Since 2014
INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
Bulletin of Monetary Economics and Banking
View Archive Info| Field | Value | |
| Title |
INTERNALISASI SEKTOR PERBANKAN DALAM MODEL DSGE
|
|
| Creator |
Harmanta, Harmanta
Purwanto, Nur M. Adhi Oktiyanto, Fajar Oktiyanto |
|
| Description |
We build DSGE model for small open economy with financial friction in the form of collateral constrain on banking sector, designed for Indonesian economy. The constructed model is capable to simulate the monetary policy (Bank Indonesia rate) and macroprudential policy (reserve requirement, capital adequacy ratio – CAR, and loan to value – LTV). By internalizing banking sector into the model, this model also enable us to simulate the impact of any shock originated from banking sector. Keywords: monetary policy, DSGE with banking sector, macroprudential policy JEL Classification: E32, E44, E52, E58
|
|
| Publisher |
Bank Indonesia
|
|
| Date |
2014-12-22
|
|
| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
|
| Format |
application/pdf
|
|
| Identifier |
https://www.bmeb-bi.org/index.php/BEMP/article/view/43
10.21098/bemp.v17i1.43 |
|
| Source |
Buletin Ekonomi Moneter dan Perbankan; Vol 17 No 1 (2014): JULY; 23-60
Buletin Ekonomi Moneter dan Perbankan; Vol 17 No 1 (2014): JULY; 23-60 2460-9196 1410-8046 |
|
| Language |
ind
|
|
| Relation |
https://www.bmeb-bi.org/index.php/BEMP/article/view/43/35
10.21098/bemp.v17i1.43.g35 |
|
| Rights |
Copyright (c) 2015 - Harmanta, Nur M. Adhi Purwanto, Fajar Oktiyanto Oktiyanto
|
|