Have a personal or library account? Click to login
Impact of Some Overseas Monetary Variables on Indonesia: SVAR Approach Cover

Impact of Some Overseas Monetary Variables on Indonesia: SVAR Approach

Open Access
|Dec 2017

Abstract

This study aims to investigate how the influence of monetary variables from abroad to Indonesia’s monetary conditions. This study uses exchange rate variables, interest rates of U.S. central banks, world oil prices and interest rates of Indonesian banks. This study proposes a short-term SVAR analysis using FEVD and IRF as an additional analysis tool. From the research done in the explanation that with SVAR model that in the proposal is less precise, the result for IRF and FEVD analysis can not be made as additional material of analysis tool from SVAR model which in proposal.

DOI: https://doi.org/10.1515/eoik-2017-0027 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
Language: English
Page range: 117 - 123
Submitted on: Nov 21, 2017
|
Accepted on: Nov 23, 2017
|
Published on: Dec 29, 2017
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year

© 2017 Ahmad Subagyo, Armanto Witjaksono, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.