CAUCHY: Jurnal Matematika Murni dan Aplikasi
Vol 6, No 3 (2020): CAUCHY: JURNAL MATEMATIKA MURNI DAN APLIKASI

Forecasting Financial System Stability Using Vector Error Correction Model Approach

Setiawan, Setiawan (Unknown)
Utomo, Moch. Trianto (Unknown)
Astuti, Alfira Mulya (Unknown)
Akbar, M. Sjahid (Unknown)
Ahmad, Imam Safawi (Unknown)



Article Info

Publish Date
19 Nov 2020

Abstract

Indonesia is one of the developing countries whose economic system is still very dependent on other developed countries. This reliance often becomes one of the causes of the occurrence of economic turmoil sectors that interfere with financial system stability in Indonesia. Therefore, to forecast financial system stability indicators, primarily macroeconomic variables, become essential to do to provide an accurate index value. Then, Forecasting signs of stability of the financial system in Indonesia using Vector Error Correction models (VECM) approach with financial system stability indicators used are Banking Stability Inde

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Journal Info

Abbrev

Math

Publisher

Subject

Mathematics

Description

Jurnal CAUCHY secara berkala terbit dua (2) kali dalam setahun. Redaksi menerima tulisan ilmiah hasil penelitian, kajian kepustakaan, analisis dan pemecahan permasalahan di bidang Matematika (Aljabar, Analisis, Statistika, Komputasi, dan Terapan). Naskah yang diterima akan dikilas (review) oleh ...