STABILKAH PERMINTAAN UANG DI INDONESIA SEBELUM DAN SELAMA KRISIS ?
Abstract
Tulisan ini mencoba mengetahui apakah permintaan uang riil di Indonesia selama periode sebelum krisis (sebelum Agustus 1997) dan saat krisis tetap stabil. Analisis stasioner dan integrasi dengan menggunakan uji Augmented Dickey Fuller serta analisis kointegrasi dengan menggunakan uji Johansen menunjukkan adanya hubungan kointegrasi di antara variabel-variabel : currency riil dan PDB riil. Model permintaan uang riil dinamis dengan menggunakan Error Correction Model (ECM) menunjukkan konsistensi parameter secara signifikan, juga pada saat krisis.
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References
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Desk Penelitian dan Pengembangan Urusan Ekonomi dan Statistik, Stabilitas Permintaan Uang di Indonesia, Kertas Kerja Staf, Januari 1995.
Enders, Walter, Applied Econometric Time Series, John Wiley & Sons, Inc., 1995.
Kennedy, Peter, A Guide to Econometrics, the MIT Press, Cambridge, Massachusetts, 1996.
Khamis, May, and M.L. Alfredo, Can Currency be Stable Under a Financial Crisis ? The Case of Mexico, IMF Working Paper, April 1999.
Mills, Terence C., Time Series Techniques for Economists, Cambridge University Press, 1990.
Rao, Bhaskara B., (edit.), Cointegration for the Applied Economist, St. Martin’s Press, Inc., 1994.
Solikin, The Stability of Income Velocity, Demand for Money, and Money Multiplier in Indonesia, 1971 - 1996, Department of Economics, the University of Michigan, Spring 1998.
Published
2003-10-11
How to Cite
Doriyanto, T. (2003). STABILKAH PERMINTAAN UANG DI INDONESIA SEBELUM DAN SELAMA KRISIS ?. Buletin Ekonomi Moneter Dan Perbankan, 2(2), 77-95. https://doi.org/10.21098/bemp.v2i2.197
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Buletin Ekonomi Moneter dan Perbankan / Bulletin of Monetary Economics and Banking is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
