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Hasil Pencarian

Ditemukan 1 dokumen yang sesuai dengan query
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Eki Setianingtyas
" ABSTRACT
This research aims to observe the shock symmetry between thirteen ASEAN Plus Three countries in order to justify the formation of Optimum Currency Area within the region. Five variable structural vector autoregressive model is employed to chosen macroeconomic variables as proxies to shocks using yearly data from 1980 to 2015.Size of disturbances, speed of adjustment, impulse response to exchange rate and variance decomposition are analyzed to identify the symmetry of shocks. Results of empirical analysis ... "
2017
S69482
UI - Skripsi Membership  Universitas Indonesia Library