Internalisasi Sektor Perbankan dalam Model DSGE  

Oleh:

Harmanta ; Purwanto, Nur M. Adhi ; Oktiyanto, Fajar

Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Bulletin of Monetary Economics and Banking (ex: Buletin Ekonomi Moneter dan Perbankan) vol. 17 no. 1 (Jul. 2014), page 23-59.
Topik: monetary policy; DSGE with banking sector; macroprudential policy
Fulltext: Internalisasi Sektor Perbankan Dalam Model DSGE_Ros.pdf (1.83MB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: BB62 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

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.

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