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, examiner; Telisa Aulia Falianty, examiner
(Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014)
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[ABSTRAK Tesis ini membahas analisis dari pergerakan Deposit-Currency Ratio di Indonesia,melalui pendekatan perubahan rezim dengan menggunakan model MarkovSwitching. Penelitian bersifat kuantitatif untuk mencari inferensi penentuan waktuperubahan rezim pergerakan deposit-currency ratio di Indonesia yang ditentukanoleh variable laten (perubahan state) beserta probabilita perpindahan rezimtersebut. Selain itu juga penelitian ini untuk melihat pengaruh pergerakan variablemoneter (deposit-currency ratio dan money supply) terhadap variable nonmoneter(output). Hasil dari penelitian menyarankan penggunaan dari aplikasi MarkovSwitching ini untuk para akademisi. ABSTRACT The focus of this study is analysis of the behavior of Deposit-Currency RatioTime Series with regime switching approach using Markov Switching Model.This switching mechanism is played by latent variable (in this study, state of thebehavior of Deposit-Currency Ratio) that determine observed series. Themethodology of this study is quantitative research to set inferences about thetiming of regime switching of the state and to set the probability of an switchingevent. Moreover, this study tested whether or not monetary variable (I useddeposit-currency ratio and money supply) had an effect of the nonmonetaryvariable. The researcher suggests that this model could be applied by theresearchers and others who analyze regime switching.;The focus of this study is analysis of the behavior of Deposit-Currency RatioTime Series with regime switching approach using Markov Switching Model.This switching mechanism is played by latent variable (in this study, state of thebehavior of Deposit-Currency Ratio) that determine observed series. Themethodology of this study is quantitative research to set inferences about thetiming of regime switching of the state and to set the probability of an switchingevent. Moreover, this study tested whether or not monetary variable (I useddeposit-currency ratio and money supply) had an effect of the nonmonetaryvariable. The researcher suggests that this model could be applied by theresearchers and others who analyze regime switching., The focus of this study is analysis of the behavior of Deposit-Currency RatioTime Series with regime switching approach using Markov Switching Model.This switching mechanism is played by latent variable (in this study, state of thebehavior of Deposit-Currency Ratio) that determine observed series. Themethodology of this study is quantitative research to set inferences about thetiming of regime switching of the state and to set the probability of an switchingevent. Moreover, this study tested whether or not monetary variable (I useddeposit-currency ratio and money supply) had an effect of the nonmonetaryvariable. The researcher suggests that this model could be applied by theresearchers and others who analyze regime switching.] |
 T41496-Sofyan Arifin Aji.pdf :: Unduh
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| No. Panggil : | T41496 |
| Entri utama-Nama orang : | |
| Entri tambahan-Nama orang : | |
| Entri tambahan-Nama badan : | |
| Subjek : | |
| Penerbitan : | Jakarta: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014 |
| Program Studi : |
| 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 |
| No. Panggil | No. Barkod | Ketersediaan |
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| T41496 | 15-17-966099123 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 20390188 |
