Syapriatama, Imronjana and Pratiwi, Intan Kusuma (2019) Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia. Journal of Enterprise and Development (JED), 1 (2). pp. 1-7. ISSN (P) 2715-3118 (E) 2685-8258

Text (Artikel Jurnal) Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia.pdf - Published Version Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (346kB)

Abstract

ENGLISH Purpose This paper investigates the presence of structural breaks in order to determine the regime shift in case of Indonesia economy. Research method We use the Bai-Perron (2003) to test the breaks within the period of January 2014 – December 2018 and Structural Vector Autoregression (VAR) to generate the model constructed to analyze the monetary transmission mechanism. Result The result shows that there are four significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and a negative relationship between PUAS and Inflation

Item Type:	Article
Uncontrolled Keywords:	monetary transmission; structural breaks; structural VAR
Subjects:	14 ECONOMICS > 1402 Applied Economics > 140212 Macroeconomics (incl. Monetary and Fiscal Theory) 16 STUDIES IN HUMAN SOCIETY > 1605 Policy and Administration > 160501 Indonesian Policy
Divisions:	Fakultas Ekonomi dan Bisnis Islam > Jurusan Perbankan Syariah
Depositing User:	Syahrul Gunawan Adita, S.E
Date Deposited:	12 Jan 2023 03:53
Last Modified:	12 Jan 2023 03:53
URI:	http://repository.uinmataram.ac.id/id/eprint/1972

Actions (login required)

View Item