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Sistem peringatan dini untuk menangkap sinyal krisis nilai tukar dan krisis perbankan di Indonesia periode 1990 - 2010 = Building early warning system for currency crises and banking crises in Indonesia period 1990 - 2010

Rahma Dewi; I Kadek Dian Sutrisna, supervisor; Telisa Aulia Falianty, examiner; Riatu Mariatul Qibthiyyah, examiner ([Publisher not identified] , 2013)
 Abstrak
[ABSTRAK
Penelitian ini berfokus untuk membangun sistem peringatan dini bagi krisis nilai
tukar dan krisis perbankan di Indonesia. Tujuan tersebut dicapai dengan
menemukan indikator penentu bagi setiap kasus krisis dengan membandingkan
dua pendekatan, yakni estimasi multivariat logit dan ekstraksi sinyal. Output dari
kedua pendekatan akan menjadi indikator penentu bagi sistem peringatan dini di
Indonesia. Studi ini menggunakan data kuartal Indonesia periode 1990-2010.
Penelitian ini menemukan bahwa pertumbuhan cadangan devisa, rasio M2
terhadap cadangan devisa, dan pertumbuhan M2 sebagai indikator penentu untuk
krisis nilai tukar serta nilai tukar riil, rasio neraca berjalan terhadap PDB, dan
deposito bank komersial sebagai indikator penentu untuk krisis perbankan.

ABSTRACT
This study focuses on developing early warning system for currency crises and
banking crises in Indonesia. It is achieved by determining leading indicators for
each case of crises and comparing two approaches, i.e. multivariate logit
estimation and signal extraction. Outcomes from both approaches will be joined into
the set of leading indicators for early warning system in Indonesia. This study uses
quarterly data for Indonesia in the period of 1990 until 2010. It is found that growth of
foreign reserves, M2 to foreign reserves ratio, and growth of M2 are leading indicators
for currency crises and real exchange rate, current account to GDP ratio, and commercial
bank deposits are leading indicators for banking crises., This study focuses on developing early warning system for currency crises and
banking crises in Indonesia. It is achieved by determining leading indicators for
each case of crises and comparing two approaches, i.e. multivariate logit
estimation and signal extraction. Outcomes from both approaches will be joined into
the set of leading indicators for early warning system in Indonesia. This study uses
quarterly data for Indonesia in the period of 1990 until 2010. It is found that growth of
foreign reserves, M2 to foreign reserves ratio, and growth of M2 are leading indicators
for currency crises and real exchange rate, current account to GDP ratio, and commercial
bank deposits are leading indicators for banking crises.]
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 Metadata
No. Panggil : S52964
Nama orang :
Nama orang tambahan :
Nama badan tambahan :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2013
Program Studi :
Kode Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiv, 91 pages : illustration ; 30 cm. + Appendix
Catatan Bibliografi : pages.74-79
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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No. Panggil No. Barkod Ketersediaan
S52964 14-20-756214609 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20347454