Jurnal Ekonomi, Akutansi dan Manajemen Nusantara
Vol. 1 No. 1 (2022): Jurnal Ekonomi, Akutansi dan Manajemen Nusantara (JEAMA)

STRUCTURAL BREAKS DAN KETIDAKSTABILAN PERMINTAAN UANG DI INDONESIA

yantini, Devi (Unknown)

Article Info

Publish Date
20 Sep 2022

Abstract

This research aims to identify the sources of instability of the money demand function (M1 and M2) due to structural changes that occur as a result of economic shocks. These shocks are technically shown by the presence of structural breaks in the data and can lead the parameters non-constancy. The instability of the money demand function was analyzed using the Gregory and Hansen test. The source of instability of the money demand was identified using time varying parameter model. This research used quarterly time series data from 1993Q1 to 2013Q4. The results show that the money demand function (M1 dan M2) is not cointegrated (unstable) and the source of the instability is exchange rate variable.

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Journal Info
Jurnal Ekonomi, Akutansi dan Manajemen Nusantara
Website

Abbrev

jeama

Publisher

CV. Utility Project Solution

Subject

Automotive Engineering Biochemistry, Genetics & Molecular Biology Economics, Econometrics & Finance Education Engineering Industrial & Manufacturing Engineering

Description

Jurnal Ekonomi, Akutansi dan Manajemen Nusantara (JEAMA) merupakan jurnal peer-review akses terbuka yang tujuannya adalah untuk menerbitkan makalah penelitian asli yang berkaitan dengan ekonomi, akutansi, manajemen dan masalah bisnis Indonesia. Jurnal ini juga didedikasikan untuk menyebarluaskan ...