Journal of Enterprise and Development (JED)
Vol. 1 No. 2 (2019): Journal of Enterprise and Development (JED)

Menguji keberadaan structural breaks pada transmisi kebijakan moneter di Indonesia

Imronjana Syapriatama (Universitas Islam Negeri Mataram, Indonesia)
Intan Kusuma Pratiwi (Universitas Islam Negeri Mataram, Indonesia)

Article Info

Publish Date
02 Dec 2019

Abstract

Purpose — This paper investigates the presence of structural breaks in order to determine the regime shift in case of Indonesia economy.Research method — We use the Bai-Perron (2003) to test the breaks within the period of January 2014 – December 2018 and Structural Vector Autoregression (VAR) to generate the model constructed to analyze the monetary transmission mechanism.Result — The result shows that there are four significant structural breaks while SVAR shows the negative relationship between SBIS and the Output and a negative relationship between PUAS and Inflation

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Journal Info
Journal of Enterprise and Development (JED)
Website

Abbrev

jed

Publisher

Universitas Islam Negeri Mataram

Subject

Economics, Econometrics & Finance

Description

Journal of Enterprise and Development (JED) (p-ISSN: 2715-3118/ e-ISSN: 2685-8258) is an international peer-reviewed journal that publishes high-quality research in economics, finance, management, entrepreneurship, and tourism, with a particular focus on enterprise development, innovation, public ...