Analisis Kebijakan Moneter Dalam Model Makroekonometrik Struktural Jangka Panjang: (Structural Cointegrating Vector Autoregression)  

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Jenis: Article from Journal - ilmiah nasional - terakreditasi DIKTI
Dalam koleksi: Bulletin of Monetary Economics and Banking (ex: Buletin Ekonomi Moneter dan Perbankan) vol. 8 no. 2 (Sep. 2005), page 199-242.
Topik: Kebijakan Moneter; kebijakan moneter di indonesia; model makro struktural jangka panjang; structural cointegration vector autoregression (VAR)
Fulltext: vol8no2p3.pdf (692.99KB)

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Perpustakaan Pusat (Semanggi) Nomor Panggil: BB62.3 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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The paper analyzes the monetary policy behavior by developing a long - run structural macroeconometric model; the Structural Cointegnating Vector Autoregression. The model is empirically by Garratt et. al, (1998 and 1999) and adopted to suit the indonesian case. The result shows that the model perform well in explaining the monetary policy behavioUr in However, due to the limitation of data, and a re - orientation of monetary policy, we should examine and interpreting the magnitude of parameters used on the model.

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