Ditemukan 2 dokumen yang sesuai dengan query
Susan Sunila Sharma
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ABSTRACT
We use an exhaustive list of Indonesias macroeconomic variables in a comparative analysis to determine which predictor variables are most important in forecasting Indonesias inflation rate. We use monthly time series data for 30 macroeconomic variables. Using both in sample and out of sample predictability evaluations, we report consistent evidence of inflation rate predictability using 11 out of 30 macroeconomic variables ...
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Jakarta: Bank Indonesia Insitute, 2019
332 BEMP 22:1 (2019)
Artikel Jurnal Universitas Indonesia Library
Susan Sunila Sharma
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ABSTRACT
Using monthly time series data and both short and long-run models, our paper examines the determinants of Indonesias income velocity of money. Our findings strongly suggest that in the long-run, tax revenue, short term interest rates, and industrial production, and in the short run, money demand significantly determines income velocity of money. Our analysis suggests that the effect on income velocity is mostly over the long run as most determinants are dormant in the short ...
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Jakarta: Bank Indonesia Insitute , 2019
332 BEMP 21:3 (2019)
Artikel Jurnal Universitas Indonesia Library
