UI - Tesis Membership :: Kembali

UI - Tesis Membership :: Kembali

Analisis pergerakan deposit-currency ratio di indonesia dengan pendekatan perubahan rezim = Analysis of deposit currency ratio time series in indonesia with regime switching approach

Sofyan Arifin Aji; Mahjus Ekananda, supervisor; Maria Goreti Arie Damayanti, supervisor; Telisa Aulia Falianty, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)

 Abstrak

[ABSTRAK
Tesis ini membahas analisis dari pergerakan Deposit-Currency Ratio di Indonesia,
melalui pendekatan perubahan rezim dengan menggunakan model Markov
Switching. Penelitian bersifat kuantitatif untuk mencari inferensi penentuan waktu
perubahan rezim pergerakan deposit-currency ratio di Indonesia yang ditentukan
oleh variable laten (perubahan state) beserta probabilita perpindahan rezim
tersebut. Selain itu juga penelitian ini untuk melihat pengaruh pergerakan variable
moneter (deposit-currency ratio dan money supply) terhadap variable nonmoneter
(output). Hasil dari penelitian menyarankan penggunaan dari aplikasi Markov
Switching ini untuk para akademisi.

ABSTRACT
The focus of this study is analysis of the behavior of Deposit-Currency Ratio
Time Series with regime switching approach using Markov Switching Model.
This switching mechanism is played by latent variable (in this study, state of the
behavior of Deposit-Currency Ratio) that determine observed series. The
methodology of this study is quantitative research to set inferences about the
timing of regime switching of the state and to set the probability of an switching
event. Moreover, this study tested whether or not monetary variable (I used
deposit-currency ratio and money supply) had an effect of the nonmonetary
variable. The researcher suggests that this model could be applied by the
researchers and others who analyze regime switching.;The focus of this study is analysis of the behavior of Deposit-Currency Ratio
Time Series with regime switching approach using Markov Switching Model.
This switching mechanism is played by latent variable (in this study, state of the
behavior of Deposit-Currency Ratio) that determine observed series. The
methodology of this study is quantitative research to set inferences about the
timing of regime switching of the state and to set the probability of an switching
event. Moreover, this study tested whether or not monetary variable (I used
deposit-currency ratio and money supply) had an effect of the nonmonetary
variable. The researcher suggests that this model could be applied by the
researchers and others who analyze regime switching., The focus of this study is analysis of the behavior of Deposit-Currency Ratio
Time Series with regime switching approach using Markov Switching Model.
This switching mechanism is played by latent variable (in this study, state of the
behavior of Deposit-Currency Ratio) that determine observed series. The
methodology of this study is quantitative research to set inferences about the
timing of regime switching of the state and to set the probability of an switching
event. Moreover, this study tested whether or not monetary variable (I used
deposit-currency ratio and money supply) had an effect of the nonmonetary
variable. The researcher suggests that this model could be applied by the
researchers and others who analyze regime switching.]

 File Digital: 1

Shelf
 T41496-Sofyan Arifin Aji.pdf :: Unduh

LOGIN required

 Metadata

Jenis Koleksi : UI - Tesis Membership
No. Panggil : T41496
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Entri tambahan-Nama badan :
Program Studi :
Subjek :
Penerbitan : Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
Bahasa : ind
Sumber Pengatalogan : LibUI ind rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiii, 95 pages : illustration ; 28 cm + appendix
Naskah Ringkas :
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, lantai 3
  • Ketersediaan
  • Ulasan
  • Sampul
No. Panggil No. Barkod Ketersediaan
T41496 15-17-966099123 TERSEDIA
Ulasan:
Tidak ada ulasan pada koleksi ini: 20390188
Cover