Penentuan Composite Leading Indicator (CLI) Investasi Melalui Gross Fixed Capital Formation (GFCF)  

Oleh:

Tumenggung, Eddy S. ; Winata, Cecep

Jenis: Article from Bulletin/Magazine - ilmiah lokal
Dalam koleksi: Bulletin Penelitian Universitas Mercu Buana no. 23 (Nov. 2010), page 78.

Ketersediaan

Perpustakaan PKPM Nomor Panggil: B118 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

Lihat Detail Induk

Isi artikel

This Research is to contruct investment Composite Leading Indicator (CLI) in Indonesia. Identification criteria are: (i) co-movement between cycle every variable with reference (investment), (ii) consistence turning point interval every candidate with reference, Seasonal adjusment (SA) process is including lebaran day and china new years to X12-ARIMA. cycle extraction process (filter) use HP filter. Series data base on monthly from 1999 to 2007. The outcomes show that CLI investment base on: (1) Industrial Production Indonesia (IPI) Indonesia, (2) IPI Korea (3) IPI Japan (4) IPI USA (5) CPA (6) M2 Real, (7) SBI, (8) Commodity Price Index World (Non Oil), (9) Industrial Price Index (Indonesia), (10) REER JAPAN end, (11) Food Price Index (World). Higher CLI weigh are CPI, IPI JAPAN and M2 Real. This results tells that domestic efficiency, liquidity and japan industrial production rate are more importance to future investment in Indonesia

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