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All Journal Economics and Finance in Indonesia Jurnal Ekonomi dan Pembangunan Indonesia
Karyaman Mochtar
Fakultas Ekonomi Universitas Indonesia
Economics, Econometrics & Finance

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Tinjauan Triwulanan Perekonomian Indonesia Mochtar, Karyaman; Ikhsan, Mohamad; Basri, Faisal H.
Economics and Finance in Indonesia Volume 36, Number 4, 1988
Publisher : Institute for Economic and Social Research

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (28.873 KB) | DOI: 10.47291/efi.v36i4.401

Abstract

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Pergerakan Nilai Tukar dan Pembentukan Ekspektasi Agen Syafroni, Ayatullah; Mochtar, Karyaman
Jurnal Ekonomi dan Pembangunan Indonesia
Publisher : UI Scholars Hub

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Abstract

It is interesting to pay attention on exchage rate phenomenon. The movement of exchange rate has free up space for the expanded model and their new variety based on theoritical and methodological issues. We apply the zone target model to explain the exchange rate movement in Indonesia during 1989-2002 in monthly basis data. We put special attention to the expectation process of the agent by confronting adaptive and rational expectation and also internalize the risk factor into the model. We found that rational expectation fit and much more be able to explain the exchange rate movement, risk averse agent and massive outflow of capital during the ciris in Indonesia. We test the robustness of our model by applying to VAR model, and the same result is conformed. This VAR specification also support the contagion effect hypothesis during the cirisis 1998.
Co-Authors Ayatullah Syafroni, Ayatullah Basri, Faisal H. Ikhsan, Mohamad