Sek Siok Kun

ssk

Dr, Sek Siok Kun
PhD Quantitative Economics, Christian-Albrechts-Universität zu Kiel, Germany
MSc of Science (Quality & Productivity Improvement), Universiti Kebangsaan Malaysia (UKM).

Msc of Economics, Universiti Kebangsaan Malaysia (UKM).
BSc of Economics, Universiti Kebangsaan Malaysia (UKM).

Email:
sksek@usm.my | Room No.: 113 | Phone: 04-6535338

Profile

Dr. Sek is a Senior Lecturer in the School of Mathematical Sciences, Universiti Sains Malaysia (USM) since 2010. She holds a PhD in Quantitative Economics and graduated from Christian-Albrechts Universität zu Kiel, Germany in 2009 under the fellowship program (ASTS) awarded by USM.

She has completed the Advanced Studies Program (ASP) by the Kiel Institute for The World Economy (IFW), Germany and is the alumni of ASP. Currently, she is working in two research grants/ projects on monetary policy formation analysis and exegenous versus endogenous growth.

Selected publications:

  1. Sek, S. K. & Har, W. M. (2012). Does inflation targeting work in emerging East Asian economies? Panoeconomicus. Vol. 59(5): 599-608.
  2. Sek, S. K. (2013). Testing for inflation convergence: a panel unit-root approach. International Journal of Business and Globalisation, vol. 10(1). p. 72-85.
  3. Sek, S.K. and Har, W.M. (2016). Examining the behavior of monetary policy in four Asian countries: A threshold modeling approach. International Journal of Applied Business and Economic Research. Vol 14 (13): 8899-8913
  4. Sek, S.K. (2017). Impact of oil price changes on domestic price inflation at disaggregated levels: Evidence from linear and nonlinear ARDL modeling. Energy 130: 204-217.
  5. Zaidi, I., Ahmed, RM, A. & Sek, S.K. (2017). Examining the relationship between economic growth, energy consumption and CO2 emission using inverse function regression. Applied Ecology and Environmental Research. 15(1): 473-484.

Research Interest:

  1. Panel data analysis
  2. Monetary policy analysis and DSGE model
  3. Energy consumption and oil price shocks
  4. Macroeconometric modeling
  5. Economic growth and its impacts on environment / climate change issues

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Teaching and Supervision

Teaching

No. Course Code Course Name
1. MAT161 Elementary Statistics
2. MST561/ MGM563 Statistical Inference
3. MSG287 Statistical Laboratory
4. MSG469 Regression Analysis
5. MAA161 Statistics for Science Students
6. MSG362 Quality Control


Supervision

Level Name Title
Doctorate
  1. Choji Niri Martha

  2. Chu Jenq Fei


  3. Lavaneesvari Manogaran


  4. Lim Kah Boon


  5. Sayed Kushairi bin Sayed Nordin

  6. Siti Fatimah Ismail 


  7. Ahmed R.A. Al-Sayed



  8. Phoong Seuk Wai               

Bootstrap panel data unit-root tests with application to real exchange rate

Examining the relationship between inflation and output using optimization and econometrics approach

The formation of optimal monetary policy rule for ASEAN5 using the numerical simulation approach

Oil price shocks and economic structure: The analysis on the optimal monetary policy

A mathematical model of energy and environmental indices on growth: A panel data approach

Evaluating the performance of monetary policy and fiscal policy: Quantitative analysis

Detect the relationship between economic growth, energy consumption and environmental degradation by applying panel data approach.

Modeling economic relationship using VAR and Markov switching VECM

Masters
  1. Brendan Lo Rick
  1. Siew Jit Ping



  2. Lim Shu Yi


  3. Ng Zhan Jian


  4. Khoo Yi Theng


  5. Nur Najwa Azizan


  6. Ahmed R.M. Al-Sayed

  7. Ong Suan Mei

The relationship between population ageing and economic growth in Asia

Investigation on uneven growth rate of rubber trees at a small plantation

Interactions between the volatility of exchange rate and stock market

Spillover effects of oil price across stock markets

The role of exchange rate regime/ flexibility in determining the trade-off between growth and inflation

Testing for Marshall-Lerner hypothesis: A panel approach

Detecting the Environmental Kuznets curve

Inter relationship between economic growth and environmental quality

Bachelors
  1. Kee Chun Hooi & Wong Sue Chien

  2. Wong Yen Nee and Teo Xue Qi

  3. Lee Jun Shean

The convergence of current account in emerging East-Asian countries

Pass-through of external shocks into domestic prices

Interaction between volatility of stock markets

Research

Research Grants

Title: The dynamics of current account in emerging East-Asian countreis: Do the financial markets and exchange rate matter

Type of grant: Incentive (Head of Project)

Period: 7/5/2010 – 6/5/2011

Amount: RM5000

 

Title: Evaluating the performance of inflation targeting in East-Asia: does the exchange rate flexibility matter?

Type of grant: Short term (Head of Project)

Period: 1/7/2010 – 30/6/2012

Amount: RM32400

 

Title: Examining exchange rate regime monetary policy autonomy nexus in Malaysia

Type of grant: Short term (co-researcher)

Period: 1/12/2011 – 31/5/2014

Amount: RM34000

 

Title: Exchange rate intervention and its impact on the perofmance of inflation targeting in emerging economies

Type of grant: RUI  (Head of project)

Period: 1/1/2011 – 31/12/2013

Amount: RM118100

 

Title: A research on sustainable growth: Exploring the aspects of income inequality, environmental quality and effective policy regime

Type of grant: RUI (Head of project)

Period: 1/12/2011 – 31/8/2014

Amount: RM67011.40

 

Title: The formation of optimal monetary policy rule for ASEAN5 using DSGE model

Type of grant: FRGS (Head of project)

Period: 1/7/2014 – 30/6/2017

Amount: RM89000

 

Title: Endogenous versus exogenous growth: Does monetary policy matter?

Type of grant: RUI (Head of project)

Period: 1/3/2015 – 28/2/2017

Amount: RM78900

 

Title: Pharmaeconomic model for Dengue vaccine in Malaysia: A new approach towards affordability and cost effectiveness

Type of grant: RUI (co-researcher)

Period: 1/3/2017 – 29/2/ 2020

Possible Research Title
  1. Energy consumption and oil price shocks
  2. Climate change adaptation and mitigation strategies analysis
  3. Macroeconometrics modeling and DSGE analysis

List of publications:

Published papers:

  1. Sek,S.K. & 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 3(3): 45-72.
  2. Sek, S.K. (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 1(2): 27-44.
  3. Sek, S.K. (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  2(1): 123-142.
  4. Sek, S.
  5. Ang H. Y. & Sek, S. K. (2011). Empirical investigation on the determinants of current account balances. International Journal of Advanced Computer Science 1 (4): 146-151.
  6. Ang, H. Y. & Sek, S. K. (2012). Investigating the current account dynamics in crisis-hit Asia. International Journal of Humanities and Applied Sciences 1(1): 22-26.
  7. Ang, H. Y. & Sek, S. K. (2012). A comparative study on the determinants of current account surpluses and deficits. International Journal of Humanities and Applied Sciences 1(1): 1-5.
  8. Tai, P. N., Sek, S. K. & Har, W. M. (2012). Interest rate pass-through and monetary transmission in Asia. International Journal of Economics and Finance 4(2): 163-175.
  9. Chu, J. F. & Sek, S. K. (2012). Evaluating the performance of inflation targeting. International Journal of Economics and Finance 4(9): 69-86.
  10. Sek, S. K., Ooi, C. P. & Mohd. Tahir Ismail. (2012). Investigating the relationship between exchange rate and inflation targeting. Applied Mathematical Sciences 6: 29-32.
  11. Abdullah Al-Jawarneh & Sek, S. K. (2012). The impact of external shocks on business cycle fluctuation in several developed Asian countries. Applied Mathematical Sciences 6(65): 3209-3223.
  12. Sek, S. K. (2012). Evaluating the performance of inflation targeting in three Asian economies. International Econometric Review 4(2): 82-98.
  13. Sek, S. K. & Har, W. M. (2012). Does inflation targeting work in emerging East Asian economies? Panoeconomicus 59(5): 599-608. 
  14. Sek, S. K. (2013). Testing for inflation convergence: a panel unit-root approach. International Journal of Business and Globalisation 10(1): 72-85.
  15. Song, P. C., Sek, S. K. & Har, W. M. (2013). Detecting the convergence clubs and catch-up in growth. Asian Economic and Financial Review 3(1): 1-15.
  16. Phoong, S. W., Mohd. Tahir Ismail & Sek, S. K. (2013). Commodity price effect on stock market: a markov switching vector autoregressive approach. International Journal of Scientific and Engineering Research 4(5): 19-24.
  17. Ong, S. M. & Sek, S. K. (2013). Interactions between economic growth and environmental quality: panel and non-panel analyses. Applied Mathematical Sciences 7(14): 687-700.
  18. Ahmad R.M. Al-Sayed & Sek, S. K. (2013). Environmental Kuznets Curve: evidences from developed and developing economies. Applied Mathematical Sciences 7(22): 1081-1092.
  19. Phoong, S. W., Ismail, M. T. & Sek, S. K. (2013). A study of intercept adjusted markov switching vector autoregressive model in economic time series data. Information Management and Business Review 5(8): 379-384.
  20. Phoong, S. W., Ismail, M. T. & Sek, S. K. (2013). A markov switching vector error correction model on oil price and gold price effect on stock market returns. Information Management and Business Review 5(7): 331-336.
  21. Sek, S. K. (2013). Testing for inflation convergence: what do the data reveal? International Journal of Economic Sciences 2(2): 72-81.
  22. Lim, C.M. & Sek, S.K. (2014). Modelling the dynamic relationship between U.S.’s and Malaysia’s stock market volatility. International Journal of Trade, Economics and Finance 5(1): 43-47.
  23. Lim, C.Y. & Sek, S.K. (2014). Exploring the two-way relationship between income inequality and growth. Journal of Advanced Management Science 2(1): 33-37.
  24. Sek, S.K. & Har, W. M. (2014). Testing for Marshall-Lerner condition: bilateral trades between Malaysia and trade partners. Journal of Advanced Management Science 2(1): 23-28.
  25. Siew, J. P. & Sek, S. K. (2014). Investigating the infant mortality rates of rubber trees at a small plantation in Northeastern Thailand. Advances in Environmental Biology 8(14): 135-139.
  26. Lim, C.M. & Sek, S.K. (2014). Modelling the dynamic relationship between U.S.’ and Malaysia’s stock market volatility. International Journal of Trade, Economics and Finance  5(1): 43-47.
  27. Phoong, S. W., Ismail, M. T. & Sek, S. K. (2014) Linear VECM versus MS-VECM on stock market behavior. Asian Academy of Management of Accounting and Finance 10(1): 133-149.
  28. Lim, Y.C. & Sek, S. K. (2015). An examination on the determinants of inflation. Journal of Economics, Business and Management  3(7): 678-682.
  29. Teo, X.Q. Wong, Y. N. and Sek, S.K. (2015). A comparative study on the pass-through effects of external shocks on domestic inflation. Advanced Science Letters 21: 1363-1366.
  30. Isa, Z., Al Sayed A.R.M and Sek, S. K. (2015). Detect the relationship among energy consumption, economic growth and greenhouse gases by panel data approach. Applied Mathematical Sciences 9(54): 2645-2656.
  31. Isa, Z., Al Sayed A.R.M and Sek, S. K. (2015). Does the particulate matter PM10 have significant effect in the relationship between economic growth and energy consumption? Advanced Science Letters 21: 1996-1999.
  32. Siew, J. P. and Sek, S. K. (2015). Examining the uneven growth rates of rubber trees: The case study at a plantation in Northeastern Thailand. International Journal of Agricultural Resources, Governance and Ecology 11 (3-4): 387-405.
  33. Isa, Z., Al Sayed, A.R.M. and Sek, S. K. (2015). Review paper on economic growth, aggregate energy consumption nexus. International Journal of Energy, Economics and Policy 5(2): 385-401.
  34. Sek, S.K. and Har, W.M. (2016). Examining the behavior of monetary policy in four Asian countries: A threshold modeling approach. International Journal of Applied Business and Economic Research 14 (13): 8899-8913.
  35. Sek, S.K. and Tan, T. S. (2016). Exploring the impacts of oil price shocks on domestic inflation. Journal of Engineering and Applied Sciences 11(9): 1880-1885.
  36. Manogaran, L. and Sek, S.K. (2016). Can Taylor rule be a good representation of monetary policy function for ASEAN5? Indian Journal of Science and Technology 9 (48): 1-9.
  37. Zaidi, I., Ahmed, RM, A. & Sek, S.K. (2017). Examining the relationship between economic growth, energy consumption and CO2 emission using inverse function regression. Applied Ecology and Environmental Research. 15(1): 473-484.
  38. Sek, S.K. (2017). Impact of oil price changes on domestic price inflation at disaggregated levels: Evidence from linear and nonlinear ARDL modeling. Energy 130: 204-217.
  39. Sek, S.K. (2017). The impact of energy consumption on economic growth: The case of China. Applied Ecology and Environmental Research 15(3): 1243-1254.
  40. Aric, K.H., Tuncay, M. & Sek, S.K. (2017). Current account dynamics of Central European countries. European Journal of Economic Studies 6(2): 78-84.

Conference Proceedings:

  1. Sek, S.K., Abullah Al-Jawarneh & Har, W.M. (2012). Investigating the dynamic of business cycle fluctuations in developed Asian economies. Proceedings of 2nd Annual International Conference: Operations Research and Statistics, 90-94. (ORS2012, Bali, 7-8 May 2012, Indonesia) – Scopus.
  2. 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.
  3. Lim, S. Y. & S. K. Sek (2014). Exploring the inter-relationship between the volatilities of exchange rate and stock return. Procedia Economics and Finance, vol. 14: 367-376.
  4. Phoong, S.W., Ismail, M.T. & Sek, S.K. (2014). A comparison between MS-VECM and MS-VECMX on economic time series data. AIP Conference Proceedings 1605, 810-815. (SORIC2013, 3-5 Dec 2013, Sarawak). – Statistics and operational research international conference 2013
  5. Chu, J. F. & Sek, S. K. (2014). Investigating the relationship between inflation and growth: evidence from panel ARDL models. AIP Conference Proceedings, 1605, 943-948. (SKSM21, 6-8 November 2013, Penang, Malaysia).
  6. Phoong, S. W., Ismail, M. T. & Sek, S. K. (2014). Gold price effect on stock market: A Markov switching vector error correction approach. AIP Conference Proceedings 1602, 990-993. (SKSM21, 6-8 November 2013, Penang, Malaysia).
  7. Nur Najwa & Sek, S. K. (2014). Testing for Marshall-Lerner hypothesis: a panel approach. AIP Conference Proceedings, 1635, 274-280. (ICOQSIA2014, 12-14 Aug 2014). – the 3rd international conference on quantitative sciences and its applications, Langkawi, Malaysia
  8. Ng, Z. J. & Sek, S. K. (2014). Spillover effect of oil price shocks across stock markets. AIP Conference Proceedings, 1635, 355-362. (ICOQSIA2014, 12-14 Aug 2014). ). – the 3rd international conference on quantitative sciences and its applications, Langkawi, Malaysia
  9. Lee, J. S. & Sek, S. K. (2015). Examining the dynamic interactions on volatilities of paired stock markets. AIP proceedings, 1643, 160-165. The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II), 12-14 Aug 2014, Pahang, Malaysia.
  10. Sek, S. K. Teo, X. Q. and Wong, Y. N. (2015). A comparative study on the effects of oil price changes on inflation. Science Direct.
  11. Sayed Nordin, S.K., Samat, K. F., Ismail, S. F. Hamzah, K., Abdul Halim, B. & Sek, S. K. (2015). Determinants of CO2 emissions in ASEAN countries using energy and mining indicators. AIP Publishing.
  12. Sek, S. K. and Low, R. N. (2016). Distinguishing the impacts of oil demand and oil supply on volatility of inflation: A comparative study on oil importing versus oil exporting, AIP Publishing.
  13. Sek, S. K. and Lim, H. (2016). An investigation on the impacts of oil price shocks on domestic inflation: A SVAR approach, AIP Publishing.
  14. Lo Rick, B. and Sek, S. K. (2016). The relationship between population ageing and the economic growth in Asia, AIP Publishing.
  15. Manogaran, L. and Sek, S.K. (2017). Examining the reaction of monetary policy to exchange rate changes: A nonlinear ARDL approach. AIP Publishing.
  16. Choji, N.M. and Sek, S.K. (2017). Testing for purchasing power parity in 21 African countries using several unit root tests. AIP Publishing.
  17. Lim, K.B. and Sek, S.K. (2017). Examining the impacts of oil price changes on economic. AIP Publishing.
  18. Choji, N.M. and Sek, S.K.. (2017). Testing for purchasing power parity in the long run for ASEAN5. AIP Publishing.

Chapters of books

  1. Sek, S.K. (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.http://eldiss.uni-kiel.de/macau/receive/dissertation_diss_0004289 (online dissertation).
  2. Sek, S. K. (2010). The role of exchange rate in the formation of monetary policy in the emerging East-Asian economies: a summary. In: Research in Mathematics and Economics. School Of Mathematical Sciences, USM. pp. 39-50.
  3. Har, W. M. & Sek, S. K. (2011). Impasses to sustainable development: oriental-occidental juxtaposition. In: Har, W. M, Ong, S. F. & Sek, S. K. Sustainable development weltanschauung: beyond theories into reality. Pustaka Prinsip Sd. Bhd. pp. 1-23.
  4. Sek, S. K. & Har, W. M. (2011). Testing for environmental convergence and sustainability: a case study of Southeast Asia. In: Har, W. M, Ong, S. F. & Sek, S. K. Sustainable development weltanschauung: beyond theories into reality. Pustaka Prinsip Sd. Bhd. pp. 83-100.
  5. Har, W. M., Ong, S. F. & Sek, S. K. (2011). Sustainable development weltanschauung: beyond theories into reality. Pustaka Prinsip Sd. Bhd. Book editing. ISBN: 978-983-053-600-2] [194 pages]
  6. Ahmed R.M. Al Sayed & S. K. Sek, (2014). Detecting the environmental kuznets curve on CO2 and SO2 emisions. In: Ahmad Abd. Majid, jajar Sulaiman & Mohd. Tahir Ismail. Research in statistical sciences (volume 1). School of Mathematical Sciences, USM., 1-8.
  7. Sayed Kushairi Sayed Nordin & S. K. Sek. (2014). A study on determinants of growth. In: Ahmad Abd. Majid, jajar Sulaiman & Mohd. Tahir Ismail. Research in statistical sciences (volume 1). School of Mathematical Sciences, USM., 29-36.

Others

Interest & Hobbies: reading, traveling

Training

  1. Statistical data analysis using R
  2. Workshop on writing effective grant proposal techniques
  3. Cross sectional and panel data analysis using stata
  4. Advanced panel data anlaysis
  5. Macroeconomic modeling and forecasting
  6. Microeconometrics
  7. The science and art of DSGE modeling
  8. ARDL modeling approach and panel data analysis
  9. Bayesian networks and machine learning using matlab
  10. Applied macroeconometrics
  11. Dynare summer school
  12. Big data analytics: data mining and predictive analytics with rapid miner

Conferences

  1. International Economic Conference on Trade and Industry (IECTI), 3-5 Dec 2007, Penang, Malaysia.
  2. The 6th International Conference of the Japan Economic Policy Association (JRPA), 8-9 Dec 2007, Tokyo, Japan.
  3. The 5th Asian Mathematical Conference, 174-181. (The 5th AMC, 22-26 June, 2009, K.L)
  4. International conference on Environmental and Agriculture Engineering, 241-244. (ICEAE2010, 1-3 Aug, Kyoto, Japan).
  5. Australia Statistical conference (ASC2010, 6-10 Dec, Perth, Australia).
  6. International Conference in Memory of Professor Moti Lal Tiku, 86-93. (NEDETAS conference, 2-4 May, 2011, Ankara, Turkey).
  7. 12th International Symposium on Econometrics, Statistics and Operations Research, 534-543. (ISESO, 26-29 May, 2011, Denizli, Turkey).
  8. International Conference on Business, Economics, Management and Behavioral Sciences. (ICBEMBS2011, 8-9 July, 2011, Bangkok, Thailand).
  9. 2nd Annual International Conference: Operations Research and Statistics, 90-94. (ORS2012, Bali, 7-8 May 2012, Indonesia)
  10. The 5th International Academic Conference, 24-27 June 2012, Dubrovnik, Croatia).
  11. International Conference on Applied Statistics 2013, 210-215. (ICAS2013, 14-19 May 2013, Mahasarakham, Thailand.).
  12. The 6th International Academic Conference, 23-26 June 2013, Bergen, Norway.
  13. 2nd International Conference on Financial Theory, 19-20 Oct 2013, Jeju, Korea.
  14. ICOAE2014, 21-22 June 2014, Chania, Greece.
  15. The 2nd ISM International Statistical Conference 2014 with Applications in Sciences and Engineering (ISM-II), 12-14 Aug 2014, Pahang, Malaysia.
  16. Simposium Kebangsaan Sains Matematik ke 22, 24-26 Nov 2014, Subang, Malaysia.
  17. 4th World Conference on Business, Economics and Management, 30 April – 2 May 2015, Izmir, Turkey.
  18. 2015 International Conference on Intelligent and Iterative Computing, 11-12 August 2015, Melaka, Malaysia.
  19. 17th International Symposium on Econometrics, Operations Research and Statistics, 2-4 June 2016, Sivas, Turkey.

Community Services

  1. SPCA – life member
  2. Persatuan Kakitangan Akademik dan Pentadbiran USM (PKAPUSM), Exco member
  3. HPP-MPPP charity walk 2010
  4. Charity walk for health – healthy lifestyle campaign 2011
  5. Program kemasyarakatan dan komuniti, Sik, Kedah, 2014, 2017

Bodies & Professional

  1. Institut Statistik Malaysia
  2. Persatuan Matematik Malaysia (PERSAMA)
  3. Econometric Research Association (Turkey)
  4. International Association of Engineers
  5. Global Research and Development Services
  6. International Economics Development Research Center (IEDRC)
  7. Akademika Nusa International Association of Social Sciences and Humanities

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