Artikel Jurnal :: Kembali

Artikel Jurnal :: Kembali

Pengaruh volantulitas nilai tukar terhadap volume ekspor beberapa kelompok komoditi perdagangan Indonesia

(Jurnal Ekonomi dan Pembangunan Indonesia Vol. 8 No. 2 Januari 2008: 147-173, 2008)
 Abstrak
[The relationship between exchange rate volatility and export performance has been
scrutinized by many economists since Bretton Wood System collapsed in 1971 . Although
most of the results show that there is a negative relationship between exchange rate
volatility and export performance, we also find that some studies show a positive one.
This study used some Indonesian group of commodities data to find the relationship
between exchange rate volatility and export performance.
While General Autoregressive Conditional Heteroscedasticity (GARCH) was used to
calculate exchange rate volatility. this study used Pesharan & Shin ARDL cointegration
test in order to find long run relationship between export performance and exchange rate
volatility. Only 2 out of 7 equations tested show a long run relationship between exchange
rate volatility an export performance and the signs are positive., The relationship between exchange rate volatility and export performance has been
scrutinized by many economists since Bretton Wood System collapsed in 1971 . Although
most of the results show that there is a negative relationship between exchange rate
volatility and export performance, we also find that some studies show a positive one.
This study used some Indonesian group of commodities data to find the relationship
between exchange rate volatility and export performance.
While General Autoregressive Conditional Heteroscedasticity (GARCH) was used to
calculate exchange rate volatility. this study used Pesharan & Shin ARDL cointegration
test in order to find long run relationship between export performance and exchange rate
volatility. Only 2 out of 7 equations tested show a long run relationship between exchange
rate volatility an export performance and the signs are positive.
]
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 Metadata
No. Panggil : JEPI-8-2-Jan2008-147
Subjek :
Penerbitan : [Place of publication not identified]: Jurnal Ekonomi dan Pembangunan Indonesia Vol. 8 No. 2 Januari 2008: 147-173, 2008
Sumber Pengatalogannone
ISSNnone
Majalah/JurnalJurnal Ekonomi dan Pembangunan Indonesia
VolumeVol. 8 No. 2 Januari 2008: 147-173
Tipe Konten none
Tipe Media none
Tipe Carrier none
Akses Elektronik none
Institusi Pemilik Universitas Indonesia. Perpustakaan, Lantai 4
Lokasi none
  • Ketersediaan
  • Ulasan
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No. Panggil No. Barkod Ketersediaan
JEPI-8-2-Jan2008-147 TERSEDIA
Ulasan:
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