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All Journal Kinerja Ecosains International Journal of Financial, Accounting, and Management Jurnal ABDINUS : Jurnal Pengabdian Nusantara MOVE: Journal of Community Service and Engagement Jurnal Ilmu Manajemen & Ekonomika Journal of Business and Information System
Deswita Herlina
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Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Industrial & Manufacturing Engineering Social Sciences

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Journal : Kinerja

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IDENTIFIKASI MEKANISME TRANSMISI KEBIJAKAN MONETER DI INDONESIA TAHUN 2000 - 2011 Herlina, Deswita
Kinerja: Jurnal Bisnis dan Ekonomi Vol 17, No 2 (2013): Kinerja Jurnal Bisnis dan Ekonomi
Publisher : Kinerja: Jurnal Bisnis dan Ekonomi

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (88.302 KB)

Abstract

The aim of this research is to identify the working mechanism of various channels particularly interestrates, credits (bank lending and balance sheet), assets channels, exchange rates, on period 2000:1-2011:4.This research use time series secondary data take from BI, BPS and IFS from many publications. Analysistechnique that used was properties of Granger Causality.The results of Granger causality test showed that the SBI had a one-way relationship with PUAB and DEP,while PUAB has no relationship to KIBK and IRSS variables have one-way relationship with KIBK. Grangercausality test results on the interest rate channels of all the variables have one-way relationship, except KRSSvariable has no relationship with DEP. Granger causality test results on asset price channel is no relationshipbetween IRSS and KRSS against IHSG . The results are in exchange rate channel two-way relationshipbetween PSB with NFA, and NTRMUA have two-way relationship with the CPI and NTRMUA have no causalrelationship with the PDBR.Keywords: Monetary transmission mechanism, interest rates channels, credits channels, exchange rateschannels, Granger Causality
IDENTIFIKASI MEKANISME TRANSMISI KEBIJAKAN MONETER DI INDONESIA TAHUN 2000 - 2011 Herlina, Deswita
KINERJA Vol 17, No 2 (2013): Kinerja
Publisher : Faculty of Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/kinerja.v17i2.377

Abstract

The aim of this research is to identify the working mechanism of various channels particularly interestrates, credits (bank lending and balance sheet), assets channels, exchange rates, on period 2000:1-2011:4.This research use time series secondary data take from BI, BPS and IFS from many publications. Analysistechnique that used was properties of Granger Causality.The results of Granger causality test showed that the SBI had a one-way relationship with PUAB and DEP,while PUAB has no relationship to KIBK and IRSS variables have one-way relationship with KIBK. Grangercausality test results on the interest rate channels of all the variables have one-way relationship, except KRSSvariable has no relationship with DEP. Granger causality test results on asset price channel is no relationshipbetween IRSS and KRSS against IHSG . The results are in exchange rate channel two-way relationshipbetween PSB with NFA, and NTRMUA have two-way relationship with the CPI and NTRMUA have no causalrelationship with the PDBR.Keywords: Monetary transmission mechanism, interest rates channels, credits channels, exchange rateschannels, Granger Causality
IDENTIFIKASI MEKANISME TRANSMISI KEBIJAKAN MONETER DI INDONESIA TAHUN 2000 - 2011 Deswita Herlina
KINERJA Vol. 17 No. 2 (2013): Kinerja
Publisher : Faculty of Business and Economics Universitas Atma Jaya Yogyakarta

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.24002/kinerja.v17i2.377

Abstract

The aim of this research is to identify the working mechanism of various channels particularly interestrates, credits (bank lending and balance sheet), assets channels, exchange rates, on period 2000:1-2011:4.This research use time series secondary data take from BI, BPS and IFS from many publications. Analysistechnique that used was properties of Granger Causality.The results of Granger causality test showed that the SBI had a one-way relationship with PUAB and DEP,while PUAB has no relationship to KIBK and IRSS variables have one-way relationship with KIBK. Grangercausality test results on the interest rate channels of all the variables have one-way relationship, except KRSSvariable has no relationship with DEP. Granger causality test results on asset price channel is no relationshipbetween IRSS and KRSS against IHSG . The results are in exchange rate channel two-way relationshipbetween PSB with NFA, and NTRMUA have two-way relationship with the CPI and NTRMUA have no causalrelationship with the PDBR.Keywords: Monetary transmission mechanism, interest rates channels, credits channels, exchange rateschannels, Granger Causality
Co-Authors Anwar, Cep Jandi Ayu Dwi Pitaloka, Dyah Badrany, Muhammad Taqy Mangara, Togi Haidat Muhammad Nasim Harahap Prastuti, Rizky Hanifah Rah Adi Fahmi Ginanjar Rahman, Muhammad Rafi Romadhona, Amalia Siahaan, Olindayanti Simanjuntak, Togi Marito Suci, Stannia Cahaya Wirdianingsih, Windhi Zahara, Vadilla Mutia