growth and energy consumption? Advanced Science Letters vol. 21(6): 1995-1998(4).
  6. Siew, J.P. and Sek, S.K. 2015. Examining the uneven growth rates of rubber trees: the case study at plantation in Northeastern Thailand. International Journal of Agricultural Resources, Governance and Ecology. Vol. 11(3-4): 387-405.
  7. Sek, S.K., Ng, Z.J. and Har, W.M. 2015. Comparing the impacts of oil price shocks across stock markets. Jurnal Teknologi. Vol. 77(20): 1-7.


Full Name

  Dr. Sek Siok Kun

Academic Qualifications

  Bachelor in Economics (UKM), 1997 - 2000 

  Master in Economics (UKM), 2000 - 2001

  Master in Sciences (Quality & Productivity Improvement, UKM), 2001 - 2002

  PhD (CAU, Germany) – 2005 - 2009

Current Professional Membership


  Persatuan Kakitangan Akademik USM

  Society for the Prevention of Cruelty to Animals (SPCA)

Current Teaching and Administrative Responsibilities

  MAT161 (sem. 2, 2009/10), 

  MST561 (sem. 1, 2010/11), 

  MGM551, HTV201 (sem. 2, 2010/11)

  AJK PPSM: AJK e-Learning & AJK pensyarah-pelajar, AJK untuk NCGC

Previous Employment

  July 2000- Sept 2000 - Population Census for the State of Malacca, Statistic Department of Malacca

  Sept 2001- May 2002 - Research Assistant, National University of Malaysia

  June 2002- Mac 2003 - Tutor, UCMAS Mental Arithmetic Centre, Kajang , Selangor

  May 2003- Sept 2005 - Admin Officer, Taiyu Furniture Corp (M) Sdn. Bhd., Malacca

  Jan 2010 - Lecturer, Universiti Sains Malaysia

Conferences and Training

1. Dynare Summer School – Paris, France (July 2007)

2. The Japanese Economic Policy Association 2007 Conference – Tokyo, Japan (December 2007)

3. The International Economic Conference on Trade and Industry – Penang, Malaysia (December 2007)

4. Advanced Studies Program Term Paper Conferences – Kiel, Germany (2008)

5. The course in “Global Sensitivity Analysis of Macroeconomics Models” – Ispra, Italy (April 2008)

6. Asian Mathematical Conference – Kuala Lumpur, Malaysia (June 2009)

7. E-learning – basic moodle and lecture maker – USM (February 2010)

8. Workshop on writing effective grant proposal technique and tips on writing research papers – USM (April 2010)

9. Adobe acrobat 9.0 tahap 1 – USM (May 2010) 

10. Workshop on supervision of postgraduate candidates – USM (July 2010)

11. Latex type setting training workshop – USM (August 2010)

12. International Conference on Environmental and Agriculture Engineering (ICEAE 2010) – Kyoto, Japan (August 2010) 

13. How to write an award winning research proposal – PJ (September 2010)

14. Effective writing and publishing – KK (October 2010)

15. Developing a quality research portfolio (October 2010)

16. Statistical data analysis using “R” – USM (November 2010)

17. Workshop on supervision of postgraduate candidates – USM (November 2010)

18. Australia Statistical Conference (ASC 2010) – Fremantle, Australia (December 2010)

 Research and Publications

  < 10 years experience

  Short-term grant 2010-2012


1. “Exchange rate pass-through and volatility: impacts on domestic prices in four Asian countries” (2008). MPRA paper no. 11130.

2. “Interactions between monetary policy and exchange rate in inflation targeting emerging countries: the case of three East-Asian countries” 2008. MPRA paper no. 12034.

3. “The impacts of economic structures on the performance of simple policy rules in a small open economy” (2010).MPRA paper no. 25065.


1. Sek, S.S. 2007. Nominal shocks and current account dynamics: a structural VAR analysis in the Southeast Asian countries. International Economic Conference on Trade and Industry, proceedings.

2. Sek,S.S. & Kapsalyamova,Z. 2008. Pass-through of exchange rate into domestic prices: the case of four East-Asian countries. The International Journal of Economic Policy Studies, vol. 3(3): 45-72.

3. Sek, S.S. 2009. Interactions between monetary policy and exchange rate in inflation targeting emerging countries: the case of three East-Asian countries. International Journal of Economics and Finance, vol. 1(2): 27-44.

4. Sek, S.S. 2009. Economic structures, the nature of shocks and the role of exchange rate in the monetary policy formation in the emerging countries of East-Asia. Christian-Albrechts-University of Kiel. Online-library.

5. Sek, S.S. 2010. The source of shocks and the role of exchange rate as a shock absorber: a comparative study in the crisis-hit East-Asian countries. Journal of Mathematics Research vol 2(1): 123-142. 

6. Sek, S.S. 2010. Interactions between policy regimes and the nature of shocks: a comparative analysis in the crisis-hit East-Asian countries”. Asian Mathematical Conference, proceedings.

7. Sek, S.S. 2010. Economic structures, the nature of shocks and the role of exchange rate in the monetary policy formation in the emerging countries of East-Asia. Monograph. VDM Verlang.

8. Sek, S.S. 2010. Testing stochastic convergence of carbon dioxide emissions in Malaysia. International Conference on Environmental and Agriculture Engineering (ICEAE 2010), proceedings. 

9. Sek, S.S & Har, W.M. 2010. Environmental convergence and sustainability: the case of Southeast Asia. Australia Statistical Conference (ASC 2010), forthcoming proceedings. 


Community Service

1. HPP-MPPP Charity Walk 2010 - participants

2. SPCA Charity Food Fair 2010 - volunteer

3. SPCA World Animal Day 2010 - volunteer

Other Relevant Information

1. International Journal of Economics and Finance – reviewer (Aug 2010 – Dec 2011)

2. Bioinfo Publications Journals – Associate Editor (Oct 2010- Sept 2015)