Since 2014
MENGUJI KEBERADAAN STRUCTURAL BREAKS PADA TRANSMISI KEBIJAKAN MONETER DI INDONESIA
Journal of Enterprise and Development
View Archive Info| Field | Value | |
| Title |
MENGUJI KEBERADAAN STRUCTURAL BREAKS PADA TRANSMISI KEBIJAKAN MONETER DI INDONESIA
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| Creator |
syapriatama, imronjana
Pratiwi, Intan Kusuma |
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| Description |
This paper investigates the present of structural breaks in order to determine the regime shift in case of Indonesia economy. We use the Bai-Perron (2003) to test the breaks within period of Januari 2014 – Desember 2018. We also use Structural Vector Autoregression (VAR) to generate the model which constructed to analyze monetary transmission mechanism. The result shows that there are 4 significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and negative relationship between PUAS and Inflation.
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| Publisher |
Faculty of Islamic Economics and Business of Universitas Islam Negeri (UIN) Mataram
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| Date |
2019-12-02
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
https://journal.uinmataram.ac.id/index.php/jed/article/view/969
10.20414/jed.v1i02.969 |
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| Source |
Journal of Enterprise and Development (JED); Vol 1 No 2 (2019): December; 1-6
2685-8258 2715-3118 |
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| Language |
eng
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| Relation |
https://journal.uinmataram.ac.id/index.php/jed/article/view/969/769
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| Rights |
Copyright (c) 2019 Journal of Enterprise and Development
http://creativecommons.org/licenses/by-sa/4.0 |
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