LEADING INDICATORS INFLASI DI INDONESIA DENGAN PENDEKATAN: EARLY WARNING SYSTEM (2000:1-2007:4)

Maryatmo, R. and Muktyasti, Galih Vincentia R. (2007) LEADING INDICATORS INFLASI DI INDONESIA DENGAN PENDEKATAN: EARLY WARNING SYSTEM (2000:1-2007:4). JURNAL EKONOMI, XII (03). pp. 1-21. ISSN 0854-9842

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Abstract

This research examines leading indicators inflation in Indonesia. The period of this study is from January 2000 until April 2007. Data for this research was taken from various sources (Bank of Indonesian, Bloomberg, IFS, and CEIC). This research employs Early Warning System with Signaling Approach of Kamisky Reinhart Lizondo (1998) method. One of the weaknesses of this method is that the level of threshold is arbiter. To reduce the weakness, elasticity is employed for correction. The result for valid leading indicators of inflation are Exchange Rate, Interest Rate, International Sugar Price Index, Export Wholesale Price Index, M2, Oil Prjce, REER (Real Effective Exchange Rate), Import Wholesale Price Index, and Real Currency

Item Type: Article
Uncontrolled Keywords: Elasticity, Inflation, Leading indicators, Threshold, Signal
Subjects: Ilmu Ekonomi > Perdagangan Keuangan
Divisions: Fakultas Ekonomi > Ilmu Ekonomi
Depositing User: Editor UAJY
Date Deposited: 10 Oct 2016 08:28
Last Modified: 12 Oct 2016 08:50
URI: http://e-journal.uajy.ac.id/id/eprint/10489

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