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

oleh Arindra Artasya Zainal (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 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.

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 Metadata

No. Panggil : JEPI-8-2-Jan2008-147
Entri utama-Nama orang :
Subjek :
Penerbitan : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2008
Sumber Pengatalogan :
ISSN :
Majalah/Jurnal : Jurnal Ekonomi dan Pembangunan Indonesia
Volume : Vol. 8, No. 2, Januari 2008: 147-173
Tipe Konten :
Tipe Media :
Tipe Carrier :
Akses Elektronik :
Institusi Pemilik : Universitas Indonesia. Perpustakaan, Lantai 4
Lokasi :
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
JEPI-8-2-Jan2008-147 08-22-50099040 TERSEDIA
Ulasan:
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